Data

Tools

Indexes

Applications

Experiments

Open Source Science

https://github.com/juliaquant/marketdata.jl

Time series market data

https://github.com/juliaquant/marketdata.jl

Science Score: 36.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ✓
    Committers with academic emails
    1 of 11 committers (9.1%) from academic institutions
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (7.2%) to scientific vocabulary

Keywords

financial-data julia time-series

Keywords from Contributors

numeric julialang programming-language data-frame dataframes tabular-data interpretability fluxes standardization probability-distributions
Last synced: 9 months ago · JSON representation

Repository

Time series market data

Basic Info
Statistics
  • Stars: 157
  • Watchers: 9
  • Forks: 23
  • Open Issues: 11
  • Releases: 25
Topics
financial-data julia time-series
Created over 12 years ago · Last pushed about 1 year ago
Metadata Files
Readme Changelog License

README.md

Build Status codecov

Historical financial time series data for research and testing in Julia.

Examples

Testing data

There are some data builtin for testing or demo purpose. The full list of testing data is here.

```julia julia> using MarketData

julia> cl 500×1 TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-03 to 2001-12-31 │ │ Close │ ├────────────┼────────┤ │ 2000-01-03 │ 111.94 │ │ 2000-01-04 │ 102.5 │ │ 2000-01-05 │ 104.0 │ │ 2000-01-06 │ 95.0 │ │ 2000-01-07 │ 99.5 │ │ 2000-01-10 │ 97.75 │ │ 2000-01-11 │ 92.75 │ ⋮ ```

Remote data source

This package supports Yahoo Finance API for retrieving data.

julia julia> yahoo(:INTC) 10187×6 TimeArray{Float64,2,Date,Array{Float64,2}} 1980-03-17 to 2020-08-07 │ │ Open │ High │ Low │ Close │ AdjClose │ Volume │ ├────────────┼────────┼────────┼────────┼────────┼──────────┼────────────┤ │ 1980-03-17 │ 0.3255 │ 0.3307 │ 0.3255 │ 0.3255 │ 0.2022 │ 1.09248e7 │ │ 1980-03-18 │ 0.3255 │ 0.3281 │ 0.3229 │ 0.3229 │ 0.2006 │ 1.70688e7 │ │ 1980-03-19 │ 0.3307 │ 0.3359 │ 0.3307 │ 0.3307 │ 0.2055 │ 1.85088e7 │ │ 1980-03-20 │ 0.3307 │ 0.3346 │ 0.3294 │ 0.3294 │ 0.2047 │ 1.11744e7 │ │ 1980-03-21 │ 0.3229 │ 0.3229 │ 0.3177 │ 0.3177 │ 0.1974 │ 1.21728e7 │ │ 1980-03-24 │ 0.3164 │ 0.3164 │ 0.3112 │ 0.3112 │ 0.1933 │ 8.9664e6 │ │ 1980-03-25 │ 0.3125 │ 0.3177 │ 0.3125 │ 0.3125 │ 0.1941 │ 1.13472e7 │ │ 1980-03-26 │ 0.3125 │ 0.3151 │ 0.3099 │ 0.3099 │ 0.1925 │ 1.62624e7 │ │ 1980-03-27 │ 0.3047 │ 0.3047 │ 0.2995 │ 0.2995 │ 0.186 │ 2.69184e7 │ │ 1980-03-28 │ 0.3112 │ 0.3164 │ 0.3112 │ 0.3112 │ 0.1933 │ 2.01024e7 │ │ 1980-03-31 │ 0.3216 │ 0.3268 │ 0.3216 │ 0.3216 │ 0.1998 │ 9.0048e6 │ │ 1980-04-01 │ 0.3229 │ 0.3281 │ 0.3229 │ 0.3229 │ 0.2006 │ 8.1792e6 │ │ 1980-04-02 │ 0.3255 │ 0.3307 │ 0.3255 │ 0.3255 │ 0.2022 │ 1.25568e7 │ ⋮

The full API reference is here.

Owner

  • Name: Quantitative Finance in Julia
  • Login: JuliaQuant
  • Kind: organization

GitHub Events

Total
  • Issues event: 3
  • Watch event: 8
  • Issue comment event: 2
  • Push event: 2
  • Pull request event: 2
  • Fork event: 1
Last Year
  • Issues event: 3
  • Watch event: 8
  • Issue comment event: 2
  • Push event: 2
  • Pull request event: 2
  • Fork event: 1

Committers

Last synced: about 1 year ago

All Time
