Programming and Data
27 lessons in this track so far, in the order we suggest reading them.
Programming for Traders
IntermediatePython for TradingWhy Python is the most popular language for trading research and bots, which libraries matter, how to set up a project and a first script that tests a simple rule.IntermediateNumPy and Pandas for TradersLearn the pandas and NumPy operations traders use most: loading price data, returns, rolling windows, resampling bars, joining assets and avoiding common traps.IntermediatePlotting Market Data with MatplotlibUse matplotlib to plot prices, indicators, equity curves, drawdowns and return histograms, with clear examples and tips for honest, readable trading charts.IntermediateBacktesting Libraries ComparedCompare popular Python backtesting tools: vectorbt, Backtrader, backtesting.py, Zipline Reloaded, NautilusTrader and LEAN. Learn their styles, strengths and limits.IntermediateWorking With Exchange and Broker APIsHow trading APIs let programs get prices, place orders and read positions. Learn REST, WebSocket and FIX, authentication, rate limits and safe API key handling.IntermediateWebSocket Market Data StreamsHow WebSocket streams deliver live trades, quotes and order book updates. Learn subscriptions, heartbeats, reconnecting safely and handling gaps in Python.IntermediateSQL for Trading DataLearn the SQL queries traders use most: filtering bars, aggregating trades into candles, joining fills to orders, window functions for returns and daily P&L.IntermediateDatabase Design for Market DataHow to design database tables for bars, ticks, symbols, orders and fills. Learn keys, indexes, partitioning, data types and how to avoid common design mistakes.IntermediatePine Script BasicsLearn Pine Script, TradingView's language for custom indicators, strategies and alerts. Covers series, plots, inputs, a crossover strategy and common pitfalls.IntermediateBuilding Trading BotsHow to build a trading bot that is safe to run: the main components, an event loop, state and position tracking, risk checks, logging and a staged path to live.IntermediateAlerts and WebhooksHow price alerts and webhooks work, how to send TradingView alerts to your own server or a chat channel, and how to secure webhook endpoints against fake signals.IntermediateFIX ProtocolFIX is the standard messaging protocol for institutional trading. Learn how FIX sessions, messages and tags work, a sample order message and when traders use FIX.
Market Data
IntermediateMarket Data Levels: Level 1, 2 and 3Level 2 data shows bids and offers at multiple prices beyond the best quote. Learn level 1, 2 and 3 data, how to read depth, its limits and how traders use it.IntermediateTick Data and OHLCV DataTick data records every trade or quote; OHLCV bars summarise them by time. Learn how bars are built, other bar types, storage costs and which data a strategy needs.IntermediateReal-Time, Delayed and Historical DataWhat real time market data really means, how it differs from delayed and snapshot data, where it comes from, what it costs and how to judge its quality.
Data Engineering
AdvancedData Pipelines and ETLHow trading data pipelines extract, transform and load market data reliably. Learn pipeline stages, scheduling, idempotent loads, validation checks and monitoring.AdvancedCleaning Market DataRaw market data contains bad ticks, gaps, duplicates and wrong timestamps. Learn how to detect and fix common data errors without distorting your backtests.AdvancedTimestamps, Time Zones and Daylight SavingTime zone and timestamp errors silently break backtests. Learn UTC storage, daylight saving traps, exchange sessions, event versus receive time and bar labels.AdvancedSplits and Dividends in Price DataAdjusted prices remove the jumps caused by splits and dividends so returns are correct. Learn how adjustment factors work, when to use raw prices and common traps.AdvancedPoint-in-Time and Survivorship-Free DataPoint in time data records what was known on each date, including restated figures and index changes. Learn why it matters and how to build point in time datasets.AdvancedData Versioning, Lineage and SchemasData versioning tracks exactly which data, code and settings produced each backtest. Learn snapshots, hashes, tools like git and DVC, and a simple workflow.AdvancedData Storage, Compression and CachingCompare ways to store market data: CSV, Parquet, HDF5, PostgreSQL, time series and columnar databases. Learn compression, partitioning and how to choose.
Market Data Engineering
AdvancedOrder Book Feeds: Snapshots and Incremental UpdatesHow exchanges publish order book data as snapshots and incremental updates, and how to build and maintain an accurate local order book in code without errors.AdvancedFeed Handlers and NormalizationFeed handlers connect to exchange data feeds and convert each venue's format into one standard internal format. Learn the design, symbol mapping and common pitfalls.AdvancedSequence Numbers, Dropped Packets and Out-of-Order MessagesSequence numbers let trading systems detect lost, duplicated or out of order messages. Learn how gap detection, recovery and duplicate handling work in practice.AdvancedExchange vs Receive Timestamps and Latency MeasurementHow to measure latency in a trading system: where to timestamp, tick to trade and order round trip, percentiles instead of averages and how to find bottlenecks.AdvancedMarket Data ReplayMarket data replay feeds recorded live data back through a trading system to test, debug and benchmark it. Learn how to record, replay and stay deterministic.