Provider Audit Report
Last Updated: 2025-12-27
This document provides a comprehensive audit of all 21 data providers in ml4t-data, including capabilities, pricing, terms, and gap analysis.
Provider Summary Matrix
| Provider |
Category |
API Key |
Free Tier |
Pricing URL |
| YahooFinance |
Equity |
No |
Unlimited* |
Terms |
| Databento |
Multi-Asset |
Yes |
$125 credit |
Pricing |
| Polygon/Massive |
Multi-Asset |
Yes |
5 calls/min |
Pricing |
| EODHD |
Equity |
Yes |
20 calls/day |
Pricing |
| Tiingo |
Equity |
Yes |
1,000 req/day |
Pricing |
| Finnhub |
Multi-Asset |
Yes |
60 req/min |
Pricing |
| TwelveData |
Multi-Asset |
Yes |
800 calls/day |
Pricing |
| CoinGecko |
Crypto |
No |
50 calls/min |
Pricing |
| Binance |
Crypto |
No |
Generous |
API |
| BinancePublic |
Crypto |
No |
Unlimited |
Data |
| CryptoCompare |
Crypto |
Yes |
250k calls/mo |
Pricing |
| Oanda |
Forex |
Yes |
Trial |
Pricing |
| FRED |
Economic |
Yes |
120 req/min |
API |
| AQR |
Factor |
No |
Free |
Datasets |
| Fama-French |
Factor |
No |
Free |
Library |
| Kalshi |
Prediction |
No |
Free |
Developer |
| Polymarket |
Prediction |
No |
Free |
Docs |
| WikiPrices |
Historical |
No |
Free |
Local file |
| NASDAQ ITCH |
Tick |
No |
Free |
Sample |
| Synthetic |
Testing |
No |
N/A |
N/A |
| Mock |
Testing |
No |
N/A |
N/A |
*Yahoo Finance: Personal use only per Terms of Service
Detailed Provider Audits
1. Yahoo Finance (YahooFinanceProvider)
Website: https://finance.yahoo.com
API Wrapper: yfinance (Apache License)
Terms & Licensing
- Terms: Personal use only
- Important: "Yahoo! finance API is intended for personal use only"
- Disclaimer: yfinance is NOT affiliated with Yahoo, Inc.
- References:
- Yahoo Terms of Service
- API Terms
What We Implement
| Feature |
Implemented |
Notes |
| OHLCV (daily) |
Yes |
Primary use case |
| OHLCV (intraday) |
Yes |
1m, 5m, 15m, 30m, 1h |
| Adjusted prices |
Yes |
Split & dividend adjusted |
| Batch downloads |
Yes |
fetch_batch_ohlcv() |
What Provider Offers (NOT Implemented)
| Feature |
Available |
Priority |
| Options chains |
Yes |
HIGH |
| Financial statements |
Yes |
HIGH |
| Earnings data |
Yes |
MEDIUM |
| Analyst recommendations |
Yes |
LOW |
| Holders data |
Yes |
LOW |
| ESG scores |
Yes |
LOW |
| News headlines |
Yes |
LOW |
Rate Limits
- ~2,000 requests/hour (informal, not documented)
- No API key required
- IP-based throttling
2. Databento (DataBentoProvider)
Website: https://databento.com
Pricing Page: https://databento.com/pricing
Pricing Tiers
| Tier |
Price |
Features |
| Free Trial |
$125 credit |
Historical data only |
| Usage-based |
Pay as you go |
Historical data, $/GB |
| Standard |
$179/mo |
Live data, 15+ years core, 1yr L1 |
| Plus |
$1,500/mo + fees |
External distribution, 15yr L1 |
| Unlimited |
$4,000/mo + fees |
15+ years all schemas |
What We Implement
| Feature |
Implemented |
Notes |
| OHLCV schemas |
Yes |
ohlcv-1m, ohlcv-1h, ohlcv-1d |
| Continuous futures |
Yes |
fetch_continuous_futures() |
| Multiple schemas |
Yes |
fetch_multiple_schemas() |
| Batch API |
Yes |
Historical downloads |
What Provider Offers (NOT Implemented)
| Feature |
Available |
Priority |
| MBO (Market by Order) |
Yes |
LOW (out of scope) |
| MBP-10 (Market depth) |
Yes |
LOW |
| TBBO (Top of book) |
Yes |
MEDIUM |
| Trades (tick) |
Yes |
MEDIUM |
| WebSocket streaming |
Yes |
NOT SUPPORTING |
| OPRA options |
Yes |
HIGH |
| Symbology API |
Yes |
LOW |
Coverage
- 45+ exchanges
- 650,000+ symbols
- 15+ years history
- CME, CBOT, NYMEX, COMEX, Eurex, ICE, EEX
3. Polygon / Massive (PolygonProvider)
Website: https://massive.com (formerly polygon.io)
Pricing Page: https://massive.com/pricing
Note: Polygon.io rebranded to Massive.com in 2025.
