Retrieving Data

  • Over the recent years, free data has been harder to come by
  • Quandl still provides free equity data so that is a free place to start (Quandl.com)
  • Ingesting the Quandl bundle:
    • set QUANDL_API_KEY=your_own_api_key (on a Mac use export instead of set)
    • zipline ingest -b quandl
    • repeat this process when you want to refresh data
  • Python packages needed:
    • matplotlib
    • nb_conda
      • if receive error message on install use:
        • conda install -c conda-forge nb_conda

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