kaidatavis
commented
9 months ago Please fill the table with 1) information and 2) a link to the source if available.
Please add new columns, i.e., data sources, and new row, i.e., new type of data wherever necessary.
| Data Source | Alpaca | Refinitive | Yahoo | Source |
|---|---|---|---|---|
| Stock - price - interval | shortest bar is 1 minute. | 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' | browser: daily, weekly, monthly. api: no official api. free api yfinance: shortesr bar is 1 minute. 1m only for the last 7 days, 1d only for the last 60 days. |
|
| Stock - price - history | Historical prices usually don't go back earlier than 2016. | 1980 >= 'daily', last 1 year <= 'hour' | Historical prices usually don't go back earlier than 1970. For example coke: from 1973. | |
| Stock - volume - interval | same as the stock price | 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' | same as the stock price | |
| Stock - volume - history | same as the stock price | 1980 >= 'daily', last 1 year <= 'hour' | same as the stock price | |
| Stock - any other attributes | Free plan: data feed only includes quotes and trades occurring on the order books of IEX. | count, fundamental data: Revenue and Gross Profit | yfinance: By scraping yahoo finance web page. Also provides: 1, finance summaries like earnings, balance sheet. 2, stock actions (including splits and dividends). |
|
| Stock - news - history | News api provides historical news data dating back to 2015 provided directly by Benzinga. | App: last 22 years, API: last 15 months | yfinance api: no news data. Rapidapi: provide news data, but not free, I could't find api documents. |
|
| Crypto - price - interval | shortest bar is 1 minute. | 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' | browser: daily, weekly, monthly. api: no official api. free api yfinance: shortesr bar is 1 minute. 1m only for the last 7 days, 1d only for the last 60 days. |
|
| Crypto - price - history | Historical prices usually don't go back earlier than 2016. | BTC only. 2014 >= 'daily', last 1 year <= 'hour' | BTC from 2014 | |
| Crypto - volume - interval | same as the crypto price. | N/A | same as the crypto price. | |
| Crypto - volume - history | same as the crypto price. | N/A | same as the crypto price. | |
| Crypto - any other attributes | Free plan: data feed only includes quotes and trades occurring on the order books of IEX. | Count | ||
| Crypto - news - history | News api provides historical news data dating back to 2015 provided directly by Benzinga. | App: Sept 2016, API: last 15 months | yfinance api: no news data. Rapidapi: provide news data, but not free, I could't find api documents. |
|
| Other asset: currency - Interval | Only provide data for U.S. listed equities. No additional asset classes. | 'minute', 'hour', 'daily', 'weekly', 'monthly', 'quarterly', 'yearly' | same as above | |
| Other asset: currency - History | N/A | 1971 >= 'daily', last 1 year <= 'hour' | same as above | |
| Other asset: currency any other attributes | N/A | count | same as above | |
| Other asset: bond | N/A | Yes | ||
| Other asset: commodity (gold, wheat, etc.) | N/A | same data characteristic data as stock | Yes | |
| Other asset available | N/A | Oil, UK Natural Gas, Coal, Copper, Alum, Zin, Nickel, Steel, Silver, Gold, Platinum, Palladium, Corn, Rice, Wheat, soybean, canola, live Cattle, Cotton, Cocoa, Coffee, Sugar, etc. | many available | |
| Limitation | Limited to 30 symbols. Limited to 1000 bars per call. 200 API calls/min. 15 min delayed. |
yfinance api: 2,000 requests per hour. 15 min delayed. |
Notes on Refinitiv data Based on COKE data (one of the NASDAQ oldest stock):
- Max Historical price in 'daily', 'weekly', 'monthly', 'quarterly', 'yearly': 17 March 1980 API has limitation 3,000 records per execution (roughly almost 12 years on daily data)
- Max Historical price in 'minute', 'hour': last 1 year API has limitation 50,000 records per execution (roughly almost 6 months historical (in minutes))
Based on BTC Crypto (the only available crypto on Refinitiv):
- Max Historical price in 'daily', 'weekly', 'monthly', 'quarterly', 'yearly': 17 July 2014
- Max Historical price in 'minute', 'hour': last 1 year
- API has limitation 50,000 records per execution (roughly 1 months historical (in minutes))
All the notes and discussions about the data sources.