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JuliaDataReaders / DataReaders.jl

A Julia library to get remote data via Requests.jl and get DataFrame (from DataFrames.jl) or TimeArray (from TimeSeries.jl)
MIT License
10 stars 7 forks source link

Support more data sources #5

Open femtotrader opened 8 years ago

femtotrader commented 8 years ago

Pandas DataReader provides

Adding such data source to Julia could be a good idea

femtotrader commented 7 years ago

Support market tick data source https://github.com/femtotrader/DukascopyTicksReader.jl see https://github.com/femtotrader/DukascopyTicksReader.jl/issues/13

femtotrader commented 6 years ago

https://github.com/pydata/pandas-datareader/issues/454

IEX https://github.com/addisonlynch/iexfinance BankOfCanada https://www.bankofcanada.ca/rates/ Stooq https://stooq.pl/ MOEX https://www.moex.com TSP Thrift Savings Plan Morningstar (PR) http://www.morningstar.fr/ Robinhood https://support.robinhood.com/hc/en-us/articles/360026181132-Level-II-Market-Data Tiingo https://www.tiingo.com/ Alpha Vantage https://gist.github.com/flare9x/122c8c91fb42f19ca0862e8934593adc Bloomberg https://www.bloomberg.com/ TrueFX https://www.truefx.com/ Quandl https://www.quandl.com/ Barchart https://www.barchart.com/

More data source can be found at https://github.com/wilsonfreitas/awesome-quant#data-sources

femtotrader commented 6 years ago

BLS (Bureau of Labor Statistics)

https://github.com/pydata/pandas-datareader/issues/460

https://www.bls.gov/developers/ https://www.bls.gov/developers/api_python.htm#python2 https://github.com/zewilson/bls/blob/master/data_loader.py

femtotrader commented 6 years ago

Temporal.jl supports some data source (Yahoo, Quandl, Google) See https://github.com/dysonance/Temporal.jl/blob/906c45db66fba1a0bbf04dbc77ae2d757b8f2ac6/src/io.jl

Move data sources from Temporal.jl to DataReaders.jl https://github.com/dysonance/Temporal.jl/issues/21

So it should be possible to get either Temporal TS or Timeseries TimeArray or DataFrame (from DataFrames)

femtotrader commented 6 years ago

https://github.com/pydata/pandas-datareader/pull/465#issuecomment-360008057 https://github.com/rsvp/fecon235/issues/7#issuecomment-345898460

NSE India https://www.nseindia.com/ https://github.com/swapniljariwala/nsepy/