Let's discuss data sources (providers)

Discussion in 'Automated Trading' started by Kust, Mar 18, 2023.

  1. Kust

    Kust

    They don't like it when you send them too many requests.
     
    #11     Mar 18, 2023
    themickey and Ivano like this.
  2. ph1l

    ph1l

    I used to use Yahoo Finance for daily data (stocks and ETFs), but I found too many cases of errors like not accounting for a split on some data but not other data for the same symbol or simply taking too long for the most recent day becoming available with their historical data.

    So I switched to Tiingo which is much more reliable as long as I wait until 8 PM ET to retrieve it (exchanges can send corrections until then).

    I still use Yahoo for daily historical data for indexes because they have longer histories available, and that data doesn't seem to have adjusted price data issues stocks or ETFs can have.
     
    Last edited: Mar 18, 2023
    #12     Mar 18, 2023
  3. NinjaTrader_Ray

    NinjaTrader_Ray ET Sponsor

    With NinjaTrader Desktop, you can use it for free unlimited for charting, analysis, system development and backtesting.

    It comes with:

    - Free real-time and historical crypto feed through Coinbase
    - Free historical EOD data for stocks, futures and forex through Kinetick
    - You can get a 14 day real time/historical data trial directly from through https://account.ninjatrader.com/register

    If you have accounts with Interactive Brokers and/or TD Ameritrade, you can connect them to NinjaTrader for market data as well.
     
    #13     Mar 18, 2023
  4. Ivano

    Ivano

    I understand thanks.
     
    #14     Mar 18, 2023
  5. YahooFinance lacks the NS flag for Non-Standard option strikes. Ie. you don't know whether a strike is NS or not, ie. whether it's freely tradable or whether only current holders can trade, but not other traders.
     
    #15     Mar 19, 2023
  6. Databento

    Databento Sponsor

    databento.com

    Around $0.03 for daily OHLC full exchange data, probably about 8,000-10,000 active tickers on any given day, and you can extract all of it in a single API call. Besides that, a main difference is that we're a direct licensed distributor from the trading venues, whereas most options at this price point go through 2 layers of redistribution.

    We're almost at the end of our beta and will be releasing real-time data, US equities and equity options around end April.


    upload_2023-3-20_6-17-2.png
     
    #16     Mar 20, 2023
    swinging tick likes this.