First thank you @restrading for pointing me to eodhistoricaldata. They seem to be a fully legit operation, and not to be confused with eoddata.com.
What I like
- Excellent coverage of the signals universe (all except Japan, New Zealand, Czech Republic); in contrast with Tiingo which only has US.
- Historical data for a majority of the de-listed stocks; in contrast with yahoo, which only covers live tickers.
- Split and dividend adjusted prices; in contrast with iqfeed or refinitiv consumer, which have excellent data but no adjustments.
- Practically limitless API quota; in contrast with IEX cloud, which counts each ticker x day as an API usage.
- $20/mo price is hard to beat.
What makes it challenging
As usual, ticker mapping. Well, it’s a good thing I worked on it – your welcome
Within the https://github.com/degerhan/dsignals repository:
build_eodhd_map.pywill attempt to map the 13,400 live and historical tickers with rules, replacements, and manual overrides. While some tickers are speculative, most are good.
download_quotes.pyis the universal downloader, that will use either eodhd or yahoo, saving each ticker history in a separate pickle file.
While it is possible to invest some time in a number of Korean and Taiwanese exchange codes, and possibly a look at the delisted Singapore tickers, as of October 2021, the net result is 10,900+ ticker histories.
Good hunting !