Historical prices for 10,900 tickers - ticker map and downloader for eodhistoricaldata

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 :slight_smile:

Within the https://github.com/degerhan/dsignals repository:

  • build_eodhd_map.py will 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.py is 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 !

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Nice job! That ticker map looks amazing and really shows how many holes are in the yahoo data. Seems like this needs a retroactive bounty! :man_dancing:

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@aventurine @degerhan I’ve pinged the CoE in their RC channel on a potential bounty.
Really nice work here!

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