S#.Data free market data downloader and database. 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, Binance, Liqui, CEX.IO, Cryptopia, OKEx, BitMEX, YoBit, Livecoin, EXMO, Deribit, Huobi, KuCoin, BITEXBOOK, CoinExchange, 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:



9 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:

Brad Nelson

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Date: 5/21/2019
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Another provider to consider to use is TDAmeritrade. They supply stock and now futures (end of day) data via an API to registered users over OAuth2.
Thanks:

Mikhail Sukhov

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Articles author Programmer Trader
Date: 5/22/2019
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Brad Nelson Go to
Another provider to consider to use is TDAmeritrade. They supply stock and now futures (end of day) data via an API to registered users over OAuth2.


We have a plan to make integration with TDA during this year. Thank you for the proposal. Stay in touch.
Thanks:

Benoit Serratrice

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Donator
Date: 3/24/2020
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Mikhail Sukhov Go to
Brad Nelson Go to
Another provider to consider to use is TDAmeritrade. They supply stock and now futures (end of day) data via an API to registered users over OAuth2.


We have a plan to make integration with TDA during this year. Thank you for the proposal. Stay in touch.


Are you still considering TDAmeritrade connector?
Thank you.
Thanks:

Mikhail Sukhov

Avatar
Articles author Programmer Trader
Date: 3/24/2020
Reply


Benoit Serratrice Go to
Mikhail Sukhov Go to
Brad Nelson Go to
Another provider to consider to use is TDAmeritrade. They supply stock and now futures (end of day) data via an API to registered users over OAuth2.


We have a plan to make integration with TDA during this year. Thank you for the proposal. Stay in touch.


Are you still considering TDAmeritrade connector?
Thank you.


Yes. Right now we have a few requests from paid customers. TDAmeritrade will be second connector. We do not handle requests from free clients so any public comments are not related to actual dev plan. If you need we will put it dev log (but TDA already here like I said). First few years it will be limited distributed.
Thanks:

Craig McWilliams

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Date: 4/30/2020
Reply


Hello,

I'm a newbie to the S# suite of tools. I love what I see so far. I have a question about importing data, please. Is it possible to import a list of symbols so I do not have to type them into the Add Security dialog. I have a over 200 symbols to add.

Thanks:

Aco Kovaceski

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Date: 7/30/2020
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Any chance you could add eoddata.com as a data provider?
Thanks:

Support

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Date: 7/30/2020
Reply


Aco Kovaceski Go to
Any chance you could add eoddata.com as a data provider?


Yes, if It will be popular for our clients - we will add it. Also, you can add by your self. We have special documentation describes how to create Hydra's sources - https://doc.stocksharp.c...97-9dbf-c0f4fec5d5eb.htm
Thanks:


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