HangukQuant Research

HangukQuant Research

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HangukQuant Research
Multi-Exchange/Ticker Data Archival
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Multi-Exchange/Ticker Data Archival

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HangukQuant
Dec 30, 2024
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HangukQuant Research
HangukQuant Research
Multi-Exchange/Ticker Data Archival
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In December, we added WooX and Polymarket:

Polymarket examples

Polymarket examples

HangukQuant
·
December 22, 2024
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Woox examples + polymarket

Woox examples + polymarket

HangukQuant
·
December 9, 2024
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With so many exchange integrations, running cross-exchange arbitrage strategies become seamless. But - one of the things we would like to do is to have a hassle-free interface for organizing, archiving and loading data to disk. We can test our high-frequency strategies and tune them with significantly faster iteration cycles.

Tick-market data can be tricky to obtain, especially if it involves high levels of order-book depth.

No more. We are going to make data archival for multiple tickers, exchanges and data feeds into a one-liner.

Remember the trade feed?

Just add archiver=True, and add the magic line!

That’s all. Your data feed object now archives data received into efficient parquet format in disk and organizes according to exchange, data class and feed type.

See full example here!

https://hangukquant.github.io/hft/hft/#data-archival

quantpylib is our community github repo intended for learning and trading (join here):

HangukQuant Community Github Repo

HangukQuant Community Github Repo

HangukQuant
·
November 24, 2023
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or obtain the repo pass: https://hangukquant.thinkific.com/courses/quantpylib

cheerios

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