  • Total Commits: 191
  • Total Committers: 11
  • Avg Commits per committer: 17.364
  • Development Distribution Score (DDS): 0.539
Past Year
  • Commits: 2
  • Committers: 2
  • Avg Commits per committer: 1.0
  • Development Distribution Score (DDS): 0.5
Top Committers
Name Email Commits
milktrader m****r@g****m 88
Iblis Lin i****s@h****w 43
femtotrader f****r@g****m 29
Danny Winrow d****w@b****k 7
Andrey Oskin s****r@a****m 7
github-actions[bot] 4****] 6
milktrader m****r@h****m 4
rohit.raj@kayako.com r****j@k****m 3
Gord Stephen g****d@g****a 2
G Gundam g****m 1
Andrey Oskin 2****k 1
Committer Domains (Top 20 + Academic)
gordstephen.ca: 1 kayako.com: 1 hushmail.com: 1 arkoniak.com: 1 boal.co.uk: 1 hs.ntnu.edu.tw: 1

Issues and Pull Requests

Last synced: 9 months ago

All Time
  • Total issues: 42
  • Total pull requests: 61
  • Average time to close issues: 8 months
  • Average time to close pull requests: 8 days
  • Total issue authors: 21
  • Total pull request authors: 9
  • Average comments per issue: 2.36
  • Average comments per pull request: 0.97
  • Merged pull requests: 58
  • Bot issues: 0
  • Bot pull requests: 6
Past Year
  • Issues: 3
  • Pull requests: 3
  • Average time to close issues: 2 days
  • Average time to close pull requests: about 2 months
  • Issue authors: 3
  • Pull request authors: 2
  • Average comments per issue: 1.67
  • Average comments per pull request: 0.0
  • Merged pull requests: 3
  • Bot issues: 0
  • Bot pull requests: 0
View more stats
Top Authors
Issue Authors
  • femtotrader (11)
  • milktrader (9)
  • Arkoniak (3)
  • Dawny33 (2)
  • iblislin (1)
  • brianguenter (1)
  • paulanalyst (1)
  • adamcataldo (1)
  • JuliaTagBot (1)
  • nilshg (1)
  • him300 (1)
  • 1991jhf (1)
  • DDoyle1066 (1)
  • IainNZ (1)
  • ashwani-rathee (1)
Pull Request Authors
  • iblislin (19)
  • milktrader (12)
  • Arkoniak (8)
  • github-actions[bot] (6)
  • femtotrader (6)
  • dwinrow (5)
  • Dawny33 (3)
  • GordStephen (2)
  • g-gundam (2)
Top Labels
Issue Labels
enhancement (1)
Pull Request Labels

Packages

  • Total packages: 3
  • Total downloads:
    • julia 91 total
  • Total dependent packages: 4
    (may contain duplicates)
  • Total dependent repositories: 15
    (may contain duplicates)
  • Total versions: 128
proxy.golang.org: github.com/JuliaQuant/MarketData.jl
  • Versions: 52
  • Dependent Packages: 0
  • Dependent Repositories: 0
Rankings
Dependent packages count: 5.4%
Average: 5.6%
Dependent repos count: 5.8%
Last synced: 10 months ago
proxy.golang.org: github.com/juliaquant/marketdata.jl
  • Versions: 52
  • Dependent Packages: 0
  • Dependent Repositories: 0
Rankings
Dependent packages count: 5.4%
Average: 5.6%
Dependent repos count: 5.8%
Last synced: 10 months ago
juliahub.com: MarketData

Time series market data

  • Versions: 24
  • Dependent Packages: 4
  • Dependent Repositories: 15
  • Downloads: 91 Total
Rankings
Dependent repos count: 2.3%
Stargazers count: 5.4%
Average: 6.4%
Forks count: 6.4%
Dependent packages count: 11.4%
Last synced: 10 months ago

Dependencies

.github/workflows/CompatHelper.yml actions
  • julia-actions/setup-julia latest composite
.github/workflows/TagBot.yml actions
  • JuliaRegistries/TagBot v1 composite