finagg is a Python package and CLI that enables you to aggregate and update free financial data from a handful of high quality data sources all within your own SQL database.
Here're some quick facts about it:
- Implements nearly all of the BEA API, FRED API, and SEC EDGAR APIs (all of which have free and nearly unlimited data access)
- Only focused on macrodata (no intraday data support)
- Provides methods for transforming data from these APIs into normalized features that're readily useable for analysis, strategy development, and AI/ML
- The most popular methods include getting historical price earnings ratios, getting historical price earnings ratios normalized across industries, and sorting companies by their industry-normalized price earnings ratios
- Python >= 3.10 only (you should upgrade anyways if you haven't ;)
I'm looking for feedback on the overall package and CLI designs. Also, I'd appreciate any recommendations for implementing other financial data sources that're free with no daily API limits.
Cheers!
