Market Data Warehouse
github.com/joemccann/market-data-warehouse- Category
- Finance
- Pricing
- Open Source
- Type
- TOOL
- Builder
- @joemccann
- GitHub
- 181 stars
- Added
- Apr 15, 2026
About
A local-first financial data warehouse built for quantitative analysts and traders to store, analyze, and backtest market data across equities, futures, and volatility indices. Uses Parquet for storage, DuckDB for analytics, and supports production workflows with ClickHouse.
Why it made the leaderboard
A local-first warehouse for market data: historical OHLCV across equities, futures, and volatility indices stored in Parquet, analyzed with DuckDB, with an optional ClickHouse path when a strategy graduates to production. Own your quant research data instead of re-fetching it through API quotas.
Tags
financetradingdata-warehousequantitativemarket-dataparquetduckdbbacktesting
Tech Stack
Node.jsPython
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