30 open-source projects similar to quandl/quandl-python, ranked by how many features they have in common. Compare stars, activity and what each one does to find the best Quandl Python alternative.
:chartwithupwards_trend: A live cryptocurrency historical trade data blotter. Download live historical trade data from any cryptoexchange, be it for machine learning, backtesting/visualizing trading strategies or for Quantopian/Zipline.
Real time stock and option data.
Extract data from a wide range of Internet sources into a pandas DataFrame.
Python module to get stock data from Yahoo! Finance
Python API for accessing Lake high frequency tick trades & order book data
Financial Market Intelligence MCP Server — stock quotes, technical analysis, crypto data, and portfolio insights for AI agents
Gekko Trading Bot dataset dumps. Ready to use and download history files in SQLite format.
OpenBBTerminal is a Python financial data platform and command line interface designed for aggregating and analyzing market data from diverse APIs. It serves as a quantitative analysis tool for processing stock, crypto, and derivative datasets to identify market trends and build investment strategies. The project utilizes a pluggable financial API framework with an adapter-based architecture, allowing external financial data providers to be integrated as independent modules. This system standardizes information from public and proprietary sources into a unified layer to support cross-asset an
This library is a Python-based tool for retrieving historical and real-time financial market data from public sources. It functions as a programmatic interface for downloading stock prices, dividends, financial statements, and corporate calendars, allowing users to perform automated research and analysis on various market assets. The project distinguishes itself by structuring retrieved financial time series directly into tabular data frames, which facilitates mathematical analysis and manipulation of market metrics. It supports efficient data retrieval through multi-threaded batch downloadin
Tushare is a financial data library for the Python programming environment that provides access to historical and real-time market information. It functions as a data interface for retrieving stock trading records, corporate financial statements, and macroeconomic indicators to support quantitative analysis and research. The library distinguishes itself by automatically transforming raw API responses into tabular data structures, allowing for direct integration with data analysis workflows. It manages access to these datasets through token-based authentication and utilizes schema-mapped parsi
This project is a Python library designed for the programmatic retrieval and analysis of diverse financial datasets. It functions as a comprehensive toolkit for quantitative research, providing a unified interface to fetch historical and real-time market data across asset classes including equities, futures, bonds, cryptocurrencies, and foreign exchange. By abstracting complex network requests into simple, parameter-driven functions, it enables users to integrate financial data into research workflows and automated trading systems. The library distinguishes itself through its scraper-based ag
Financial Data Extraction from Investing.com with Python
Cryptocurrency Exchange Websocket Data Feed Handler
Python library to download market data via Bloomberg, Eikon, Quandl, Yahoo etc.
FundamentalAnalysis is a comprehensive financial analysis library, quantitative finance framework, and macroeconomic data integrator. It provides tools for computing financial ratios, executing corporate health metrics, and pricing derivatives and bonds using mathematical models. The project integrates diverse data streams, including global economic indicators, real-time market quotes, and standardized corporate financial statements. It features a technical analysis engine for generating momentum and volatility indicators, as well as a portfolio performance analyzer for tracking risk-adjusted
RQAlpha is a Python-native quantitative trading backtesting framework and live trading execution system. It provides an event-driven engine for simulating trading strategies against historical market data, with realistic transaction costs, slippage models, and corporate action handling. The platform supports multi-asset class trading including stocks, futures, options, and REITs, with separate sub-accounts for different asset types and configurable margin requirements. The framework distinguishes itself through a plugin-based extensible architecture that allows users to swap out core componen
pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for developing, testing, and optimizing trading strategies using historical market data. It functions as a trading strategy backtester and a financial performance evaluator, providing a structured environment to simulate trading rules and analyze their statistical reliability. The framework distinguishes itself through a market data integration layer that handles the fetching and caching of historical price data from external providers. It incorporates an event-driven backtesting engine and
Quantaxis is a quantitative trading framework designed for building, backtesting, and executing automated strategies across global equities, futures, and cryptocurrencies. It integrates an event-driven backtesting engine, a multi-market execution gateway for order routing, and a quantitative data pipeline for ingesting and storing multi-asset market data. The system features a Rust-accelerated financial library that utilizes Apache Arrow for high-performance technical indicator calculation and zero-copy data processing. It provides a containerized infrastructure model designed for orchestrati
Backtrader is a Python backtesting framework and algorithmic trading platform. It provides a toolkit for developing automated trading rules and simulating investment strategies using historical financial time-series data. The system functions as a quantitative analysis tool, combining a simulation engine for testing trading rules with a financial data visualizer that generates price action charts. It allows for the calculation of technical indicators and the evaluation of portfolio performance through risk-adjusted returns. The platform covers live trading integration via brokerage APIs and
An open-source alternative to Yahoo Finance's market data APIs with higher reliability.
High level API for access to and analysis of financial data.
Obtain pre market and after hours stock prices for a given symbol
Python Client for Interfacing with the Federal Reserve Bank of St. Louis' Economic Data API (FRED®)