Historical Data for Python

Discussion in 'Data Sets and Feeds' started by Patryk Jalmuzna, Oct 31, 2017.

  1. Hi Traders

    I'm surprised that it is so difficult to find a good source to historical data for stocks listed on NASDQ & NYSE. Are there any members here that can help me figure out what are some of the best options for download of historical data for market research (backtesting) with Python?

    Without it being very expensive. And of course, minimum 1-minute data and preferably tick data. It does not have to be Level 2 data.

    I hope someone can help me figure this out. Thank you very much!
  2. quandl?
  3. Thank you. However, that site does not offer any intraday data. Neither tick data or 1-minute. http://help.quandl.com/category/39-data-coverage

    I am sure you understand the importance of at least 1 minute data.

    The data does not have to be free. Just not 5 grand like with NASDAQDataOnDemand Subscription or others.
  4. d08


    Patryk Jalmuzna likes this.
  5. just21


    Sign up for esignal classic delayed for $45 a month. Use qcollector from www.mechtrading.com to get intraday data from esignal. Cancel esignal. If you don't cancel then the intraday data files will be kept up-to-date.
    Patryk Jalmuzna likes this.
  6. traider


    Can esignal classic connect to ninja?
    What are the markets that esignal provide? Futures? HK? Asia? China? SGX?
  7. just21


    Esignal classic international is $55 a month delayed no exchange fee. Covers the markets you mentioned though not sure about China. I thought that ninja trader got intraday data from www.kinetick.com which is iqfeed at a lower price. There is a version of qcollector that takes data from iqfeed.
  8. Metamega


    IQFeed and q collector or Esignal and QCollector

    Never used QCollector myself, used IQFeed directly in Amibroker. Pretty sure QCollector just puts the data into a .csv which you could easily use in Python.
    Patryk Jalmuzna likes this.
  9. https://github.com/RomelTorres/alpha_vantage

    Haven't used this myself but might be good

    d08 likes this.
  10. d08, is it possible to buy and download the data from IB without a brokerage account?

    Yes that is also exactly the option I have considered the most so far. Getting data from Esignal or iQfeed and export it through a third part software like QCollector.

    But are these sources reliable?

    QCollector saves the data in a ASCII text format.
    ASCII works perfect with Python, right?
    #10     Nov 1, 2017