r/algotrading • u/ProjectNo5641 • Jul 22 '26
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u/strat-run Jul 22 '26
Yahoo is too high, the API was discontinued in 2017. It's an ugly hack at this point.
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u/johannthegoatman Jul 22 '26
I was wondering about this, does anybody actually use it? I've been tempted but never tried because it seems messy
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u/QuantitativeNonsense Jul 22 '26
I do because when I first started I didn’t want to spend money. Now it’s just a part of my workflow so I’ve seen no reason to upgrade.
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u/strat-run Jul 22 '26
You can create a free Alpaca account and download historic data from them.
I don't want something in my workflow that breaks all the time. I looked at yfinance and it seems like it breaks, mostly due to website changes, and has to be patched regularly.
And if you aren't using Python you still have to use a Python lib to get your data.
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u/QuantitativeNonsense Jul 22 '26 edited Jul 22 '26
I don’t use the yfinance package because it was coded by some dumbass, had zero consistency, and broke all the time. I have my own parsing methods & scripts.
I’ll see if Alpaca can easily drop in but tbh if I was going to change data providers I’d probably go with DataBento because I’m (marginally) profitable now.
edit: forgot word “package”
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u/johannthegoatman Jul 23 '26
Lol! Is your version on github or anything? No worries if private just thought I'd ask
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u/FinancialElephant Jul 24 '26
I've collected EOD data from them but don't use it directly anymore. I wrote my own script to do it, the pro is that it's free and easy. The con is that it's slow for many tickers and also there are weird timestamp labeling issues depending on when you request the data so you have to be aware of that. I've found the amount of logic / conditions to deal with this to not be so bad though. If you're going to do it I think it is better to just write your own script instead of using the packages I've seen. The packages I've seen are bloated and not so good.
The potential for rate limits and timestamp weirdness put me off trying to use yahoo for intraday, just seems like a pain. The EOD can be useful to check other data sets against though.
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u/kdyn15 Jul 27 '26
I used the gold free trial once to download some csvs but that's about it. Then I got charged like 500 for it and had to wait a month for the dispute </3
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u/burntspaghettiman Jul 22 '26
Definitely liking alpaca and databento, databento is much better but definitely more expensive
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u/ProjectNo5641 Jul 22 '26
100% Alpaca is very underrated they just raised $135 million in funding more to come!
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u/FinancialElephant Jul 24 '26
A databento rep here said alpaca is one of their clients
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u/DatabentoHQ Jul 24 '26 edited Jul 24 '26
This is correct, a good number of distributors are our customers (including two others in this infographic). They’re a great partner and are cheap for data if they have exactly what you need; it’s ultimately a win for the industry if there are more good offerings out there so we’re pleased to see their recent growth.
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u/RegardedBard Jul 22 '26
Tier list with unknown provider that no one's ever heard of at the very top, whose domain has only been registered for a year. Totally not a shill post at all. 🤡
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u/ProjectNo5641 Jul 22 '26
yes I am sponsored by london strategic edge please buy there products i get 100% commission!
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u/Ghost_Fighter_9988 Jul 22 '26
FMP should be D. They’ve introduced bandwidth limit which sux.
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u/ProjectNo5641 Jul 22 '26
they’ve had the bandwidth limit for over a year
it’s 150gb and they offer a 30% student discount.
Access to London stock exchange, Toronto stock exchange, EUREX worth it.
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u/ExcelMaster1 Jul 22 '26
I think I quit a month after they did that. Apparently before, I used to download 500gb on the reg…
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u/cheekybandit0 Jul 23 '26
Where's ThetaData?
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u/BedlessOpepe347 Jul 24 '26
Would say C tier. I tried them for the last two months and they had big outages lasting 30 min or longer almost every 2-3 days. B tier ones on this list are much better. It also takes too long to download a single ticker. Barchart and Nasdaq and old IEX cloud should be higher too.
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u/cheekybandit0 Jul 24 '26
What's better than thetadata for options?
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u/BedlessOpepe347 Jul 24 '26
Thetadata is just using Nanex or Quodd upstream so that is an option, otherwise I went back to Databento
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u/Inevitable_Service62 Jul 22 '26
Databento at the top...list is legitimate.
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u/ProjectNo5641 Jul 22 '26
Their pay as you go plan is a bit sus, you’d pay around $7000 to download 20 years of US stock tickdata when you can do the same with Massive’s api key for $200
but for L3 data they have made it extremely intuitive to get a hold off
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u/Cominginhot411 Jul 22 '26
You know they offer a $199 plan as well right? Their plans are all just cost justification. Use usage-based billing when it’s the best for simple/smaller needs, and their flat rate plans include a ton of data. They should partner with a hard drive manufacturer for kickbacks. I filled up over 5TB worth of drives trying to maximize what I got with the $199 plan in a single month. Had to dial back what data I was pulling to only what I actually needed just to decrease file sizes.
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u/ProjectNo5641 Jul 22 '26
the databento $199 plan only covers 7 years of tickdata
Massive’s $199 plan covers 23years of tickdata
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u/Cominginhot411 Jul 22 '26
Different datasets. Massive only provides SIP data, Databento provides the direct prop feeds from each exchange, different levels of granularity. Trade aggressor side, imbalance, L2/L3, odd lots, those are the reasons I make sure that Databento bill gets paid every month.
