tse_tick: A Python Library for Parsing and Querying Nikkei NEEDS Tick Data from the Tokyo Stock Exchange

By Kazumi Li, Masataka Hayashi, Teruo Nakatsuma, Peter Romero

Published 2026-08-24

Everscope rating

1199

Relevance to quantitative trading

8 / 10

Implementation complexity

3 / 10

Reproducibility

5 / 5

About this paper

Methodology: Software Engineering for Tick Data Infrastructure. Problem types: Data Parsing and Cleaning, Data Storage Optimization, Query Optimization, Parallel Processing, Memory Management.

arXiv:2608.23053 · Code · Paper rankings

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