Financial Data

[DelayedInvestor]

Hi,

I was wondering if anyone had some recommendations for looking at historical financial data?

It seems like there are countless providers out there serving different parts of the market. Personally, I'm not looking for anything particularly advanced, maybe a daily price and some fundamentals (e.g. Revenue, EPS, Nav per share etc.). For instance, I certainly wouldn't be looking for 'real time pricing'. I think the most important thing for me is that there is some form of API so I can access the data programmatically.

So, which of the options out there have you found offered good value for money? Also, what was the coverage of non-US assets like?

[kiloran]

I'm only aware of two APIs:

1. Yahoo: https://query1.finance.yahoo.com/v7/fin ... D.L,BARC.L
2. AlphaVantage: https://www.alphavantage.co/

I have not looked much at the latter, it only did price time series the last time I looked.
Yahoo data is often sparse for UK stocks, frequently missing (or unreliably reporting) Yield and the like. Perfectly OK for price of UK stocks, with the occasional wobbly.

You probably need to resort to web scraping to get the data you want. I list of potentially useful sites is: http://lemonfoolfinancialsoftware.weebl ... sites.html

--kiloran

[DelayedInvestor]

Thanks for that Kiloran.

The syntax for the Yahoo query is handy, I'll have a play around with that. It seems they have a download url too so I should be able to make use of that. Out of curiosity, have you used the premium version of the API?

Thanks for other list of links too. I'll work through them and see what I can glean.

It's interesting the lack of a UK provider for this type of API. For instance in the states they have Sim Fin which seems to provide old fundamental data as well as price but it only seems to cover US stocks.