GitHub

MarlontheWizard/MarketNormalizationEngine: Market data pipeline for downloading, parsing, and normalizing high-frequency data. Converts raw .bi5 files into structured parquet datasets, with support for resampling and feature-ready data preparation for quantitative, research, and machine learning workflows. Currently only supports Forex data. (opens in new tab)

Discussed on r/quant

Market data pipeline for downloading, parsing, and normalizing high-frequency data. Converts raw .bi5 files into structured parquet datasets, with support for resampling and feature-ready data prep...

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