META: Stock data sources & caching

[westurner]

With Yahoo and Google Finance APIs deprecated/broken/unstable, what are some good sources for free stock/security/currency data?

• 411 Morningstar (PR)

• 392 Robinhood

• 390 Tiingo

• 389 Alpha Vantage

• 368 Barchart

• 161 Bloomberg

• 156 TrueFX

• Quandl
• see-also.rst https://github.com/pydata/pandas-datareader/blob/master/docs/source/see-also.rst
• https://github.com/wilsonfreitas/awesome-quant#data-sources

A table with columns for frequency and historical start datetime might be helpful.

Zipline and Catalyst support a separate data ingestion step which downloads the data once:

• http://www.zipline.io/bundles.html https://github.com/quantopian/zipline/blob/master/zipline/data/ https://github.com/enigmampc/catalyst/tree/master/catalyst/data

Is there a recommended way to handle caching?

[westurner]

• QuantRocket pulls from the Interactive Brokers API for backtesting and live trading. https://github.com/quantrocket-llc/ibapi-grease

Zipline only supports backtesting now. Catalyst supports backtesting and live trading.

[bashtage]

Obviously would be great to get new data connectors. I'm also happy for this section of the docs to be expanded.

https://github.com/pydata/pandas-datareader/blob/master/docs/source/see-also.rst#alpha-vantage

[westurner]

👍 I updated this issue description w/ Barchart, see-also.rst, and awesome-quant#data-sources.