PyQuant News 🐍
PyQuant News 🐍

@pyquantnews

24 Tweets 56 reads Sep 25, 2022
20 Python libraries for market data everyone should know:
googlefinance
Python module to get stock data from Google Finance API. This module provides no delay, real time stock data in NYSE & NASDAQ.
github.com
Wallstreet
Wallstreet is a Python 3 library for monitoring and analyzing real time Stock and Option data. Quotes are provided from the Google Finance API.
github.com
yfinance
Data for stocks (historic, intraday, fundamental), FX, crypto, and options. Uses Yahoo Finance so any data available through Yahoo is available through yfinance.
github.com
Stock Extractor
This package includes a series of stock data extractor class from a few widely used sources, such as Yahoo Finance, Barchart.com, etc.
github.com
pandas-datareader
pandas-datareader used to be part of the pandas project. Now an independent project. Includes data for stocks, FX, economic indicators, Fama-French factors, and many others.
pandas-datareader.readthedocs.io
finsymbols
Obtains stock symbols and relating information for SP500, AMEX, NYSE, and NASDAQ.
github.com
IBApi
The official API for Interactive Brokers provides access to all the data available through IB. Replaces IBPy.
interactivebrokers.github.io
inquisitor
This Python module provides a wrapper around the API of Econdb. com.
github.com
Alpha Vantage
Alpha Vantage delivers a free API for real-time financial data and most used finance indicators in a simple JSON or CSV format.
github.com
Nasdaq Data Link (formerly Quandl)
Get millions of financial and economic datasets from hundreds of publishers directly into Python.
data.nasdaq.com
tia
TIA is a toolkit that provides bloomberg data access, easier pdf generation, backtesting functionality, technical analysis functionality, return analysis, and few windows utils.
github.com
Twelve Data
Access 100,000+ symbols for stock, forex, index, and fundamental data from global markets.
github.com
ccy
A python module for currencies. The module compiles a dictionary of currency objects containing information useful in financial analysis.
github.com
Polygon .io
Real-time and historical data for stocks, FX, and crypto.
github.com
Tradier
Python libraries to connect to the Tradier API.
documentation.tradier.com
MetaTrader5
Type the desired financial security name and date in a command, and receive a complete data array. Platform launch, data synchronization with the broker’s server and data transfer to the Python environment is done automatically.
pypi.org
Alpaca-py
Do everything from streaming market data to creating your own investment apps.
github.com
Finnhub
Real-time RESTful APIs and websockets for stocks, currencies, and crypto.
github.com
marketstack
Real-time intraday and historical market data with 30+ years of history and 170,000+ tickers.
marketstack.com
Tiingo
End-of-day stock price data API that emphasizes redundancy, transparency, and completeness
api.tiingo.com
Here's what we covered:
tia
ccy
IBApi
Tiingo
Tradier
Alpaca
Finnhub
yfinance
inquisitor
Wallstreet
finsymbols
Polygon .io
marketstack
Twelve Data
MetaTrader5
googlefinance
Stock Extractor
Alpha Vantage
Nasdaq Data Link
pandas-datareader
If you like Python for quant finance, check out the 46-Page Ultimate Guide to Pricing Options and Implied Volatility With Python.
Here's why:
• Black-Scholes, the greeks, and implied volatility
• Jupyter Notebooks with the code
• Live options data
pyquantnews.gumroad.com
That's a lot of data!
What to keep all these handy?
Hop back to the top and retweet the top tweet so you can find it later - and so others can find it too!
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