nautilus_data

Example market data for use with NautilusTrader.

Installation

uv pip install nautilus_data

Requirements

• Python 3.13+
• NautilusTrader 1.220.0+

Usage

This package provides sample market data that can be used for backtesting and development with the NautilusTrader platform.

Data

The package includes historical foreign exchange (FX) tick data:

• EUR/USD - January 2020 tick-level bid/ask quotes
• Format: CSV compressed with gzip.
• Source: Publicly available FX market data.

Loading data into a catalog

from nautilus_data.hist_data_to_catalog import load_data

# Load historical data into your NautilusTrader catalog
load_data()

Structure

• catalog/ - Pre-processed data catalog files (once hist_data_to_catalog.py is run).
• raw_data/ - Raw historical data files.
• bench_data/ - Benchmark data for performance testing.

More Information

For more information about NautilusTrader, visit nautechsystems.io.