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Market Data Pipeline (ETL System)

Goal: Show data engineering ability and understanding of trading data flow.

Stack: Python, Airflow or Prefect, Kafka or Redis Streams, PostgreSQL, Docker

Key Features:

  • Stream data from public APIs (Polygon.io, Binance, Alpaca)
  • Normalize to uniform schema
  • Store in PostgreSQL or Parquet files
  • Schedule ETL jobs via Airflow/Prefect
  • Simple web dashboard for monitoring pipeline health