S#.Data free market data downloader and database. StockSharp

Author: 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.





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Jens Fransson

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Date: 5/27/2018
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Usability: Unable to download data from dukascopy. How do I download (e.g.) EUR/USD from Dukascopy?
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Cerebrex Capital Ltd

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Date: 6/15/2018
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The instrument retrieving process is not very clear with IB
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Bruno LARIBIERE

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Date: 6/20/2018
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no real time data
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tcbyer

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Date: 7/8/2018
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Thanks!
Thanks:

Tyler

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Date: 7/22/2018
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Really impressed so far!! Having trouble getting multithreading to work in API.
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Dennis Kristensen

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Date: 8/2/2018
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I love it :D
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sperme

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Date: 8/23/2018
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too slow
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James Lodge

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Date: 11/29/2018
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How to fix corrupt database error
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wooddy

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Date: 4/1/2019
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OR A WGOOD! BUT I HAVE TO LEARN FOR A WHALE.
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:
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