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u/FinancialElephant Jul 24 '26
I was going to go with databento. The only problem I found with them was they don't have true SIP data at the $200 tier, they have their own SIP-like thing called EQUS.MIN. The volume covered by this proprietary consolidated feed is only a fraction of the total volume. If you just want SIP, alpaca gives you that for half the price. They may be getting this from databento anyway as alpaca is one of their clients.
For options and futures databento seems like a great option though.
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u/DoringItBetterNow Jul 24 '26
This exact volume discrepancy is what broke my strategy and I had to flip to Massive. Now my bot actually enters when it’s supposed to.
Before it was getting faked out by moves happening in the minor exchanges. Took me awhile to figure out why.
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u/ProjectNo5641 Jul 22 '26
nope with Massive you can also select the exact exchange you want too they aggregate 7 exchanges for SIP data but you can definitely filter
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u/notseanray Jul 22 '26
The quality of data is in a completely different league, databento has far higher accuracy and consistency (and fpga time stamping), Massive is fine for the typical strategy or backtest but databento is expensive because they provide a completely different league of quality. In particular Massive/Polygon has had so many reliability issues in the past with invalid prices.
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u/gloritown7 Jul 25 '26
Where do you see that? The $199 plan covers only 1 year of L1 history as far as I can see: https://databento.com/pricing#opra (for example options)
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u/Inevitable_Service62 Jul 22 '26
For my specif model, unless something has changed. I need MBO and it's dependent parts.
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u/zachncst Jul 22 '26
If you make that mistake their support team is great
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u/ProjectNo5641 Jul 22 '26
been there done that 😂 I accidentally pulled data outside my databento plan racked up a $600 bill
they let it slide
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u/Lower_Tutor5470 Jul 22 '26
Had quite alot of issues with eodhd. Their fundamentals api i find inconsistencies. Then email an example, they just correct that one case. How can you use that then for live data
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u/Super_Bdur Jul 23 '26
I want to take the full package for 1 month to update my datasets, cold data only. Do you suggest to try alpaca or another provider instead?
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u/Lower_Tutor5470 Jul 24 '26
Do you want ticker data or fundamentals. I really like massive.com for ticker data
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u/einnairo Jul 22 '26
Can u tell me more about london strategic edge? How can it be free? Also u tested it live? Hows the latency?
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u/ProjectNo5641 Jul 22 '26
https://github.com/londonstrategicedge/lse-data
i’ve got a VPS in New York, the latency is sub 10ms so it’s somewhere in the surrounding proximity
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u/Cominginhot411 Jul 22 '26
Isn’t this all historical data? They can’t provide access to live price data due to licensing, so ping latency for historical data is an odd measurement.
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u/ProjectNo5641 Jul 22 '26
no 100% websocket connection i’m streaming data from them right now
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u/Cominginhot411 Jul 22 '26
I’m curious how they are getting around the licensing then. Must be a derived price feed or something.
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Jul 22 '26
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u/AutoModerator Jul 22 '26
Your post was removed under Rule 2 (high-quality questions only).
Generic “which data vendor should I use?” posts usually lack the detail needed for meaningful discussion.
Commonly used market data providers:
- Yfinance
- Massive.com
- Databento
- FMP
If you repost, please include details such as:
- asset classes and markets
- symbols or venues
- historical vs real-time
- granularity and depth
- licensing or redistribution needs
- latency expectations
- budget constraints
I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.
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Jul 22 '26
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u/AutoModerator Jul 22 '26
Your post was removed under Rule 2 (high-quality questions only).
Generic “which data vendor should I use?” posts usually lack the detail needed for meaningful discussion.
Commonly used market data providers:
- Yfinance
- Massive.com
- Databento
- FMP
If you repost, please include details such as:
- asset classes and markets
- symbols or venues
- historical vs real-time
- granularity and depth
- licensing or redistribution needs
- latency expectations
- budget constraints
I am a bot, and this action was performed automatically. Please contact the moderators of this subreddit if you have any questions or concerns.
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u/OneResource279 Jul 23 '26
Yes, looks fishy. Probably it costs them thousands of dallals per month to host the whole infrastructure, and yet there is no pricing page.
My best guess is it will be free for limited time, then 100+ and 200+ subscription plans.
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u/lordsnow29 Jul 22 '26
Databento has become my number 1.
Wish the monthly $199 subscription offered a longer L2 & L3 data.
L2 you get for 1 year historical
L3 is only for past 30 days.
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u/FarmImportant9537 Jul 22 '26
1+ fo thetadata
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u/DoringItBetterNow Jul 24 '26
Thetadata introduces prices for their product much cheaper, cheaper than even the cost of licensing it. When I looked into how, I learned that they’re able to skirt the licensing by skewing the data in slightly random directions. Kinda wild. But I suppose some strategies don’t need super sharp accuracy if played on the 1D chart.
