Recently, I have been working on a quantitative trading strategy for gold futures data. It's almost done, but I lack good data for testing and validation. After searching around, I found several gold futures data platforms that are quite good and can provide historical K-line data for gold futures in recent years, such as Wind, iTick, Allin Finance, JoinQuant, OANDA, and ForexFeed. The connection methods are also detailed. Overall, I prefer iTick. Firstly, it's free and can provide stable real-time quotes. The connection examples are also detailed and easy to get started with. Below is a comparison of these data providers...
Comparison of Financial Data Providers
1. Wind: Wind is a well-known financial data service provider that offers global financial data, research, and analysis tools. Its data covers multiple fields such as stocks, bonds, futures, indices, macroeconomics, etc., and is widely used by financial institutions, investors, analysts, and other fields.
Official website: https://www.wind.com.cn/
2. Allin Finance: Allin Finance is a leading financial data service provider in China, offering a full range of financial data services including real-time quotes, historical data, data cleaning, etc. Its data covers multiple financial fields such as stocks, futures, funds, etc.
Official website: https://www.allinfinance.com
3. JoinQuant: JoinQuant is a data service platform focused on quantitative trading, providing rich financial data, strategy research, and backtesting tools to help users develop and optimize quantitative trading strategies.
Official website: https://www.joinquant.com/
4. iTick: iTick is a data agency that provides reliable data source APIs for fintech companies and developers, covering Forex API, stock API, cryptocurrency API, index API, etc., helping to build innovative trading and analysis tools. Currently, there is a free package available that can basically meet the needs of individual quantitative developers.
Official website: https://itick.org
API address: https://github.com/itick-org
5. OANDA: OANDA is one of the largest brokers in the Forex market, and its Forex quote API is one of the most popular in the market. It provides global Forex quote data, including currency pair quotes, trading volume, bid and ask prices, etc. In addition, OANDA's API can also obtain historical data and provides SDKs and sample codes in multiple languages, making it convenient for developers to use.
Website: https://www.oanda.net/
6. ForexFeed: ForexFeed is a company that specializes in providing Forex quote data. Its Forex quote API has extremely high data accuracy and real-time performance. This API can obtain real-time quotes from more than 80 Forex markets worldwide, including Forex, indices, futures, and other asset types. ForexFeed supports multiple protocols and data formats, flexibly meeting the needs of different users.
Website: https://forexfeed.co/
Request K-line
python -m pip install requests
"""
**iTick**: iTick is a data agency that provides reliable data source APIs for fintech companies and developers, covering Forex API, stock API, cryptocurrency API, index API, etc., helping to build innovative trading and analysis tools. Currently, there is a free package available that can basically meet the needs of individual quantitative developers.
Open source stock data API address
https://github.com/itick-org
Apply for a free API key address
https://itick.org
"""
import requests
url = "https://api.itick.org/forex/kline?region=gb&code=EURUSD&kType=1"
headers = {
"accept": "application/json",
"token": "bb42e24746784dc0af821abdd1188861d945a07051c8414a8337697a752de1eb"
}
response = requests.get(url, headers=headers)
print(response.text)
