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by melony 1505 days ago
Have you tried the obvious sources? Bloomberg, S&P, Nasdaq. Fintech isn't a cheap game. If you get your data from small data vendor startups, you risk getting poor fundamentals data. You don't want to waste time on debugging the calculations when you could be iterating. Some brokers like IB are also have a data vendoring side business.

If you are really tight on cash, try Intrinio. No idea about their quality but they have been around for a while.
1 comments
sdcoffey 1505 days ago
It is indeed, which is why we stopped after window-shopping Bloomberg and Nasdaq. Seems like it's hard to have cost-effective, high-quality data with and API that's amenable to bulk backfilling.

We have actually looked at Intrinio! Specifically for options data. Again the problem was that the API is not setup for bulk, historical backfills.

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melony 1504 days ago
No data vendor will give you bulk historical backfills cheaply because then they will be out of business.

I will give you some more names, go pouch a quant or one of their ex-data engineers and maybe you can learn more:

- Bloomberg

- Thomson Reuters

- FactSet

- Refinitive Eikon

There is a reason why so many fintechs are going crypto first. The underlying technology may not be sound but the open business model and accessibility makes innovation a lot easier than dealing with old school financial gatekeepers.

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