“Indie game” is a term that describes games made by independent game makers outside of the big studio developers and publishers.
Indie games have existed since the beginning of video game making in one form or another, Rogue has some characteristics of an indie game despite the absense of a large game publishing industry at the time.
More recently, the indie game world has grown quickly with digital publishing and game making tools allowing independent and hobbyist developers to produce and distribute games.
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