Historical financial time series data for research and testing in Julia.
Examples
Testing data
There are some data builtin for testing or demo purpose. The full list of testing data is here.
julia> using MarketData
julia> cl
500×1 TimeArray{Float64,1,Date,Array{Float64,1}} 2000-01-03 to 2001-12-31
│ │ Close │
├────────────┼────────┤
│ 2000-01-03 │ 111.94 │
│ 2000-01-04 │ 102.5 │
│ 2000-01-05 │ 104.0 │
│ 2000-01-06 │ 95.0 │
│ 2000-01-07 │ 99.5 │
│ 2000-01-10 │ 97.75 │
│ 2000-01-11 │ 92.75 │
⋮Remote data source
This package supports Yahoo Finance API for retrieving data.
julia> yahoo(:INTC)
10187×6 TimeArray{Float64,2,Date,Array{Float64,2}} 1980-03-17 to 2020-08-07
│ │ Open │ High │ Low │ Close │ AdjClose │ Volume │
├────────────┼────────┼────────┼────────┼────────┼──────────┼────────────┤
│ 1980-03-17 │ 0.3255 │ 0.3307 │ 0.3255 │ 0.3255 │ 0.2022 │ 1.09248e7 │
│ 1980-03-18 │ 0.3255 │ 0.3281 │ 0.3229 │ 0.3229 │ 0.2006 │ 1.70688e7 │
│ 1980-03-19 │ 0.3307 │ 0.3359 │ 0.3307 │ 0.3307 │ 0.2055 │ 1.85088e7 │
│ 1980-03-20 │ 0.3307 │ 0.3346 │ 0.3294 │ 0.3294 │ 0.2047 │ 1.11744e7 │
│ 1980-03-21 │ 0.3229 │ 0.3229 │ 0.3177 │ 0.3177 │ 0.1974 │ 1.21728e7 │
│ 1980-03-24 │ 0.3164 │ 0.3164 │ 0.3112 │ 0.3112 │ 0.1933 │ 8.9664e6 │
│ 1980-03-25 │ 0.3125 │ 0.3177 │ 0.3125 │ 0.3125 │ 0.1941 │ 1.13472e7 │
│ 1980-03-26 │ 0.3125 │ 0.3151 │ 0.3099 │ 0.3099 │ 0.1925 │ 1.62624e7 │
│ 1980-03-27 │ 0.3047 │ 0.3047 │ 0.2995 │ 0.2995 │ 0.186 │ 2.69184e7 │
│ 1980-03-28 │ 0.3112 │ 0.3164 │ 0.3112 │ 0.3112 │ 0.1933 │ 2.01024e7 │
│ 1980-03-31 │ 0.3216 │ 0.3268 │ 0.3216 │ 0.3216 │ 0.1998 │ 9.0048e6 │
│ 1980-04-01 │ 0.3229 │ 0.3281 │ 0.3229 │ 0.3229 │ 0.2006 │ 8.1792e6 │
│ 1980-04-02 │ 0.3255 │ 0.3307 │ 0.3255 │ 0.3255 │ 0.2022 │ 1.25568e7 │
⋮The full API reference is here.