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sdcoffey

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Co-founder @ Yuzu.dev

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We're mainly looking at publicly-traded US securities, including stocks, ETFs, and crucially, mutual funds. Many sources (looking at you, Polygon) don't publish price data for mutual funds. Haven't heard of MarketQA, will definitely check it out

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.

Interesting! I'm no longer a student, so I couldn't get access, but it's cool to know that this exists.

Curious if you've used any of these WRDS data sets? Also really interested to know if you've used the postgres interface to this data, and how you liked working with it as opposed to a regular API-like interface. Thanks!