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 get() → downloads only the Parquet you need
Call write() + push() → publish your changes for everyone else

You never manage S3 keys or checksums by hand. The library handles catalogue sync, downloads, and publishing.

Install

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

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

You also need AWS credentials with access to your archive bucket — environment variables, ~/.aws/credentials, or an IAM role.

30-second example

from tt_data_store import MarketStore

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

# Read
df = store.get("NSE:INDEX:NIFTY", start="2026-01-01", end="2026-01-31")

# Write (new data you collected)
store.instruments.create(exchange="NSE", instrument_type="INDEX", symbol="NIFTY")
store.write(instrument="NSE:INDEX:NIFTY", candles=df, source="my-collector")
store.push()

That's the whole workflow: open → read or write → push.

Documentation

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

When to use what

You want to…	Call
Check if anyone else published changes	`store.fetch()`
Catch up with the remote catalogue	`store.pull()`
Load candles into a DataFrame	`store.get(instrument, start=..., end=...)`
Save new candles locally	`store.write(instrument=..., candles=df, source=...)`
Share your changes with others	`store.push()`
See what's out of sync	`store.status()`

See the usage guide for when to call each one and what happens under the hood.

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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