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.
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