Simudyne

Pulse is a synthetic market data API for training

Control every aspect of your market simulation while we handle the infrastructure.

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Simulators

Two ways to simulate markets

PulseABM

Available now

Agent-based market simulator generating synthetic tick data at millisecond resolution. Access order books, L1/L2 quotes, orders, and trades via a Python SDK.

  • ✓L1 & L2 order book data
  • ✓Order flow & trade data
  • ✓Python SDK with Polars DataFrames
  • ✓Run custom simulations
  • ✓Test algos & measure market impact
  • SoonTrain online reinfocement learning agents
Read the docs

Pulse Foundation Model

Coming soon

A generative model for financial markets. Like an LLM predicts the next word, the Large Market Model predicts the next order, generating realistic synthetic order books and market scenarios on demand.

  • SoonSynthetic order book generation
  • SoonScenario generation
  • SoonExpanded universe of symbols & venues
  • SoonAPI access
Join the waiting list

Quick start

Your data in six lines

example.py
from simudyne import PulseABM

client = PulseABM(api_key="pk_live_...")

# Discover available cached simulations
cached_simulations = client.simulation.list_cached()

# Find a cached sim ID
sim_id = cached_simulations['simulations'][0]['example_sim_id']

# Fetch full data (messages + LOB)
df = client.simulation.get_sim_data(sim_id, 'sim_data.parquet')

print(df.head())

Foundation Model

Join the waiting list

Be the first to know when the Pulse Foundation Model is available.

FAQs

Frequently asked questions