data-store

Canonical market data archive library — v1.0.

PyPI: tt-data-store · GitHub: Tiny-Trader/data-store

Idea

MarketStore is a local working copy of a remote market-data archive.

from tt_data_store import MarketStore

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

store.fetch()
store.pull()
df = store.get("NSE:INDEX:NIFTY", start="2026-01-01", end="2026-08-23")
store.instruments.create(exchange="NSE", instrument_type="INDEX", symbol="NIFTY")
store.write(instrument="NSE:INDEX:NIFTY", candles=df, source="upstox")
store.push()
store.status()

Full spec: docs/api.md.

Install

pip install "tt-data-store[s3]"
# or from source:
uv pip install -e ".[dev,s3]"

Layout

data-store/
├── tt_data_store/   # package
├── tests/
└── docs/

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