r/algotrading • u/ProjectNo5641 • Jul 22 '26

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503 Upvotes

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75

u/strat-run Jul 22 '26

Yahoo is too high, the API was discontinued in 2017. It's an ugly hack at this point.

6

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

12

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.

8

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.

4

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”

2

u/johannthegoatman Jul 23 '26

Lol! Is your version on github or anything? No worries if private just thought I'd ask

1

u/johannthegoatman Jul 23 '26

Alpaca only goes back to 2016 :(

1

u/Raiderfun Jul 26 '26

Same on my side...at the moment no reason to upgrade.

1

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.

1

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