DOC: Stock data APIs

[westurner]

• pydata/pandas-datareader
• https://github.com/wilsonfreitas/awesome-quant/blob/master/README.md#data-sources

From https://www.reddit.com/r/Python/comments/7zxptg/pulling_stock_market_data_yahoo_and_google_dont/dus01vk/ :

"""
pydata/pandas-datareader has a number of financial data sources: https://github.com/pydata/pandas-datareader

pydata/pandas-datareader#454

• #411 Morningstar (PR)
• #392 Robinhood
• #390 Tiingo
• #389 Alpha Vantage
• #368 Barchart
• #161 Bloomberg
• #156 TrueFX
• Quandl
• see-also.rst
  https://github.com/pydata/pandas-datareader/blob/master/docs/source/see-also.rst
• https://github.com/wilsonfreitas/awesome-quant#data-sources

A table with columns for frequency and historical start datetime might be helpful.

Zipline and Catalyst support a separate data ingestion step which downloads the data once:

• http://www.zipline.io/bundles.html

https://github.com/quantopian/zipline/blob/master/zipline/data/

https://github.com/enigmampc/catalyst/tree/master/catalyst/data

Is there a recommended way to handle caching?

[...]
"""