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tt-data-store

Work with a shared market-data archive as if it were a local folder — backed by S3.

tt-data-store on PyPI · GitHub

New here? Start with the usage guide.


The idea

You have candle data (OHLCV) stored as Parquet files on S3. Multiple people or jobs need to read and write that data without stepping on each other.

MarketStore gives you a local working copy of the archive:

  • Open a folder → catalogue syncs from S3 (instruments + file list)
  • Call read() → downloads only the Parquet you need
  • Call write() + publish() → share your changes

You never manage S3 keys or checksums by hand.


Install

pip install "tt-data-store[s3]"

Python 3.11+. The [s3] extra installs boto3.


30-second example

from tt_data_store import Instrument, MarketStore

store = MarketStore(
    "./data",
    remote="s3://my-bucket/archive",
    region="us-east-1",
)

nifty = Instrument.index("NSE", "NIFTY")

# Read
df = store.read(nifty, start="2026-01-01", end="2026-01-31")

# Write
store.write(nifty, df, source="my-collector", register=True)
store.publish()

Documentation

Guide What you'll learn
Usage guide Concepts, setup, reading, writing, sync
API reference Method signatures and types

When to use what

You want to… Call
Check if remote moved ahead store.drift()
Catch up with remote store.sync() or store.pull()
Load candles store.read(instrument, start=..., end=...)
Save candles locally store.write(instrument, candles, source=..., register=True)
Share changes store.publish()
See sync state store.status()

Development

git clone https://github.com/Tiny-Trader/data-store.git
cd data-store
uv sync --extra dev --extra s3
uv run pytest

License

Apache-2.0 — see LICENSE.

Metadata

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