MayStreet Market Data Lake Query API

Query access to MayStreet's 20+ petabyte Market Data Lake of historical exchange data captured as PCAP and converted to Parquet, exposed as Athena SQL plus a growing set of client functions through the Medusa2 Python client library inside Analytics Workbench. The Medusa client also reaches Refinitiv Tick History and Machine Readable News History stores backed by Google BigQuery. Publicly documented only via springboard example repositories on GitHub; no public REST endpoint or self-serve access is documented.

API entry from apis.yml

apis.yml Raw ↑
aid: maystreet:maystreet-data-lake-query-api
name: MayStreet Market Data Lake Query API
tags:
- Market Data
- Historical
- Tick Data
- SQL
- Python
image: https://kinlane-images.s3.amazonaws.com/shared/apis-json/apis-json-logo.jpg
humanURL: https://github.com/maystreet/workbench-data-lake-springboard
properties:
- url: https://github.com/maystreet/workbench-data-lake-springboard
  type: Documentation
- url: https://github.com/maystreet/workbench-medusa-springboard
  type: Documentation
description: Query access to MayStreet's 20+ petabyte Market Data Lake of historical exchange data captured
  as PCAP and converted to Parquet, exposed as Athena SQL plus a growing set of client functions through
  the Medusa2 Python client library inside Analytics Workbench. The Medusa client also reaches Refinitiv
  Tick History and Machine Readable News History stores backed by Google BigQuery. Publicly documented
  only via springboard example repositories on GitHub; no public REST endpoint or self-serve access is
  documented.