nautilus-data 0.55.0

Core data handling machinery for the Nautilus trading engine
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# nautilus-data

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Data engine and market data processing for [NautilusTrader](https://nautilustrader.io).

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](https://nautilustrader.io) 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](https://github.com/mozilla/cbindgen).
- `high-precision`: Enables [high-precision mode](https://nautilustrader.io/docs/nightly/getting_started/installation#precision-mode) to use 128-bit value types.
- `defi`: Enables DeFi (Decentralized Finance) support.

## Documentation

See [the docs](https://docs.rs/nautilus-data) for more detailed usage.

## License

The source code for NautilusTrader is available on GitHub under the [GNU Lesser General Public License v3.0](https://www.gnu.org/licenses/lgpl-3.0.en.html).

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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](https://nautilustrader.io/legal/disclaimer/).

<img src="https://github.com/nautechsystems/nautilus_trader/raw/develop/assets/nautilus-logo-white.png" alt="logo" width="300" height="auto"/>

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