December 2018
Beginner to intermediate
684 pages
21h 9m
English
Content preview from Hands-On Machine Learning for Algorithmic Trading
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pandas-datareader for market data
pandas used to facilitate access to data providers' APIs directly, but this functionality has moved to the related pandas-datareader library. The stability of the APIs varies with provider policies, and as of June 2o18 at version 0.7, the following sources are available:
|
Source |
Scope |
Comment |
|
Yahoo! Finance |
EOD price, dividends, split data for stock and FX pairs |
Unstable |
|
Tiingo |
EOD prices on equities, mutual funds, and ETFs |
Free registration required |
|
The Investors Exchange (IEX) |
Historical stock prices, order-book data |
Limited to five years |
|
Robinhood |
EOD equity prices |
Limited to one year |
|
Quandl |
Marketplace for a broad range of asset prices |
Premium data require ... |