nautilus-data

Data engine and market data processing for NautilusTrader.

The nautilus-data crate provides a framework for handling market data ingestion, processing, and aggregation within the NautilusTrader ecosystem. This includes real-time data streaming, historical data management, and various aggregation methodologies:

• High-performance data engine for orchestrating data operations.
• Data client infrastructure for connecting to market data providers.
• Bar aggregation machinery supporting tick, volume, value, and time-based aggregation.
• Order book management and delta processing capabilities.
• Subscription management and data request handling.
• Configurable data routing and processing pipelines.

NautilusTrader

NautilusTrader is an open-source, production-grade, Rust-native engine for multi-asset, multi-venue trading systems.

The system spans research, deterministic simulation, and live execution within a single event-driven architecture, providing research-to-live semantic parity.

Feature flags

This crate provides feature flags to control source code inclusion during compilation:

• streaming: Enables persistence dependency for catalog-based data streaming.
• ffi: Enables the C foreign function interface (FFI) from cbindgen.
• high-precision: Enables high-precision mode to use 128-bit value types.
• defi: Enables DeFi (Decentralized Finance) support.

Documentation

See the docs for more detailed usage.

License

The source code for NautilusTrader is available on GitHub under the GNU Lesser General Public License v3.0.

NautilusTrader™ is developed and maintained by Nautech Systems, a technology company specializing in the development of high-performance trading systems. For more information, visit https://nautilustrader.io.

Use of this software is subject to the Disclaimer.

© 2015-2026 Nautech Systems Pty Ltd. All rights reserved.