AI Agents · Lesson

Market Data API Integration

Alpha Vantage, Yahoo Finance, and Polygon.io for real-time and historical data.

Market Data in Financial Agents

Financial analysis agents need access to real-time and historical market data. Common data types include OHLCV (Open/High/Low/Close/Volume), earnings dates, fundamental ratios, and options chains.

Several APIs provide this data: yfinance (free, Yahoo Finance), Polygon.io (paid, reliable), and Alpha Vantage (free tier available).

yfinance: Historical Price Data

yfinance wraps the Yahoo Finance API and is the quickest way to get started. Ticker.history() returns a pandas DataFrame of OHLCV data.

import yfinance as yf

ticker = yf.Ticker('AAPL')

# 1 year of daily data
history = ticker.history(period='1y')
print(history.tail(3))
#                  Open        High         Low       Close    Volume
# Date
# 2026-05-27  189.1500  190.3200  188.9200  190.0500  55234000
# 2026-05-28  190.4200  191.5600  189.7800  191.1200  62345000
print(f'Rows: {len(history)}')

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