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State of Market Data Feeds 2019 11 17
In the search for free market data, we must adapt. In the past couple of years, we have seen Google and Yahoo drop free quotes, but other data providers have emerged. This Wiki page describes the alternatives for both daily and intraday data.
Yahoo
You can still get free daily data for Yahoo through the pandas-datareader package (see below).
import pandas_datareader.data as web
df = web.DataReader('AAPL', 'yahoo', '2019-05-01', '2019-11-17')
For intraday data (with restrictions), here's an example:
https://query1.finance.yahoo.com/v8/finance/chart/aapl?range=10d&interval=15m
IEX
The Investors Exchange (IEX) is a comprehensive source of market data, with a free tier and other paid tiers based on message rate. The first step is to sign up for an API key:
For AlphaPy, we currently use the iexfinance Python package to get both daily and intraday data. There are several other Python packages that access the IEX Cloud API as well.
The IEX trading symbols for stocks are here:
More Information:
Forex: Forex
Crypto: Crypto
Options: Options
Quandl
AlphaPy accesses the Quandl WIKI stock feed for daily data through the pandas-datareader API; however, free Quandl WIKI quotes were discontinued on March 27th, 2018.
Although we do not currently support direct access to Quandl, you can find more information about the Quandl API and get a free API key here:
There are subscription data sources for intraday data (e.g., AlgoSeek).
pandas-datareader
This package supports a number of free (rate-limited) and paid providers, such as Tiingo and Data Vantage. For all remote data sources, click on the following link:
Some of these providers have intraday APIs.
Google Finance APIs for daily and intraday data are no longer accessible.
Recommendations
- Yahoo or IEX for Daily Data
- IEX for Intraday Data
- Historical Data can be dropped into the data directory.
IEX also has foreign exchange and cryptocurrency data, which we plan to add. If you would like support for other APIs such as Quandl, please let us know.