This is great work! Where are you getting your data from? Finding quality data sources is difficult

As far as I know, finding quality data sources is virtually impossible unless you already have so much money that your involvement in the stock market is either because you have insider knowledge or severe boredom owing to your never needing to work a day in your life.

I remember some startup selling a stock market data API as a subscription. I don’t think they exist anymore. So anyone who spent weeks, months of their free time building an app around that API is now completely shit out of luck.

I suspect the real APIs are still running the same code they ran in the 90s and if you have to ask how much they cost, you can’t afford them.

	▲	gobdovan 9 hours ago \| parent \| next [-]
		You can buy historical data at least from some reputable vendors, although you're still responsible to understand their collection process (sampling frequency, timestamp conventions, corporate action adjustments etc etc), as even 'obvious' things like how daily stock levels are reconstructed based on intraday data can mess up your analytics really bad. I don't think it generalizes to real-time data.
	▲	arjie 9 hours ago \| parent \| prev [-]
		You can get real-time market data through Databento. Been doing it for years. Top of book suffices for most people.