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JuliaFinance / Roadmap

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Data Sources #6

Open EricForgy opened 5 years ago

EricForgy commented 5 years ago

For a lot of what we want to do, we'll need external sources of data for things like market data (stock prices, FX rates, etc) and some economic data (GDP, population, etc). I thought I'd start this issue to collect various data sources that could be available to us.

For Countries.jl and Currencies.jl, I used https://datahub.io/core/country-codes.

[To be continued...]

femtotrader commented 5 years ago

I have been working on this question some months / years ago and wrote DataReaders.jl it was inspired by https://pandas-datareader.readthedocs.io/

The main issue I think is to be able to support several Julia table like interfaces (DataFrames.jl, Temporal.jl, TimeSeries.jl, and probably more ...) without adding too much dependencies.

You might also have a look at https://github.com/frictionlessdata/DataPackage.jl which implements https://frictionlessdata.io/specs/data-package/

Here is an example of a data package for GDP https://datahub.io/core/gdp