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OnlineResamplers.jl
Streaming tick data into time bars in Julia
What it is
A Julia package that folds tick-level market data into time bars while the stream is still arriving. Built on OnlineStatsBase, it holds a constant amount of memory and can emit open-high-low-close candles, a mean price, or a summed volume, including custom numeric types, and it can merge partial states for a distributed run. Developers and researchers building online market-data pipelines in Julia are the audience. Large parts of the implementation were written with AI assistance, so the resampling logic needs a careful review before anyone depends on it in production.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Data source |
| Markets | Multi-market |
| Stack | Julia |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): 0 over the period, now 3. Gaps mean no snapshot was taken that day.
High-performance Julia package for real-time resampling of financial market data.
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