Libgta implements the Generic Tagged Arrays (GTA) file format. GTAs can store any kind of data in multidimensional arrays, optionally with simple tags to store rich metadata. GTAs are streamable and support mupltiple compression methods. Uncompressed GTAs allow easy out-of-core data access for very large arrays.
uterus is a codec library for financial tick data with an emphasis on market data integrity and maintainability. It comes with a set of tools to convert (mux) and print (demux) data from some sources, and to perform standard tasks like selecting instruments, creating snapshots and candles from tick data, etc. Special care is taken to provide longevity and consistence. All timestamps are internally converted to coordinated time, and price and quantity quotes are converted to a monetary datatype which doesn't suffer from rounding errors. Most importantly, meta data is stored along with the payload data in an inseparable unit, to provide self-contained and self-documenting files or network streams.