Nautilus Data (Decommissioned)

This repository has been decommissioned.

Decommissioned: 2026-05.

Example datasets for NautilusTrader now live under the standard test-data layout in the main nautechsystems/nautilus_trader repository.

Why this changed

This repository predated the current NautilusTrader test-data policy. Keeping it separate created a second path for fixture data, package metadata, and container builds. The main repository now provides the policy, checksum registry, metadata sidecars, helper functions, and public R2 hosting for curated large datasets.

Decommissioning this repository:

• Keeps test data discovery in one place.
• Retires the old nautilus_data package and container build path.
• Preserves the EURUSD.SIM sample catalog through the public R2 test-data bucket.
• Keeps raw HISTDATA source files user-fetched instead of redistributing them here.

Existing package or container artifacts, if any, should be treated as frozen historical artifacts. The nautilus_data Python package API is not maintained here.

Where the data moved

The former EURUSD.SIM catalog data is available as Nautilus Parquet:

• https://test-data.nautechsystems.io/large/histdata_EURUSD.SIM_2020-01_quotes.parquet
• https://test-data.nautechsystems.io/large/histdata_EURUSD.SIM_2020-01_instrument.parquet

Checksums and provenance metadata live in the main repository:

• tests/test_data/large/checksums.json
• tests/test_data/large/histdata_EURUSD.SIM_2020-01_quotes.metadata.json
• tests/test_data/large/histdata_EURUSD.SIM_2020-01_instrument.metadata.json

Rust helpers are available from nautilus_testkit::common:

• ensure_histdata_eurusd_quotes_parquet()
• ensure_histdata_eurusd_instrument_parquet()

There is no replacement nautilus_data.hist_data_to_catalog Python API. Python users should use the main repository's test-data docs and the R2 files above.

Test-data policy

Use the NautilusTrader developer guide for current dataset rules:

• https://nautilustrader.io/docs/latest/developer_guide/test_datasets/

Large curated datasets should be hosted through the public test-data bucket and recorded in tests/test_data/large/checksums.json. Datasets with redistribution limits should use the user-fetched workflow documented in the developer guide.

Raw HISTDATA files

Raw HISTDATA CSV files are not mirrored here. Download them directly from histdata.com when following examples or tests that require user-fetched source data.

This repository remains only as a historical pointer for old links, tutorials, and old pip install nautilus_data instructions.