S#

S#.Data - a free application for downloading and storing market data. StockSharp


S#.Data (Hydra) - free software to automatically load and store market data.



Sources
A great choice of market data sources: Yahoo Finance, Quandl, FinViz, FIX/FAST, LMAX, DukasCopy, TrueFX, Oanda, MBTrading, GainCapital, Rithmic, Blackwood/Fusion, Interactive Brokers, OpenECry, Sterling, IQFeed, E*Trade, BTCE, BitStamp, BitStamp, Bitfinex, Coinbase, Kraken, Poloniex, GDAX, Bittrex, Bithumb, HitBTC, OKCoin, Coincheck, ITCH, QuantFEED and many other.


Supports all markets (American, European, Asian, Russian; stock, futures, options, bitcoins, forex, etc.).

History and real-time market data of all types (candlesticks, level1, level2, ticks, order books, order logs, open interest (OI), options, bonds and many other types).



Storage
Supreme data compression (2 bytes for a transaction, 7 bytes for an order book).

Stores data as either .bin or classical .csv .

Data backup.

Friendly data copy (Windows Explorer).





Export

Export / import to several formats (.csv, Excel, .xml, directly to database).

Allows convert one-type data to another (e.g., ticks to candlesticks).






Server

Can be started as a stand alone server.

Scheduled operation.

Simple integration with S#.Studio and S#.API.

Program access to stored data via API.

>> Download | Documentation <<

Thanks:



2 Answers
David

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Date: 12/15/2017
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I would like to write a plugin for getting data from Alpha Vantage. The only Hydra source I've found is from 2011. Are the libraries to hydra available for development?
Thanks:

Mikhail Sukhov

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Articles author Programmer Trader
Date: 12/15/2017
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Thanks:


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