finagg VS bytewax

finagg – A Python package for aggregating and normalizing historical data from popular and free financial APIs

This is certainly a weird place to ask this question. That being said, you should explore the FRED API. Here's my project that implements most of it in Python: https://github.com/theOGognf/finagg The walkthrough shows you how to find what you're looking for

I created a Python package exactly for this. https://github.com/theOGognf/finagg. It aggregates historical fundamental data for whatever tickers you specify or from a subset of tickers. Let me know what you think

This package https://github.com/theOGognf/finagg already implements the complete SEC EDGAR REST API (disclaimer: I'm the author), and the archive-based API is in the works. I suggest you give it a go using the latest version off GitHub

I've got some time set aside to implement a (file based) SEC EDGAR API described in this issue https://github.com/theOGognf/finagg/issues/43

You can probably use Python to solve your problem, there are many ways you can speed up your deserialization/flattening. I work on Bytewax (https://github.com/bytewax/bytewax) and I wouldn't mention it if it wasn't a good fit, but I think it's worth looking at here. It is a stream processor that makes it easy to scale, maintain order, track progress, and you just write native Python.

Disclaimer: I work on Bytewax, but it feels like this could be a good fit and would save you some time looking around. If you need to do stateful operations (reduce, window, etc.) then you can use bytewax - https://github.com/bytewax/bytewax with pub/sub, but you would need to build a custom connector. There are some guides on how to do that - https://www.bytewax.io/blog/custom-input-connector.

This is great, definitely see the utility here. I have had to hack this together so many times while building streaming workflows with github.com/bytewax/bytewax and other tools.

When low latency matters you should always consider an ETL approach rather than ELT, e.g. collect data in Kafka and process using Kafka Streams/Flink in Java or Quix Streams/Bytewax in Python, then sink it to Snowflake where you can handle non-critical workloads (as is the case for 99% of BI/analytics). This way you can choose the right path for your data depending on how quickly it needs to be served.

Working on how to use https://github.com/bytewax/bytewax to create embeddings in real-time for ML use cases. I want to make a small library for embedding pipelines, but still learning about vector dbs and the tradeoffs between the different solutions.

Project looks cool! Glad you open sourced it. It could use some comments in the code base to help contributors ;). I also like the datafusion usage, that is awesome. BTW I work on github.com/bytewax/bytewax, which is based on https://github.com/TimelyDataflow/timely-dataflow another Rust dataflow computation engine.

Cool, nice idea. Can you sub in different backend like bytewax (https://github.com/bytewax/bytewax) for stateful processing?

If you want to keep in your Python/SQL area of expertise and by all means I don't mean to promote not learning a new language, but just as an FYI. There are some non-Java/Scala tools between streaming databases like risingwave and materialize, streaming platforms like fluvio and redpanda, and stream processors like bytewax and faust.