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.
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!