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Data Sources

SQA supports multiple data sources for historical stock price data.

Available Data Sources

SQA::Stock defaults to FMP and automatically falls back to Yahoo Finance if the FMP fetch fails (rate limit, missing key, network). Every adapter exposes the same self.recent(ticker, full:, from_date:) interface and returns data sorted oldest-first for TA-Lib.

FMP — Financial Modeling Prep (Primary)

Free API key, ~250 requests/day, up to ~5 years of daily history.

Setup: 

export FMP_API_KEY="your_key_here"

Features: - Daily historical OHLCV - Much higher free-tier quota than Alpha Vantage (~250/day vs 25/day) - No split/dividend-adjusted close — adj_close_price mirrors close_price - API key required (free)

Get API Key →

Yahoo Finance (Fallback)

Used automatically when the primary source fails. Calls Yahoo's undocumented chart JSON API (the same endpoints finance.yahoo.com uses).

Features: - No API key required - Unofficial API — can break if Yahoo changes their site - If Yahoo IP-rate-limits the crumb endpoint, set YF_COOKIE / YF_CRUMB (from a browser session) to bypass the handshake

Alpha Vantage

Still supported via source: :alpha_vantage, but no longer the default.

Setup: 

export AV_API_KEY="your_key_here"

Features: - Only 25 requests/day on the free tier - Full history (full: true) is now premium-only; free keys fall back to ~100 trading days

Get API Key →

Stooq (not currently usable)

stooq.com now serves a JavaScript proof-of-work bot challenge on its CSV endpoint, so source: :stooq cannot be reached by a plain HTTP client. The adapter remains in the codebase in case that challenge is lifted.

CSV Files (Custom)

Import your own data from CSV files.

Format: 

Date,Open,High,Low,Close,Adj Close,Volume
2024-01-01,150.0,152.0,149.0,151.0,151.0,1000000

Place CSV files in ~/sqa_data/ named as {ticker}.csv.

Data Format

SQA uses a standardized column format:

  • timestamp - Date of trading day
  • open_price - Opening price
  • high_price - Highest price
  • low_price - Lowest price
  • close_price - Closing price
  • adj_close_price - Adjusted closing price
  • volume - Trading volume

Configuration

Set data directory in config:

SQA.config.data_dir = "/path/to/data"

Or via environment:

export SQA_DATA_DIR="/path/to/data"