piker
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pikers
Free data for the poor poors
Consider this a running list of new data sources we should add.
I was reading through the pandas_datareader see-also docs as part of #21 and found the awesome quant data sources list!
We should do a thorough investigation to see what is useful!
Let's organize by section:
iex related
- iexchange which supposedly has real-time quotes if on IEX, a slew of market data, an earnings endpoint! and a python api package and they report api service issues using github, hot.
- main market data api docs which is public un-authed
- test query
http 'https://api.iextrading.com/1.0/tops/last?symbols=spy,qqq,iwm,gld'
- test query
iexcloud api docs which require a key- the cloud side seems to be building out futures support
iexfinanceis the py pkg- GH org
yahoo
- yahoo finance provides a symbol to exchanges endpoint
miscellaneous
- alpha vantage with its supposed real-time quotes and python package
- the barcharts api seems to have a real-time quote service but it's unclear whether you can get this for free. Supposedly you have to request a personal key that they'll give you?
alpaca
alpacasent some pump email about a new "2.0" api but it seems they're still just relaying iex data with free plans- they have a websocket api now which limts you to 30 channels ( i presume this means symbols).
- they have a paper trader engine that might be worth benchmarking our own against doen the road
Tried manually hitting the iexchange stock price endpoint and got variable latency between 0.5 - 7 seconds; not super reliable...
Maybe someone else can test it a few times as well?
Shell command is:
time http https://ws-api.iextrading.com/1.0/stock/fb/quote
(oh sorry http there is httpie - you can also use curl)
EDIT: just benchmarked very early morning and am getting better results. Note that we can get pretty decent fundamentals data as well as bid/asks.
Unfortunately, alpha vantage only gives minute interval prices quotes which doesn't compete all that well with other actual real-time brokers (QT, robinhood).
What is neat though is they provide a decent list of technical indicators which could be used for cross referencing purposes down the line.
TD Ameritrade offers free L2 data (2 rps) and an API for it.
Huff, and I just closed down that account last year. Gonna try to see if I can get that going without funds which supposedly people do. Probably worth trying out the paper account first.
Full instructions how to get it working on reddit.
Here's a little lecture on quantitative economics and includes some online data resources and how to scrape them into pandas.
Huh, Look like tiigo offers a firehose (per tick stream) from IEX with their free accounts.
It's only top of book but still.
An FYI, IEX is moving their non-IEX data from their 1.0 api to the new https://iexcloud.io/. See the details.
Woot! Looks like someone has reverse engineered the webull api.
I've open an issue tedchou12/webull#64 asking about an async client; so far just :ghost:s.
We should add a backend stat!
Looks like yahoo actually has free streaming as well: https://github.com/yahoofinancelive/yliveticker
Update: btw i tried this but the feed is pretty gawd slow arful so not sure it's worth it over just going to IEX or alpaca directly.
Not free, but $10 per month for data and zero commission stock and options trades: https://brokerage.tradier.com/
Platforms listed at https://brokerage.tradier.com/platforms
APIs at https://developer.tradier.com/ straightforward REST API for queries, HTTP push and websocket streaming updates.
UPDATE (goodboy):
- https://github.com/rleonard21/PyTradier
Some good free endpoints, stocks/currencies all kinds of useful stuff:
https://finnhub.io/docs/api
