Open kaidatavis opened 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. |
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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). |
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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. |
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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. |
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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. |
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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):
Based on BTC Crypto (the only available crypto on Refinitiv):
All the notes and discussions about the data sources.