7 ms·

Very nice! Where did you pull your data from? Are there any good financial api/datasets out there available for financial data?

• Mo3 4y ago
  Not OP, but I am in charge of engineering and operating a high-performance quantitative algorithm engine at my company and I can wholeheartedly recommend https://polygon.io https://polygon.io. We continously pull their whole dataset in one minute intervals as well as receive real-time feeds for the whole universe over websockets and they haven't complained once.
  • lvl102 4y ago
    I am going to say not if you’re running high $$$ boxes. I would not rely on Polygon for anything beyond PA.
    • melony 4y ago
      How accurate are their fundamentals calculations?
    • froh 4y ago
      Why?
    • Mo3 4y ago
      I was talking about PA. They have proven themselves very reliable for it so far. Fundamentals and other information is being pulled directly off NASDAQ etc, of course. Polygon does not offer a lot of data in these regards. Realistically for $$$ systems you want to have more than one source for every datatype anyway and then aggregate the data yourself.
      • Rocket89 4y ago
        PA?
        • kleinishere 4y ago
          "personal account" - vs. the fund(s) an investor may work on as part of their day job
          • Mo3 4y ago
            Oh.. I meant price action. But I guess it’s true for both!
• traceroute66 4y ago
  > Are there any good financial api/datasets out there available for financial data? I assume you mean other than the usual suspects ? ;-) Try IEX Cloud or Quandl, both are quite US-centric although Quandl does have a small amount of international stuff. But really, for consistent quality and coverage its hard to escape the usual suspects. P.S. Don't forget to read the small print properly ! Many companies make a differentiation between internal use and publishing on the web for others to consume.
  • DennisP 4y ago
    Ok so...what are the usual suspects?
    • traceroute66 4y ago
      Bloomberg, Refinitiv, CapitalIQ, Factset