marketstore | DataFrame Server for Financial Timeseries Data | Time Series Database library

marketstore is a Go library typically used in Database, Time Series Database, Bitcoin applications. marketstore has no bugs, it has no vulnerabilities, it has a Permissive License and it has medium support. You can download it from GitHub.

MarketStore is a database server optimized for financial time-series data. You can think of it as an extensible DataFrame service that is accessible from anywhere in your system, at higher scalability. It is designed from the ground up to address scalability issues around handling large amounts of financial market data used in algorithmic trading backtesting, charting, and analyzing price history with data spanning many years, and granularity down to tick-level for the all US equities or the exploding cryptocurrencies space. If you are struggling with managing lots of HDF5 files, this is perfect solution to your problem. The batteries are included with the basic install - you can start pulling crypto price data from GDAX and writing it to the db with a simple plugin configuration. MarketStore enables you to query DataFrame content over the network at as low latency as your local HDF5 files from disk, and appending new data to the end is two orders of magnitude faster than DataFrame would be. This is because the storage format is optimized for the type of data and use cases as well as for modern filesystem/hardware characteristics. MarketStore is production ready! At Alpaca it has been used in production for years in serious business. If you encounter a bug or are interested in getting involved, please see the contribution section for more details.