What is pfeed¶
PFeed (/piː fiːd/) is the data engine for trading, serving as a pipeline between raw data sources and traders. It enables you to download historical data, stream real-time data, and store cleaned data in a local data lake for quantitative analysis, supporting both batch processing and streaming workflows through streamlined data collection, cleaning, transformation, and storage.
Why use pfeed¶
You should use pfeed if you want to:
Download or stream reliable, validated and clean data for research, backtesting, or live trading
Get historical data (dataframe) or live data in standardized formats by just calling a single function
Own your data by storing them locally using MinIO + Deltalake, or in the cloud
Interact with different kinds of data (including TradFi, CeFi and DeFi) using a unified interface
Scale using modern data tools (e.g. Polars, Dask) and workflow orchestration frameworks (Prefect for batch processing, Bytewax for streaming)
Note for Beginners
To start algo-trading, most people will just use yfinance. It is a good place to start, but it is mainly for daily data and very limited to other data resolutions, such as 1-minute data and tick data. Then, you might turn to platforms like QuantConnect, which offers a broad range of data but is cloud-based, meaning that you have to use their machines to interact with any data and can’t download the data to your local machine due to data licensing.
This is where pfeed comes in. If you are looking to store the data downloaded from various sources without going through the hassle of data cleaning and storage, pfeed is the right tool for that.
Unfortunately, there is no free and reliable data for TradFi, so you will need to pay for data providers like FirstRate Data, Databento and Polygon. However, for crypto, there are some free data sources like Bybit Data, Binance Data, and OKX Data, which could be a good starting point for algo-trading. You can fiddle with crypto data first to get a feel for algo-trading and then decide whether you want to pay for TradFi data.