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Provider: EODhistoricaldata.com

Provides wide variaty of Data through API access. Payment needed.

Prerequisites

  • Create a file named API_KEY (it is ignored from git) and place it in this folder (etl).
  • IMPORTANT: Run ETL files with iPython or from within directory etl
  • To get an API_KEY you need to buy a package from eodhistoricaldata.com. They offer 50% off for students and academic reasons. Even though they aren't that expansive compared to other providers.

Run the ETL pipeline

Just go to the folder ./etl (e.g. with cd etl) and run python run_etl.py. If the script runs without errors you have all the necessary data inside ./data and you can start training some algorithms.