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Disruption of equities data #2

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rsvp opened this issue Jun 7, 2018 · 3 comments
Open
1 task

Disruption of equities data #2

rsvp opened this issue Jun 7, 2018 · 3 comments
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@rsvp
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rsvp commented Jun 7, 2018

Our spin-off of fecon235 source code still inherits the upstream problems
outlined in rsvp/fecon235#7

Here at fecon236, it is localized in the stock.py module:
https://github.com/MathSci/fecon236/blob/develop/fecon236/host/stock.py

@rsvp rsvp added the upstream Problem upstream label Jun 7, 2018
@rsvp rsvp added this to To do in Tracker Jun 19, 2018
@rsvp rsvp added this to High priority in Triage Jun 19, 2018
@rsvp rsvp moved this from To do to In progress in Tracker Jun 19, 2018
@rsvp rsvp added this to the Observe upstream API milestone Jul 14, 2018
@rsvp rsvp self-assigned this Jul 14, 2018
@rsvp
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rsvp commented Jul 18, 2018

Notes on GOOGLE Finance

2018-07-17 pydata/pandas-datareader#551
reports some functionality restored for historical quotes via

2018-09-12 pandas_datareader, "As of v0.7.0 Google finance and Morningstar
have been immediately deprecated due to large changes in their API and
no stable replacement."
pydata/pandas-datareader#391 (comment)
and pydata/pandas-datareader#551 (comment)

@rsvp
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rsvp commented Jul 18, 2018

Notes on QUANDL "WIKI" Prices

For end of day stock prices, dividends and splits for 3,000 US companies, curated by the Quandl community and released into the public domain ... however,

As of April 11, 2018 this data feed is no longer actively supported by the Quandl community. We will continue to host this data feed on Quandl, but we do not recommend using it for investment or analysis."

Source: https://www.quandl.com/databases/WIKIP/documentation/about

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rsvp commented Aug 16, 2018

Notes on YAHOO Finance

Recent development by @JECSand, https://github.com/JECSand/yahoofinancials :

My replacement for the old yahoo-finance module, YahooFinancials, can get all of the historical price data needed by pandas' users. YF can return daily, weekly, and monthly historical price and volume JSON data for all stocks, ETFs, indices, cryptocurrencies, currencies, and commodity futures available on Yahoo Finance. Most Stackoverflow questions I have encountered regarding the module seem to revolve around getting it to work with Pandas. As long as Yahoo Finance is running on it's new React setup (why they killed the old API late last year, they got a new web app), my module will get the financial data.

Source: pydata/pandas-datareader#315 (comment) -- possible merge into pandas_datareader.

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