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Backtesting your algo
has never been easier

Algobase provides traders the tools to download, clean, and update data in one unified, high-performance environment.

Futures
SymbolProviderSchemaTimeframeHealthRangeSize
ESDatabentoMBOTick
Synced
Livefrom 2024
142 GB
NQPolygonMBOTick
Synced
7mo01-10
85 GB
RTYDatabentoOHLCV1m
Livefrom 2023
45 GB
CLDatabentoMBOTick
24d03-25
18 GB
GCPolygonOHLCV1m
Synced
29d03-01
9 GB
ZByFinanceOHLCV1d
Synced
Livefrom 2020
2 MB
YMPolygonMBOTick
Synced
Livefrom 2023
13 GB
NGDatabentoMBOTick
Livefrom 2024
9 GB
SIyFinanceOHLCV1d
Synced
Livefrom 2018
450 MB
HGDatabentoMBO1m
Synced
Livefrom 2024
2 GB
ZNyFinanceOHLCV1d
Synced
Livefrom 2019
620 MB
ZFPolygonOHLCV1h
Livefrom 2024
4 GB
6EDatabentoMBOTick
Synced
Livefrom 2024
31 GB
6JPolygonMBOTick
3mo01-05
12 GB
ZCyFinanceOHLCV1d
Synced
Livefrom 2017
980 MB
ZWPolygonOHLCV1m
6mo02-10
6 GB
ZSDatabentoMBOTick
14d03-24
7 GB
HEPolygonMBOTick
Synced
Livefrom 2024
5 GB
LEyFinanceOHLCV1d
Synced
Livefrom 2016
510 MB
VXDatabentoOHLCV1m
Livefrom 2024
3 GB

Your data, perfectly organized.

View your entire data inventory in a clean, searchable list. Spot outdated files instantly and refresh them with a single click. No more digging through folders.

Structured Storage

Keep your files strictly organized. Prevent errors by ensuring every dataset follows the same clear format.

data_final_v2.csv
export(1).csv
backup_OLD.csv
Copy of data.csv
test_FINAL.csv
raw_dump.csv
Databento/
Futures.csv

Download Data

Detect outdated data instantly. One click to fetch the latest updates.

File
Status
Updated
OHLCV_AAPL_1min
Live
2m ago
OHLCV_SPY_1min
Stale (3d)
3d ago
OHLCV_QQQ_1min
Live
5m ago

Cost Comparison

Compare per-call costs between providers. Make informed decisions for every API request.

RequestAAPL / 1min8,580 records
Databento
$0.00010/record
$0.86
Polygon.io
$0.00025/record
$2.15
Confirm

Budget Tracking

See your API usage clearly. Estimate your monthly costs before you receive the invoice.

Projected: -33%

Smart Alerts

Get notified immediately if data is missing. Fix issues before they affect your algorithms.

Alert sent
Slack + Email

Privacy First

Your API keys are stored locally. They never leave your device which ensures the security of your data.

Connect to all your data providers

Connect your API Keys from multiple providers to download and compare costs all on one platform. Don't see your provider? Request an integration.

Alpaca logo
Databento logo
Associated Press logo
Yahoo Finance logo
Massive logo
Visualization

Visualize your data

Turn your data into interactive graphs, allowing you to visualize and compare data in a few clicks rather than a few dozen lines of code.

A
Charts
New
Charts

ES v NQ Comparison

406080100120140160180200220● ES2017-01-23y: 171.03
Efficiency

Strategy Integration

We handle the data so you can focus on generating alpha. Backtest with ease knowing your data is always up-to-date and ready to go.

alpaca
ap
databento
massive
yf
Datapoint
Mean Reversion
Trend
Momentum
Automation

Powerful Python Editor

Leverage the full power of Python to automate data cleaning with our built-in node and code editor.

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import pandas as pd
import numpy as np
 
@datapoint.pipeline
def clean_ohlcv(df: pd.DataFrame):
# Remove invalid prices
df = df[df['close'] > 0]
 
# Fill missing OHLCV values
df['volume'] = df['volume'].fillna(0)
df['close'] = df['close'].interpolate()
 
# Forward fill OHLC from close
for col in ['open', 'high', 'low']:
mask = df[col].isna()
df.loc[mask, col] = df['close']
 
return df.dropna()
 
# Apply to futures data
es_clean = clean_ohlcv(es_futures)
nq_clean = clean_ohlcv(nq_futures)
ohlcv_1m
timestampdatetime
symbolvarchar
opendecimal
ohlcv_5m
timestampdatetime
symbolvarchar
opendecimal
symbols
symbol_idint
tickervarchar
marketvarchar
trades
trade_idbigint
symbolvarchar
pricedecimal
sizeint
sidevarchar
positions
position_idbigint
symbolvarchar
quantitydecimal
avg_pricedecimal
pnldecimal
orders
order_idbigint
symbolvarchar
typevarchar
statusvarchar
filled_qtyint
tick_data
tick_idbigint
symbolvarchar
biddecimal
askdecimal
lastdecimal
accounts
account_idint
namevarchar
balancedecimal
margindecimal
equitydecimal
funding_rates
timestampdatetime
symbolvarchar
ratedecimal
orderbook_l2
timestampdatetime
symbolvarchar
sidevarchar
liquidations
liq_idbigint
timestampdatetime
symbolvarchar
economic_calendar
event_idint
timedatetime
countryvarchar
eventvarchar
impactvarchar
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