The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning. Learn more →
Top 23 Python financial-data Projects
-
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
-
InfluxDB
Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.
-
akshare
AKShare is an elegant and simple financial data interface library for Python, built for human beings! 开源财经数据接口库 (by akfamily)
-
-
WorkOS
The modern identity platform for B2B SaaS. The APIs are flexible and easy-to-use, supporting authentication, user identity, and complex enterprise features like SSO and SCIM provisioning.
-
tda-api
A TD Ameritrade API client for Python. Includes historical data for equities and ETFs, options chains, streaming order book data, complex order construction, and more.
-
yahoofinancials
A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.
-
-
web-scraping
Detailed web scraping tutorials for dummies with financial data crawlers on Reddit WallStreetBets, CME (both options and futures), US Treasury, CFTC, LME, MacroTrends, SHFE and alternative data crawlers on Tomtom, BBC, Wall Street Journal, Al Jazeera, Reuters, Financial Times, Bloomberg, CNN, Fortune, The Economist
-
FX-1-Minute-Data
HISTDATA - Dataset composed of all FX trading pairs / Crude Oil / Stock Indexes. Simple API to retrieve 1 Minute data (and tick data) Historical FX Prices (up to date).
-
-
-
-
Quantropy
Financial pipeline for the data-driven investor to research, develop and deploy robust strategies. Big Data ingestion, risk factor modeling, stock screening, portfolio optimization, and broker API.
-
-
dMLTresearch
Beginner friendly guide into the world of investing, quant data analysis and algorithmic trading.
-
SaaSHub
SaaSHub - Software Alternatives and Reviews. SaaSHub helps you find the best software and product alternatives
No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant
Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.
Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.
If you check the file here - https://github.com/ranaroussi/yfinance/blob/main/yfinance/base.py - you can see this is communicated via the "raise Exception('%s: %s' % (self.ticker, err_msg))" line. I'm trying to use the following to catch the exception but no luck.
I've looked at https://github.com/pydata/pandas-datareader and it looks good, does anyone have experience?
Project mention: Work with First, Second and Third Order Greeks Through the Finance Toolkit | news.ycombinator.com | 2024-01-17Over the last year I've spend a significant amount of time creating a Finance Toolkit in Python, it currently features over 150+ different metrics such as financial ratios, models, risk and performance metrics, technical indicators, macro-economic parameters and since today also all Greeks.
The Finance Toolkit is written in Python and is meant as a free solution to acquire a large range of financial metrics. My goal is to make financial calculations accessible to everyone as there is no point in reinventing the wheel over and over again which I've seen countless of times happen given that I work in the Financial Sector myself.
If you are interested give it a go: https://github.com/JerBouma/FinanceToolkit and find the recent release notes here that talk about the Greeks: https://github.com/JerBouma/FinanceToolkit/releases/tag/v.1....
Project mention: tda-api: NEW Derivatives and Hedging - star count:1219.0 | /r/algoprojects | 2023-12-09
Project mention: yahoofinancials: NEW Alternative Finance - star count:806.0 | /r/algoprojects | 2023-10-02
I'd suggest Twelve Data for the financial data feed, if you have a budget for this: https://twelvedata.com/
Project mention: New Tools Dig Deeper into Hard-to-Aggregate US Corporate Data | news.ycombinator.com | 2024-01-02
Project mention: Show HN: Tessa – simple access to price information of financial assets | news.ycombinator.com | 2024-02-12
NOTE:
The open source projects on this list are ordered by number of github stars.
The number of mentions indicates repo mentiontions in the last 12 Months or
since we started tracking (Dec 2020).
Python financial-data related posts
- RustQuant: A Library for Quantitative Finance
- tda-api: NEW Derivatives and Hedging - star count:1219.0
- tda-api: NEW Derivatives and Hedging - star count:1219.0
- tda-api: NEW Derivatives and Hedging - star count:1219.0
- tda-api: NEW Derivatives and Hedging - star count:1219.0
- tda-api: NEW Derivatives and Hedging - star count:1219.0
- tda-api: NEW Derivatives and Hedging - star count:1219.0
-
A note from our sponsor - WorkOS
workos.com | 24 Apr 2024
Index
What are some of the best open-source financial-data projects in Python? This list will help you:
| Project | Stars | |
|---|---|---|
| 1 | awesome-quant | 15,910 |
| 2 | yfinance | 11,778 |
| 3 | akshare | 8,321 |
| 4 | alpha_vantage | 4,155 |
| 5 | pandas-datareader | 2,819 |
| 6 | FinanceToolkit | 2,343 |
| 7 | investpy | 1,555 |
| 8 | tda-api | 1,243 |
| 9 | yahoofinancials | 874 |
| 10 | jqdatasdk | 850 |
| 11 | web-scraping | 617 |
| 12 | FX-1-Minute-Data | 449 |
| 13 | sec-edgar-downloader | 435 |
| 14 | twelvedata-python | 349 |
| 15 | simfin | 285 |
| 16 | okama | 184 |
| 17 | sec-edgar-financials | 132 |
| 18 | FinBERT-QA | 113 |
| 19 | Quantropy | 110 |
| 20 | EDGAR | 79 |
| 21 | tessa | 36 |
| 22 | dMLTresearch | 29 |
| 23 | Finviz-Scraper | 28 |
Sponsored
SaaSHub - Software Alternatives and Reviews
SaaSHub helps you find the best software and product alternatives
www.saashub.com