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Where Should I Get Data From?
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I was using yfinance to collect my data, but the data is highly inaccurate. I would love to hear some suggestions on where to obtain accurate data from. I'm using Backtrader for backtesting only, so I shouldn't need to access new data every day. I think I'll only need to download a large amount of data once (maybe 25 years on all SP500 stocks).
Thanks for any feedback!
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@Z , I download my data from Alphavantage, because I can get splits and dividends
explicitly called out on the days even in the free version. I don’t like using adjusted data. But due to the API call limit of 5 per minute, I wrote a background downloader. And data quality is not great either.