I want to do some modelling and data visualization on historical stock data, including price, volume, financials, etc. Is there a public dataset available for stock price history? I looked at a few (Yahoo, Kaggle and Tiingo), but either they have a high cost, are missing some of the key financial information, or are not sure they would be reliable and up to date. Free would be preferred, also established and reliable. If not, what are some good options for collecting the data myself? Maybe web scraping, public APIs, etc. I plan to use this data in a machine learning project I am building.
1 Answer
In python, there are many libraries that can be used to get the stock market data. The most common set of data is the price volume data. These data can be used to create quant strategies, technical strategies, or very simple buy-and-hold strategies. The different Python libraries which provide stock market data are as follows:
Price-Volume Data
- Daily data
- Yahoo finance
- Quandl
- Minute level data
- Alpha vantage
Futures & options price-volume data for Indian markets
- NSEPy
Python Code and Overview of the Libraries can be found here
Find and Explore ready-to-use Stock Market Datasets
Top 10 Stock Market Datasets for Machine Learning
NIFTY-50 Stock Market Data (2000 - 2020)
Stock price data of the fifty stocks in NIFTY-50 index from NSE India
Data your way. Choose your access method and pay only for the data you need.
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Thanks for the suggestions. Wondering if any of these also include assets to debts, earnings by quarter, ROA, ROI, etc. I may want to compare stock prices vs the value of the company.– Donald SJun 17, 2020 at 4:04
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1Similar libraries are available in R and perl (and probably many other languages)– Marcus DJun 17, 2020 at 13:48
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1Intrinio is not open data (this site is about open data). None of your other links are updated daily, which is the requirement of the question.– Nicolas Raoul ♦Jun 19, 2020 at 2:39