Finagg – free and nearly unlimited financial data
Finagg – free and nearly unlimited financial data
finagg is a Python package and CLI that enables you to aggregate and update free financial data from a handful of high quality data sources all within your own SQL database. Here're some quick facts about it: - Implements nearly all of the BEA API, FRED API, and SEC EDGAR APIs (all of which have free and nearly unlimited data access) - Only focused on macrodata (no intraday data support) - Provides methods for transforming data from these APIs into normalized features that're readily useable for analysis, strategy development, and AI/ML - The most popular methods include getting historical price earnings ratios, getting historical price earnings ratios normalized across industries, and sorting companies by their industry-normalized price earnings ratios - Python >= 3.10 only (you should upgrade anyways if you haven't ;) I'm looking for feedback on the overall package and CLI designs. Also, I'd appreciate any recommendations for implementing other financial data sources that're free with no daily API limits. Cheers!
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