market-data-sourcinglisted

Choose a market price or reference data vendor and use it without silently corrupting the numbers. TRIGGER - download, fetch, pull or load OHLCV, prices, quotes, bars or a ticker universe; compare vendors on cost, coverage or free-tier limits; need delisted US or global tickers, or a survivorship-free universe; two sources disagree; hitting 429 or rate limits; "KeyError: Adj Close"; split and dividend adjustment; trading calendars and holidays. Covers yfinance, yahooquery, defeatbeta, EODHD, Tiingo, Twelve Data, Finnhub, Alpha Vantage, Polygon/Massive, Databento, openbb, findatapy, financetoolkit, exchange_calendars, and alternative data. Also covers 美股 and global 行情数据 requests. SKIP for historical option chains (options-backtesting), Asian calendars and lot sizes (asia-pacific-markets), storing, partitioning or as-of joining data you already hold (market-data-engineering); for EDGAR filings, XBRL, CIK and macro vintages (fundamental-and-macro-data); and for A-share, 沪深 or 退市 queries (china-ashare-data).
howard-lynn-ye/fin-skills · ★ 1 · AI & Automation · score 77

Install: claude install-skill howard-lynn-ye/fin-skills

# Market data sourcing Pick the source from the constraint that actually binds — usually *survivorship coverage* or *licence*, not price or convenience. Then read that library's reference file before writing code; every one of them has a default that is wrong for research. ## 1. Pick a source | Your binding constraint | Use | Why | |---|---|---| | Free, exploratory, US/global equities | `yfinance` | Best-maintained (1.7.0, 2026-08-26), broadest coverage, no key | | Free but **429s keep killing me** | `defeatbeta-api`, or `yfinance-cache` | defeatbeta serves a HuggingFace parquet snapshot via DuckDB — **no scraping, no rate limit**; refreshed ~weekly | | **Survivorship-free universe on a budget** | **EODHD** (~$20–100/mo) | `get_list_of_tickers(code, delisted=1)`. The only cheap genuinely bias-free equity universe | | Institutional survivorship-free | CRSP (via `wrds`), Norgate, Polygon | | | Vendor-cleaned EOD, quality reputation | Tiingo | 30+ yrs on free tier — but ToS is **internal use only, no sharing or display** | | One code path across many vendors | `openbb` | 🚨 **AGPL-3.0** since 2024-05-14. Network copyleft | | **Free tick-level FX** | `findatapy` (DukasCopy backend) | Nothing else in the free tier offers tick data | | **Point-in-time macro** | `findatapy` (ALFRED) or `fredapi` | → `fundamental-and-macro-data` | | Tick/full-depth US equities & futures | `databento` | Actively released (2026-09-01); pay-per-use | | Options chains, aggregates, delisted | `polygon-