Pricing Tiers (Stocks)
| Tier |
Price |
Features |
| Basic (Free) |
$0/mo |
5 calls/min, 2yr history, EOD |
| Starter |
$29/mo |
Unlimited calls, 5yr history, 15min delayed |
| Developer |
$79/mo |
10yr history, trades data |
| Advanced |
$199/mo |
20yr+ history, real-time, quotes, financials |
What We Implement
| Feature |
Implemented |
Notes |
| OHLCV (daily) |
Yes |
Aggregates endpoint |
| OHLCV (minute) |
Yes |
Requires paid tier |
What Provider Offers (NOT Implemented)
| Feature |
Available |
Priority |
| Options chains |
Yes |
HIGH |
| Options Greeks |
Yes |
HIGH |
| Financials & ratios |
Yes |
HIGH |
| Trades (tick) |
Yes |
MEDIUM |
| Quotes (NBBO) |
Yes |
MEDIUM |
| WebSockets |
Yes |
NOT SUPPORTING |
| Crypto |
Yes |
LOW (use Binance) |
| Forex |
Yes |
LOW (use Oanda) |
| Indices |
Yes |
MEDIUM |
| Futures |
Yes |
LOW (use Databento) |
4. EODHD (EODHDProvider)
Website: https://eodhd.com
Pricing Page: https://eodhd.com/pricing
Pricing Tiers
| Tier |
Price |
Features |
| Free |
$0/mo |
20 calls/day, 1yr history |
| EOD All World |
$19.99/mo |
100k calls/day, 30yr+ history |
| EOD+Intraday |
$29.99/mo |
+ Intraday data |
| Fundamentals |
$59.99/mo |
+ Stock fundamentals |
| ALL-IN-ONE |
$99.99/mo |
Everything included |
Note: 50% student discount available.
What We Implement
| Feature |
Implemented |
Notes |
| OHLCV (daily) |
Yes |
60+ exchanges |
| Adjusted prices |
Yes |
Split & dividend adjusted |
| Delisted data |
Yes |
Survivorship-bias free |
What Provider Offers (NOT Implemented)
| Feature |
Available |
Priority |
| Intraday data |
Yes (paid) |
MEDIUM |
| Fundamentals |
Yes (paid) |
HIGH |
| Earnings data |
Yes |
MEDIUM |
| Insider transactions |
Yes |
LOW |
| ETF fundamentals |
Yes |
MEDIUM |
| Options (marketplace) |
Yes ($29.99) |
HIGH |
| Tick data (marketplace) |
Yes ($9.99) |
LOW |
| Real-time WebSocket |
Yes |
NOT SUPPORTING |
Coverage
- 60+ exchanges worldwide
- 150,000+ tickers
- 30+ years history
- Stocks, ETFs, Mutual Funds, Forex, Crypto
5. Tiingo (TiingoProvider)
Website: https://tiingo.com
Pricing Page: https://tiingo.com/about/pricing
Pricing
- Free tier: 1,000 requests/day, 500 symbols/month
- Paid tiers available for higher limits
What We Implement
| Feature |
Implemented |
Notes |
| OHLCV (daily) |
Yes |
US equities |
| Adjusted prices |
Yes |
|
6. Finnhub (FinnhubProvider)
Website: https://finnhub.io
Pricing Page: https://finnhub.io/pricing
Pricing
- Free tier: 60 requests/min
- Paid tiers: $49+/mo for premium features
What We Implement
| Feature |
Implemented |
Notes |
| OHLCV |
Yes |
Multi-asset |
| Real-time quotes |
Yes |
Free tier |
What Provider Offers (NOT Implemented)
| Feature |
Available |
Priority |
| Company metrics |
Yes |
HIGH |
| Analyst estimates |
Yes |
MEDIUM |
| Earnings calendar |
Yes |
MEDIUM |
| ESG scores |
Yes |
LOW |
| News sentiment |
Yes |
LOW |
7. FRED (FREDProvider)
Website: https://fred.stlouisfed.org
API Docs: https://fred.stlouisfed.org/docs/api/fred/
Pricing
- Free with API key
- 120 requests/minute
What We Implement
| Feature |
Implemented |
Notes |
| Economic series |
Yes |
800,000+ series |
| OHLCV mapping |
Yes |
For compatible series |
8. Academic Factor Providers
AQR (AQRFactorProvider)
Website: https://www.aqr.com/Insights/Datasets
Pricing: Free (academic use)
| Dataset |
Implemented |
| Quality Minus Junk (QMJ) |
Yes |
| Betting Against Beta (BAB) |
Yes |
| Value Momentum Everywhere (VME) |
