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Sources for historical data #485129
01/26/22 14:58
01/26/22 14:58
Joined: Jan 2022
Posts: 1
J
joost1988 Offline OP
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joost1988  Offline OP
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J

Joined: Jan 2022
Posts: 1
Hi,

What sources do you guys use for getting access to historical data?

I was trying to follow the script mentioned in this post in order to calculate option prices:

https://financial-hacker.com/algorithmic-options-trading/

Off course, this works with YAHOO.

Now, I read in the comment section (and the forum) that QUANDL was an option, but when you subscribe to that website you get linked to Nasdaq Data but there I couldn't find any SPY data (at least not for free).

Are there still alternatives available or has this changed?

What sources do you guys mostly use?

Re: Sources for historical data [Re: joost1988] #485139
01/26/22 22:08
01/26/22 22:08
Joined: Aug 2017
Posts: 318
Netherlands
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Grant Offline
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Grant  Offline
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Joined: Aug 2017
Posts: 318
Netherlands
'historical data' is a broad term, but Yahoo is still a great source for daily OHLCV data for the S&P.

https://finance.yahoo.com/quote/%5EGSPC/history?p=%5EGSPC or https://query1.finance.yahoo.com/v7/finance/download/%5EGSPC?period1=1530489600&period2=1593561600&interval=1d&events=history for a CSV download example (adjust the period by adjusting the period1 & period2 values to start / end dates in Unix date format, see http://www.unixtimestampconverter.com/)

Last edited by Grant; 01/26/22 22:15.

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