Good source of EOD data


#21

Interesting finding @howardbandy !

Looking at WhoIS record

Domain Name: ALPHAVANTAGE.CO
Registry Domain ID: D177421086-CO
Registrar: KEY-SYSTEMS GMBH
Registrant Name: On behalf of alphavantage.co owner
Registrant Organization: c/o whoisproxy.com
Domain Registration Date: Sun Mar 05 07:18:59 GMT 2017

The domain registration is new (March 2017) and they are using WhoIs privacy which means real registrant name is hidden.

They are hosted on Google shared/cloud hosting
http://www.whoishostingthis.com/?q=alphavantage.co

and their IP address shares 101 other web pages

So either they are just a startup and don’t have real business model yet or … I don’t know.


#22

I am concerned about alphavantage and cautious about using their service.

The information contained on their website is very sparse. As I mentioned in my first post, it is not clear what their business model is – who supports the service, where their data comes from, how they make the money they need to provide the service.

On three separate days I sent three separate emails with three separate Subjects to alphavantage. There has been no response. The emails did not bounce, but they were not acknowledged. The information on the website has not been improved.

These are not good signs.

Best, Howard


#23

I am with Howard about AlphaVantage providing little to no information about the source of the data.

My experience with AlphaVantage support has been different. 9 days ago I’ve asked for adding the ability to collapse the daily adjusted series into weekly/monthly series and they were quick (the same business day) to answer they were going to add the feature and beta test it.

Furthermore, they sent out an email announcement on July 12 to inform registered users about two improvements:

  1. CSV Format for the Time Series Data
  2. HTTPS and CORS Enabled
    The documentation on the website has been updated accordingly.

JW (apart from being a registered user, no affiliation)


#24

Interesting.

I am a registered user of alphavantage, but I have not received any messages or emails from them other than my Key.


#25

Hi Carlvan,
Thank you for sharing on stooq plugin.
I am using stooq for currency EOD however found that they put a limit too small for my data need. WIth the paid plugin you mention would the data threshold be increased?
Would Appreciate if you could point me to the right place for getting the plugin. i just could not find it in stooq site.

Thank you,
jimmy


#26

Hi Jimmy,

This is the guy :
Ami Toolbox [mailto:amitoolbox@gmail.commailto:amitoolbox@gmail.com]

With the plugin, there is no limitation and you get full access to Fx, Futures and stocks history and EOD updates.
Works very well.

Best,
Carl


#27

@carlvan you are mistaken.

The limit is on STOOQ.PL server, not in client software. You can not circumvent server limit by any client software. Stooq.pl has limits on number of downloads that you can do per day to avoid excessive use of their resources. And it applies to all requests, whenever you make them using browser, plugin, or whatever.


#28

Oh, ok but I never noticed that, sorry ; when I got the plugin I downloaded at once all US stocks, Fx, and Futures data history without any limitation.
But that was several months ago, perhaps now I wouldn’t be able to do it again then.

Carl


#29

Thanks to comments from Carl and Tomasz. Stooq used to have little traffic control but they do now. I can hardly get to update more than 50 symbols. Well understood the reason, i think they have overdone it.

Cheers,
jimmy


#30

My vote is on Tiingo. They will be the new new Norgate which is stuck in the past with too much expensive legacy baggage.

Hasn’t Yahoo corrected all its recent problems, though? CSI is not cheap and getting it free via Yahoo is nothing to snigger at.


#31

I just subscribed to Tiingo a few weeks ago . I really like it and so far , no problems . I’m only using Yahoo for a few Indexes . But Yeah , I 2nd TraderX for Tiingo .


#32

@Tomasz, @phil1424 and @TraderX

It sounds good to have an alternative to Norgate premium data, because Norgate is outstanding but only covers stocks from the US and Australia. But it is survivorship-free, and this is the main point. My questions to you (and the others) now about your alternative data supplier: Tiingo

  1. Is it possible with Tiingo to put stocks together into groups, e.g. to create a stock universe “UK”, “Germany” , “Japan”, “Asia” etc. ?

  2. What about the delisted, merged and dead stocks? Are they still in the database to make sure your backtest is survivorship free, like with Norgate?


#33

Categorisation is a feature of AmiBroker - you can organize any data source http://www.amibroker.com/guide/h_categories.html
And delisted stocks stay in database - after all you have all data stored locally.


#34

Is there a way to download the stocks in S&P from STOOQ? Where can I get the plugin for Amibroker?


#35

amitoolbox@gmail.commailto:amitoolbox@gmail.com


#36

Thanks for your quick response, Calvan


#37

Another distributor of feeds, to me very much like Quandl, and with apparently open API with lots of Data Sources is Intrinio.


#38

@xel.arjona, thanks for your suggestion about Intrinio

A lot of interesting stuff (both free and with paid subscriptions).

The list of US securities (9919 - in an easy to download .csv file) for instance includes some not so common fields like the FIGI Financial Instrument Global Identifier

Another interesting one (at least to me…) is the list of the exchanges they cover (187 at present), all listed with the link to the official websites.

And much more!


#39

I'm starting to look into symbol information from the folks at http://eoddata.com/.