Integrating with Backtesting Systems

The HDF5 output can be easily consumed by most financial backtesting engines.

Suggested Integration

• Read RTS datasets for OHLC generation
• Use IRTS stream for microstructure models and slippage analysis
• Load instruments.txt and trading_days.txt to align sessions

Supported Environments

• Julia: via HDF5.jl or JLD2.jl
• Python: via h5py, pandas, or tables
• MATLAB: via native HDF5 I/O
• C++: via H5CPP or HDF5 C API

Licensing & Use

You must comply with IEX license terms. See:

• IEX Data Agreements and Forms (PDF)