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Support more data sources #5

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femtotrader opened this issue Apr 22, 2016 · 5 comments
Open

Support more data sources #5

femtotrader opened this issue Apr 22, 2016 · 5 comments
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@femtotrader
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femtotrader commented Apr 22, 2016 •
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Pandas DataReader provides

  • Yahoo Actions
  • Yahoo Quotes
  • Yahoo Actions
  • Yahoo Component (deprecated)
  • Google Options
  • Google Quotes
  • St.Louis FED (FRED)
  • Kenneth French’s data library
  • World Bank https://github.com/4gh/WorldBankData.jl
  • OECD
  • Eurostat

Adding such data source to Julia could be a good idea
@femtotrader femtotrader mentioned this issue Dec 27, 2016
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Support market tick data source
https://github.com/femtotrader/DukascopyTicksReader.jl
see femtotrader/DukascopyTicksReader.jl#13

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femtotrader commented Jan 18, 2018 •
edited by s-celles
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pydata/pandas-datareader#454

IEX https://github.com/addisonlynch/iexfinance
BankOfCanada https://www.bankofcanada.ca/rates/
Stooq https://stooq.pl/
MOEX https://www.moex.com
TSP Thrift Savings Plan
Morningstar (PR) http://www.morningstar.fr/
Robinhood https://support.robinhood.com/hc/en-us/articles/360026181132-Level-II-Market-Data
Tiingo https://www.tiingo.com/
Alpha Vantage https://gist.github.com/flare9x/122c8c91fb42f19ca0862e8934593adc
Bloomberg https://www.bloomberg.com/
TrueFX https://www.truefx.com/
Quandl https://www.quandl.com/
Barchart https://www.barchart.com/

More data source can be found at
https://github.com/wilsonfreitas/awesome-quant#data-sources

@femtotrader
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BLS (Bureau of Labor Statistics)

https://github.com/pydata/pandas-datareader/issues/460

https://www.bls.gov/developers/
https://www.bls.gov/developers/api_python.htm#python2
https://github.com/zewilson/bls/blob/master/data_loader.py

@femtotrader
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Temporal.jl supports some data source (Yahoo, Quandl, Google)
See https://github.com/dysonance/Temporal.jl/blob/906c45db66fba1a0bbf04dbc77ae2d757b8f2ac6/src/io.jl

Move data sources from Temporal.jl to DataReaders.jl
dysonance/Temporal.jl#21

So it should be possible to get either Temporal TS or Timeseries TimeArray or DataFrame (from DataFrames)

@femtotrader femtotrader mentioned this issue Jan 20, 2018
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femtotrader commented Jan 24, 2018 •
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https://github.com/pydata/pandas-datareader/pull/465#issuecomment-360008057
https://github.com/rsvp/fecon235/issues/7#issuecomment-345898460

NSE India
https://www.nseindia.com/
https://github.com/swapniljariwala/nsepy/

@s-celles s-celles mentioned this issue Feb 12, 2018
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