Historical financial time series data for research and testing in Julia.
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 │
⋮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.