Free data for the poor poors

[goodboy]

Consider this a running list of new data sources we should add.

I was reading through the pandas_datareader see-also docs as part of #21 and found the awesome quant data sources list!

We should do a thorough investigation to see what is useful!

Let's organize by section:

iex related

• iexchange which supposedly has real-time quotes if on IEX, a slew of market data, an earnings endpoint! and a python api package and they report api service issues using github, hot.
• main market data api docs which is public un-authed
  • test query http 'https://api.iextrading.com/1.0/tops/last?symbols=spy,qqq,iwm,gld'
• iex cloud api docs which require a key
• the cloud side seems to be building out futures support
• iexfinance is the py pkg
• GH org

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yahoo

• yahoo finance provides a symbol to exchanges endpoint

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miscellaneous

• alpha vantage with its supposed real-time quotes and python package
• the barcharts api seems to have a real-time quote service but it's unclear whether you can get this for free. Supposedly you have to request a personal key that they'll give you?

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alpaca

• alpaca sent some pump email about a new "2.0" api but it seems they're still just relaying iex data with free plans
  • they have a websocket api now which limts you to 30 channels ( i presume this means symbols).
  • they have a paper trader engine that might be worth benchmarking our own against doen the road

[goodboy]

Tried manually hitting the iexchange stock price endpoint and got variable latency between 0.5 - 7 seconds; not super reliable...

Maybe someone else can test it a few times as well?

Shell command is:

time http https://ws-api.iextrading.com/1.0/stock/fb/quote

(oh sorry http there is httpie - you can also use curl)

EDIT: just benchmarked very early morning and am getting better results. Note that we can get pretty decent fundamentals data as well as bid/asks.

[goodboy]

Unfortunately, alpha vantage only gives minute interval prices quotes which doesn't compete all that well with other actual real-time brokers (QT, robinhood).

What is neat though is they provide a decent list of technical indicators which could be used for cross referencing purposes down the line.

[goodboy]

TD Ameritrade offers free L2 data (2 rps) and an API for it.

Huff, and I just closed down that account last year.
Gonna try to see if I can get that going without funds which supposedly people do.
Probably worth trying out the paper account first.

Full instructions how to get it working on reddit.

[goodboy]

Here's a little lecture on quantitative economics and includes some online data resources and how to scrape them into pandas.

[goodboy]

Huh, Look like tiigo offers a firehose (per tick stream) from IEX with their free accounts.
It's only top of book but still.

[goodboy]

An FYI, IEX is moving their non-IEX data from their 1.0 api to the new https://iexcloud.io/.
See the details.

[goodboy]

Open data sets from socrata.

[goodboy]

Woot! Looks like someone has reverse engineered the webull api.

I've open an issue tedchou12/webull#64 asking about an async client; so far just 👻s.

We should add a backend stat!

[goodboy]

Alpaca just added free streaming US exchange data

[goodboy]

Looks like yahoo actually has free streaming as well:
https://github.com/yahoofinancelive/yliveticker

Update: btw i tried this but the feed is pretty gawd slow arful so not sure it's worth it over just going to IEX or alpaca directly.

[goodboy]

Cute crawler: https://github.com/FinanceData/FinanceDataReader

[hengestone]

Not free, but $10 per month for data and zero commission stock and options trades:
https://brokerage.tradier.com/

Platforms listed at
https://brokerage.tradier.com/platforms

APIs at https://developer.tradier.com/ straightforward REST API for queries, HTTP push and websocket streaming updates.

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UPDATE (goodboy):

• https://github.com/rleonard21/PyTradier

[goodboy]

Don't know why we don't already have the webull api on here..

[guilledk]

Some good free endpoints, stocks/currencies all kinds of useful stuff:

https://finnhub.io/docs/api