
Ask HN: Where to get (free) trading data? - hacky_n00b
Looking for trades data in a file (or files) as opposed to an API, which I can parse and train an ML model on. Any country&#x2F;exchange.
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Jugglerofworlds
I went down this path about a month ago. Don't expect to find any good quality
data on stocks for free. If you do need data on stocks I recommend IEX, but
expect to pay a good amount of money for any sizable amount of data. I paid
around $100 to scrape the historical daily data for the Russell 2000. Getting
intraday data for any sizable time period would cost an astronomical amount of
money due to the way IEX charges for their data.

For forex, the situation is a bit better - you can get information from
Dukascopy/Tickstory for free. For cryptocurrency there is data available from
Binance.

There is also QuantConnect, which is an online IDE/system for developing
manually coded trade bots. They have historical data for a wide range of
financial products and it's all available for free. The catch is that the data
can't leave their system, which eliminates the possibility of training any
sort of advanced machine learning model.

Edit: for these types of questions I would recommend searching /r/algotrading

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rokobobo
Probably the first place to look would be CRSP (crsp.org) and WRDS (wrds-
www.wharton.upenn.edu). You would need a .edu email to set up an account and
get the data. (If you don't have one, hopefully you can find a buddy who
does.)

In terms of pulling price history on-demand, Yahoo Finance seems to be a
popular choice, but I don't think it will allow you to download a large enough
dataset for meaningful training--that said, I haven't tried it, so I invite
anyone to share their experience.

Additionally, you may want to try searching for the most cited papers for "ML
in trading" and see what kind of datasets they use. Be prepared for a lot of
gruntwork formatting the data before you feed it into your model: those papers
might also give you a lot of context on how to do this gruntwork right from
the first time.

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chad_strategic
[https://www.strategic-options.com/insight/2019/06/13/the-
bes...](https://www.strategic-options.com/insight/2019/06/13/the-best-and-
worst-stock-and-option-trading-apis/)

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_ah
There's some good historical data on SimFin (simfin.com), but it's missing the
most recent data unless you pay. I suppose you could work on training your
models with the free data dump, do some back-testing, and then pay for the
latest stuff if you have a viable model. SimFin is nice because they offer
fundamental data (quarterly reports) and not just price data.

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david-gpu
Alpha advantage offers a free API to query some data. Fetching it and saving
it to a CSV is not rocket science. If that is difficult, you may find that
training n ML system is pretty hard, too.

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jklein11
you get what you pay for

