Arctic TimeSeries and Tick store

High performance datastore for time series and tick data
Under GNU Lesser General Public License v2.1
By man-group

python mongodb pandas database timeseries tickstore arctic timeseries-database

Arctic TimeSeries and Tick store

Arctic is a high performance datastore for numeric data. It supports Pandas,
numpy arrays and pickled objects out-of-the-box, with pluggable support for
other data types and optional versioning.

Arctic can query millions of rows per second per client, achieves ~10x compression on network bandwidth,
~10x compression on disk, and scales to hundreds of millions of rows per second per
MongoDB instance.

Arctic has been under active development at Man AHL since 2012.

Install Arctic

pip install git+

Run a MongoDB

mongod --dbpath <path/to/db_directory>

Using VersionStore

from arctic import Arctic
import quandl

Connect to Local MONGODB

store = Arctic('localhost')

Create the library - defaults to VersionStore


Access the library

library = store['NASDAQ']

Load some data - maybe from Quandl

aapl = quandl.get("WIKI/AAPL", authtoken="your token here")

Store the data in the library

library.write('AAPL', aapl, metadata={'source': 'Quandl'})

Reading the data

item ='AAPL')
aapl =
metadata = item.metadata

VersionStore supports much more: See the HowTo!

Adding your own storage engine

Plugging a custom class in as a library type is straightforward. This example
shows how.


You can find complete documentation at Arctic docs


Arctic provides namespaced libraries of data. These libraries allow
bucketing data by source, user or some other metric (for example frequency:
End-Of-Day; Minute Bars; etc.).

Arctic supports multiple data libraries per user. A user (or namespace)
maps to a MongoDB database (the granularity of mongo authentication). The library
itself is composed of a number of collections within the database. Libraries look like:

A library is mapped to a Python class. All library databases in MongoDB are prefixed with 'arctic_'

Storage Engines

Arctic includes three storage engines:

Arctic storage implementations are pluggable. VersionStore is the default.


Arctic currently works with:

Operating Systems:
* Linux
* macOS
* Windows 10


Arctic has been under active development at Man AHL since 2012.

It wouldn't be possible without the work of the AHL Data Engineering Team including:

Contributions welcome!


Arctic is licensed under the GNU LGPL v2.1. A copy of which is included in LICENSE