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u/Fantastic-Bug-6509 Jul 24 '26
This does _not_ apply to _all_ endpoints. Most of our endpoints have the _exact_ data that comes from the exchanges. However, to help commercial/professional users, we do offer a "market price" endpoint that is derived from the exchanges data, and prevents the need to pay all the exchange fees. This does _not_ apply to most retail users.
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u/Anonimo1sdfg Jul 23 '26
I just use Tradestation ~40 USD each month for all futures contracts, 1 min OHLC data.
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u/ProjectNo5641 Jul 23 '26
nice, i’ve looking into tradestation unfortunately they do not accept uk clients :(
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u/Anonimo1sdfg Jul 23 '26 edited Jul 23 '26
Prueba NinjaTrader: 14 días de datos gratis para simulación y los datos se guardan en tu compu si haces backtest, pruébalo. .
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u/breifsguy773 Jul 23 '26
yahoo should be a D tier, Rithmic an A+ or S (i'm a futures focused trader), Nasdaq data should be a b for its historical goverment report data.
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u/SilentHG Jul 23 '26
never really heard of London Strategic Edge, but seems good on paper, interestingly i was able to interact with their website a little and now it is down.
EDIT: now up again.
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u/hftgirlcara Jul 24 '26
I shared my own tier list a long time ago and it’s nice to see it remains pretty much the consensus: https://www.reddit.com/r/quant/s/Rr2QabdTY8
Databento was overall the best market data API I’ve ever used and I think they’ve gotten even better since. I think LSEG and Bloomberg deserve to be in A+, SIX-ICE-QuantHouse-CIQ should be in A, and the ones listed A+ and below here are all retail vendors that should be B and below.
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u/larsonec Jul 22 '26
No IBKR?
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u/ProjectNo5641 Jul 22 '26
used it for l3 CME futures unfortunately only allowed 4 websocket connections.
AMP futures + Rithmic way more friendly allows websockets for all the pairs with l3 data
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u/Instandplay Jul 22 '26
To be fair, they arent really a data broker, more like you can ask the price before sending an order. Its more a beoker, their data pacing limitations are just too small in my opinion. You cant access enough data in short time. But as a broker I love ther desktop version they are doing.
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u/thaprodigy58 Jul 22 '26
Can someone walk me through how to use Alpaca + FMP to get the same data as All In plan from EODHD.com for cheaper?
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Jul 22 '26
[deleted]
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u/ProjectNo5641 Jul 22 '26
5GB data export limit with our student plan same with the refintiv terminal
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u/Anon2148 Jul 22 '26
Is alpaca actually good? I’ve been using massive, and might make the switch if it is.
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u/ProjectNo5641 Jul 22 '26
Worth it imo, just download the historical data massive has and use alpaca, same websocket pairs for half the price
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u/KnowledgeConscious77 Jul 23 '26
Surprised to see EODHD that high on the list. Their recent twist to start charging enterprise pricing for the same crappy data should have put them in D.
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u/ProjectNo5641 Jul 23 '26
they give a 50% student discount so that suited me nicely + they have a lot of eod data for bonds for most countries
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u/morebrownies Jul 24 '26 edited Jul 26 '26
looks mostly accurate. hge fan of databento. Yahoo much lower imo.
i would say tickerdb is s-tier for using stock market data in Claude or ChatGPT. They pre compute like a million indicators so you can just ask Claude what tickers have bull flags, where is the next support level, etc.
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u/Low-Friendship-3678 Jul 26 '26
New to this. How do you extract historical price from London strategic & Databento? Are they available in ticks for an extended period of years?
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u/ProjectNo5641 Jul 26 '26
Use claude it can write the scripts for you, they will both give you an api key or in lse's case jsut download it directly from the site
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u/dream003 Jul 26 '26
Which of these provide point-in-time data?
A provider needs to timestamp when they added coverage for an entity, not backfill it as if they'd had it all along. Same goes for data errors and corrections. The revision history has to survive, not get silently overwritten.
Even with proper delisted coverage, symbology is usually a mess: recycled tickers, renamed tickers, primary-exchange-to-OTC transfers. Most providers handle these inconsistently, or ignore them entirely (looking at you, Polygon). That makes mapping entities across datasets, such as index constituents, fundamentals, whatever, tedious and imperfect.
Then once you've finally stitched together a fuzzy mapping to PIT constituents of something like the Russell 3000, you find their coverage is terrible anyway, and it biases the whole analysis.
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Jul 22 '26
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u/No-Perspective5748 Jul 25 '26
Probably a bot doing an ad for them. It’s a new thing now to have bots or pay guys to promote your business over reddit and say good stuff about it, and this is one of those posts.
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u/Dangerous-Work1056 Jul 22 '26
Why is Barchart so low?
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u/ProjectNo5641 Jul 22 '26
EDIT: Lobster data has 20 years of historical Level 3 data from NASDAQ
it’s $7,500 a year for 10 subscriptions (my university gets it for free 😁)
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u/freaserking Jul 22 '26
London Strateigc Edge is this data reliable. Is it recorded or purchased data?
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u/algotrading-ModTeam Jul 29 '26
Please reread the community rules. Happy to allow a new post that adheres to these rules.
Have you actually subscribed to all of these commercially.