Directory

Open columnar file format for analytical data with compression, encodings and statistics, readable by nearly every data engine and library

Kevin Sheppard's Python package for univariate ARCH/GARCH volatility models, bootstraps, multiple-comparison procedures, unit-root and cointegration tests

Open-source columnar OLAP database server for fast aggregations over billions of rows, with MergeTree storage, SQL and a managed ClickHouse Cloud

Usage-priced market data platform with normalized order-book (MBO/MBP), trades, OHLCV and reference schemas for futures, options and equities, delivered via historical, live and batch APIs in the DBN format

In-process analytical SQL database that queries Parquet, CSV and Arrow data directly from Python, R, Node or the CLI

Vendor of historical intraday market data (1-minute to daily bars, tick and options) for US stocks, ETFs, futures, indices, crypto and FX, delivered as zipped CSV bundles under a perpetual licence

Python package by Kevin Sheppard adding panel data, instrumental-variable, system (SUR/3SLS) and asset-pricing estimators missing from statsmodels

Market data platform (renamed from Polygon.io in October 2025) with REST and WebSocket APIs, flat files and SQL access for US stocks, options, indices, forex, crypto and futures

Rust-based DataFrame library with Python, Rust, Node and R bindings offering lazy query optimization, multithreading and Arrow-native memory

Python library for estimating statistical and econometric models with R-style formulas, rich result summaries and tests: OLS, GLM, discrete choice, ARIMA, state space, VAR and more

PostgreSQL extension for time-series data adding hypertables, compression and continuous aggregates, from the company now named Tiger Data

Institution-subscribed research data platform from Wharton hosting CRSP, Compustat, TAQ, OptionMetrics and dozens of other vendors' databases with web queries, SQL, SAS, Python and R access