what are people using for free OHLC stock data?

Post Reply
contango_and_cash
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by contango_and_cash »

i have ignored this problem since the yahoo deprecation.



google finance has an annoying throttle.



i've seen a few spurious posts about yahoo and some fix libraries.



i had switched my required feeds to CSI but it is still annoying.



thanks for any input
User avatar
AB12358
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by AB12358 »

My knowledge is quite old on this (~6mo), but I was using AlphaVantage and do not recommend it. I was not getting consistent responses to my queries. Some would have 30 days of data and some would have 10 years. I ended up having to build a lot of status information about query history in to my database.



I'm keen to hear if there's something better around at the moment.
contango_and_cash
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by contango_and_cash »

I started paying for tiingo.
User avatar
rickyvic
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by rickyvic »

Hey this is cheap, are the data any clean? I am using quandl for reference daily data and they charge more.
"amicus Plato sed magis amica Veritas"
User avatar
finanzmaster
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by finanzmaster »

For personal use mostly (still) yahoo.finance and AlphaVantage. But I would not start a project, which critically depends on AV since they change their policies without a notice. In particular, they supported the European exchanges but theт silently switched it off (nowadays one still can read the data from ETR(Xetra) but not from EPA (Paris exchange)).
www.yetanotherquant.de - Yet another, yet very reader-friendly, introduction to the measure theory
User avatar
AB12358
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by AB12358 »

AV are still a fairly new YC startup, so can't be relied upon for consistency of service. In the time I was using it they slashed their API limits, for example, and approached us about working out some deal.



I had really good experiences with Tiingo (though their API did change a little). I only needed daily data and would've used Tiingo exclusively if they supported more markets. I never did any kind of validation on their data, but it was easy to access and didn't require much cleaning.
User avatar
rickyvic
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by rickyvic »

I think tiingo worth a shot, any pointers for api code for R/matlab ?
"amicus Plato sed magis amica Veritas"
contango_and_cash
Posts: 0
Joined: Thu Jan 01, 2004 12:00 am

what are people using for free OHLC stock data?

Post by contango_and_cash »

https://cran.r-project.org/web/packages/riingo/index.html



no clue on matlab and cannot vouch for R.



it is very, very easy in python/pandas.
Post Reply