Chapter 7: Financial Market Data Access in Python

This chapter outlines several key market data sources, ranging from free to paid data sources. A more complete list of available resources can be obtained from https://github.com/wilsonfreitas/awesome-quant#data-sources.

The quality of algorithmic trading models' signals fundamentally depends on the quality of market data being analyzed. Has the market data been cleaned of erroneous records and is there a quality assurance process in place to rectify any errors as they occur? If there is a problem with the market data feed, how quickly can the data be corrected?

The following free data sources described are suitable for learning purposes, but not fit for purpose as regards professional trading – there may be a very low limit on the number of API calls per day, the APIs may be slow, and there is no support and no rectification of the data should it not be correct. In addition, when using any of these data providers...