RSS 3 projects tagged "Time Series"

Download Website Updated 16 Apr 2014 twstools

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Pop 88.15
Vit 54.85

twstools is a simple set of command line tools around the Interactive Brokers TWS API with the purpose of having a powerful scriptable toolbox to automate "jobs" like downloading historical data, tracking account info or submitting orders, etc.

Download Website Updated 27 May 2013 twsapi

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Pop 65.00
Vit 3.11

twsapi is a portable C++ API for Interactive Brokers TWS. It is almost identical to the original IB C++ Posix API. It contains several bugfixes and usage improvements, and uses the autotools build system.

Download No website Updated 04 Mar 2014 uterus

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Pop 86.05
Vit 9.36

uterus is a codec library for financial tick data with an emphasis on market data integrity and maintainability. It comes with a set of tools to convert (mux) and print (demux) data from some sources, and to perform standard tasks like selecting instruments, creating snapshots and candles from tick data, etc. Special care is taken to provide longevity and consistence. All timestamps are internally converted to coordinated time, and price and quantity quotes are converted to a monetary datatype which doesn't suffer from rounding errors. Most importantly, meta data is stored along with the payload data in an inseparable unit, to provide self-contained and self-documenting files or network streams.

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Lernstick Personal Learning Environment

A Live Linux distribution with a focus on education.

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PCRE

A library that implements Perl 5-style regular expressions.