Nightly docs
How-To
Goal-oriented recipes for common tasks. Each guide assumes familiarity with Nautilus concepts and focuses on achieving a specific outcome.
New to Nautilus? Start with the Getting Started path and Tutorials first.
Loading External Data
Load CSV data into the Parquet data catalog.
Data Catalog with Databento
Set up a catalog with Databento market data.
Migrate a Parquet Catalog
Rewrite an existing catalog into the current Arrow format.
Stream Data into a Parquet Catalog
Stage live or backtest records in Feather and promote them into catalog files.
Configure a Live Trading Node
Set up LiveNodeConfig, execution engine, and venues.
Get Started with Lighter
Use Lighter from Rust or from Python through PyO3 bindings, starting with public data before adding execution.
Write an Actor (Rust)
Build a data actor with subscriptions and handlers in Rust.
Write a Strategy (Rust)
Build a trading strategy with order management in Rust.
Run a Backtest (Rust)
Use BacktestEngine or BacktestNode with a catalog in Rust.
Run Live Trading (Rust)
Connect to a venue with LiveNode in Rust.