Hands-On Machine Learning for Algorithmic Trading

API access to market data

There are several options to access market data via API using Python. We first present a few sources built into the pandas library. Then we briefly introduce the trading platform Quantopian, the data provider Quandl and the backtesting library that we will use later in the book, and list several additional options to access various types of market data. The folder directory data_providers on GitHub contains several notebooks that illustrate the usage of these options.