01
OHLCV, Tick, Trade & Order Book Processing
Full-spectrum market data ingestion across granularities — from aggregated bars to raw tick-level and order book snapshots. Designed for both historical research and real-time consumption.
← All Modules
Module I
ForgeData
A reusable data foundation for quantitative research and live trading. Market data infrastructure that powers every downstream system.
- ●Exchange connectivity across major digital asset venues
- ●Normalization and cleaning for cross-venue consistency
- ●Multi-venue data alignment with microsecond precision
- ●Research data generation with point-in-time correctness
- ●Feature pipelines from raw data to model-ready inputs
02
Multi-Exchange Data Normalization
Unified data models across venues with consistent symbology, timestamp alignment, and schema normalization. Eliminates venue-specific quirks from downstream research.
03
Research Dataset Generation
Automated construction of research-ready datasets with proper point-in-time correctness, split/adjustment handling, and reproducible versioning for backtesting integrity.
04
Feature Engineering Pipelines
Configurable pipelines for transforming raw market data into quantitative features — rolling statistics, cross-sectional ranks, microstructure indicators, and custom transformations.
05
Quant Research Tooling & Evaluation Workflows
Integrated tooling for signal exploration, statistical testing, and feature importance analysis. Supports rapid iteration from hypothesis to validated feature set.