META: Stock data sources & caching

[westurner]

With Yahoo and Google Finance APIs deprecated/broken/unstable, what are some good sources for free stock/security/currency data?

• Added Morningstar Data #411 Morningstar (PR)
• Add Robinhood as data source? #392 Robinhood
• Add Tiingo as data source? #390 Tiingo
• Add Alpha Vantage as data source? #389 Alpha Vantage
• Barchart as daily datasource? #368 Barchart
• ENH: add bloomberg data reader #161 Bloomberg
• Small fix on the comments and retry pause #156 TrueFX
• Quandl
• see-also.rst
  https://github.com/pydata/pandas-datareader/blob/master/docs/source/see-also.rst
• https://github.com/wilsonfreitas/awesome-quant#data-sources

A table with columns for frequency and historical start datetime might be helpful.

Zipline and Catalyst support a separate data ingestion step which downloads the data once:

• http://www.zipline.io/bundles.html
  https://github.com/quantopian/zipline/blob/master/zipline/data/
  https://github.com/enigmampc/catalyst/tree/master/catalyst/data

Is there a recommended way to handle caching?

[westurner]

• QuantRocket pulls from the Interactive Brokers API for backtesting and live trading.
  https://github.com/quantrocket-llc/ibapi-grease

Zipline only supports backtesting now.
Catalyst supports backtesting and live trading.

[bashtage]

Obviously would be great to get new data connectors. I'm also happy for this section of the docs to be expanded.

https://github.com/pydata/pandas-datareader/blob/master/docs/source/see-also.rst#alpha-vantage

[westurner]

👍 I updated this issue description w/ Barchart, see-also.rst, and awesome-quant#data-sources.