Real Time Market Data Aggregation And Caching

via “data vendor abstraction with fallback chain and caching”

TradingAgents: Multi-Agents LLM Financial Trading Framework

Unique: Implements a vendor router with explicit fallback chain (yfinance → Alpha Vantage → local cache) and automatic retry logic, rather than requiring caller to handle vendor failures. Caches both raw OHLCV data and computed technical indicators, reducing redundant calculations across agent analyses. Supports local cache-only mode for offline backtesting.

vs others: More resilient than single-vendor data layers (e.g., yfinance-only) because it transparently handles API outages and rate limits. More efficient than recalculating indicators per agent because it caches computed values, reducing latency and API calls compared to frameworks that fetch fresh data for each analysis.