Yes |
| Time Series Momentum (TSMOM) |
Yes |
| Century of Factor Premia |
Yes |
| 16 total datasets |
Yes |
Fama-French (FamaFrenchProvider)
Website: https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html
Pricing: Free (academic use)
| Dataset |
Implemented |
| 3-Factor Model |
Yes |
| 5-Factor Model |
Yes |
| Momentum Factor |
Yes |
| Industry Portfolios |
Yes |
| 50+ total datasets |
Yes |
9. Crypto Providers
CoinGecko (CoinGeckoProvider)
Website: https://www.coingecko.com
Pricing: https://www.coingecko.com/en/api/pricing
- Free: 50 calls/min
- Demo API key available
- Pro plans: $129+/mo
Binance (BinanceProvider / BinancePublicProvider)
Website: https://www.binance.com
Data Portal: https://data.binance.vision
- BinanceProvider: Live API (may have geo-restrictions in US)
- BinancePublicProvider: Bulk historical downloads (no restrictions)
CryptoCompare (CryptoCompareProvider)
Website: https://min-api.cryptocompare.com
Pricing: https://min-api.cryptocompare.com/pricing
- Free: 250,000 calls/month
- Paid: $19.99+/mo
10. Prediction Markets
Kalshi (KalshiProvider)
Website: https://kalshi.com
Developer: https://kalshi.com/developer
- US-regulated prediction market
- Free API access
- Event contracts only
Polymarket (PolymarketProvider)
Website: https://polymarket.com
Docs: https://docs.polymarket.com
- Crypto-based prediction market
- Free API access
- CLOB (Central Limit Order Book)
11. Special Purpose Providers
WikiPrices (WikiPricesProvider)
- Historical US equities (1962-2018)
- 3,199 stocks, 15.4M rows
- Survivorship-bias free
- Local Parquet file required
NASDAQ ITCH (ITCHSampleProvider)
- NASDAQ TotalView-ITCH sample data
- Tick-level order book
- Free sample files from NASDAQ
Synthetic (SyntheticProvider)
- Generates synthetic OHLCV data
- For testing and demos
- No network required
Gap Analysis Summary
HIGH Priority Gaps (Should Implement)
| Gap |
Providers |
Effort |
| Options chains |
Polygon, Yahoo, Databento, EODHD |
High |
| Financial statements |
Yahoo, Finnhub, Polygon, EODHD |
Medium |
| Company metrics |
Finnhub, Polygon |
Medium |
MEDIUM Priority Gaps
| Gap |
Providers |
Effort |
| Earnings data |
Yahoo, EODHD, Finnhub |
Medium |
| Analyst estimates |
Finnhub |
Low |
| ETF fundamentals |
EODHD |
Low |
| Trades (tick) |
Databento, Polygon |
High |
Explicitly NOT Supporting
| Feature |
Reason |
| WebSocket streaming |
Out of scope for batch data library |
| Real-time order book |
Use native provider APIs directly |
| News/sentiment |
Focus on price data |
Provider Selection Guide
By Use Case
| Use Case |
Recommended Provider |
| Quick start (free) |
YahooFinance |
| US equities (production) |
EODHD or Polygon/Massive |
| Global equities |
EODHD |
| Futures/options |
Databento |
| Crypto |
BinancePublic |
| Forex |
Oanda |
| Academic factors |
Fama-French + AQR |
| Economic indicators |
FRED |
| Historical backtesting |
WikiPrices |
| Prediction markets |
Kalshi (US) or Polymarket |
By Budget
| Budget |
Providers |
| $0 |
Yahoo, CoinGecko, BinancePublic, WikiPrices, FRED, AQR, Fama-French |
| <$30/mo |
EODHD (\(19.99), Polygon Starter (\)29) |
| <$100/mo |
EODHD All-in-One (\(99.99), Polygon Developer (\)79) |
| Professional |
Databento (\(179+), Polygon Advanced (\)199) |
Update Log
- 2025-12-27: Initial audit with Chrome DevTools research
- Polygon.io rebranded to Massive.com
- Verified all pricing pages and terms