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I will build a custom python and polars market data pipeline
Quantitative Architect Financial Data Engineer Algorithmic Trading Specialis
Quant Data Engineer specializing in futures market data, high-performance ETL pipelines, and Sierra Chart tools. I help quantitative traders and funds turn raw, fragmented market data into clean, repr...
About this Gig
This is a custom Python and Polars market-data pipeline built around your sources, workflow, and research requirements.
You choose the data source, schema, update frequency, transformation rules, output format, storage structure, and deployment environment. I then design the ETL workflow to ingest, clean, normalize, validate, transform, and store your data.
Depending on the package, the pipeline may include API or file ingestion, timestamp and timezone handling, duplicate and null checks, schema validation, contract mapping, session filtering, incremental processing, partitioned Apache Parquet output, logging, scheduling, restart logic, tests, and documentation.
Each delivery documents the architecture, configuration, validation checks, assumptions, and limitations. Standard and Premium include working code and handover materials; Basic provides an audit and implementation plan.
Important details:
- I work with client-provided or properly authorized data.
- Vendor, exchange, cloud, and subscription fees are not included.
- Live trading logic, advanced L2/MBO reconstruction, and ongoing monitoring require a separate scope.
Send me a message before placing an order to discuss your needs.
My Portfolio
FAQ
What parts of the pipeline can I customize?
You can customize the data source, schema, update frequency, transformation rules (like session filtering or contract mapping), output format, storage structure, and deployment environment.
What is included in the Basic (Starter) package?
You receive a technical audit of your current workflow and a comprehensive implementation plan and architecture design. This package does not include working code.
What do I need to provide before work begins?
You need to provide your data sources, schemas, transformation rules, target deployment environment, and clear acceptance criteria.
Which data sources and formats can you support?
I support APIs, CSVs, Parquet files, databases, SCID files, and more, processing them through Python and Polars.
Will I receive the source code and documentation?
Yes, for the Standard and Premium (Advanced) packages, you will receive the fully working Python/Polars code, configuration files, test results, and complete documentation.
