Datasets
1. Stock Market Data
Yahoo Finance (yfinance Python API)
Assets: Global equities, ETFs, indices (NASDAQ, NYSE, S&P500, etc.)
Frequency: Daily, intraday (1m to 1d, up to last 60 days for minute data)
Coverage: 10+ years of history
[Link]
Good baseline for LSTM/boosting + RL
Alpha Vantage
Assets: Stocks, indices, and technical indicators
Frequency: Real-time + historical (1-min, 5-min, 15-min, daily)
Free tier: 5 API calls/min; Paid for higher limits
[Link]
Useful for low-latency signals
. [Link] (Paid, high-quality)
Assets: US equities, forex, crypto
Real-time tick-level data
Excellent for training RL with realistic execution
2. Forex Market Data
OANDA API
Assets: Major/minor FX pairs (EUR/USD, GBP/USD, USD/JPY, etc.)
Frequency: Real-time tick data + historical
[Link]
Institutional-grade quality
TrueFX
Assets: Real-time interbank FX quotes
Frequency: Tick-by-tick
[Link]
Free institutional FX feed for backtesting RL
Alpha Vantage Forex endpoint
Free 5 calls/min; intraday (1min, 5min, etc.) and daily data
Easy integration for LSTM + boosting
3. Bullion / Commodity Data
London Bullion Market Association (LBMA)
Assets: Gold, silver, platinum, palladium
Frequency: Daily official prices
[Link]
Good for bullion forecasting models
Quandl (NASDAQ Data Link)
Assets: COMEX gold/silver futures, crude oil, global commodity indices
Frequency: Daily + historical
[Link]
Integrates easily with Python via quandl library
[Link] API (via RapidAPI)
Assets: Real-time commodity futures and spot prices
Coverage: Gold, silver, oil, etc.
Suitable for real-time RL training
4. Combined Multi-Asset Platforms
Bloomberg Terminal / API (Premium)
Coverage: Global stocks, forex, commodities, news sentiment
Institutional-grade, widely used for AI-driven trading research
Refinitiv (Thomson Reuters) (Premium)
Tick-by-tick multi-asset data; includes fundamentals and ESG metrics
Ideal for enterprise RL pipelines
CryptoCompare / Binance API (Optional add-on)
For adding Bitcoin/crypto as a test asset class
Free access to minute-level and tick data
Research Goal Recommended Dataset Combo
Hybrid AutoML-LSTM- Yahoo Finance (stocks + indices) + Alpha
Boosting (forecasting) Vantage Forex + Quandl Bullion
RL-Driven Trading (execution OANDA API (forex) + [Link] (stocks) +
& portfolio) [Link] (bullion futures)
Benchmarking / Academic Yahoo Finance (daily/intraday), TrueFX (forex),
Testing LBMA/Quandl (bullion)
Advanced Real-Time
Bloomberg API + OANDA + Refinitiv
(Deployment)
Suggested Implementation Workflow
1. Data Acquisition
Daily + intraday prices via Yahoo Finance + Alpha Vantage
Supplement with OANDA (forex) + LBMA/Quandl (bullion)
2. Preprocessing via AutoML (FLAML/AutoGluon)
Feature engineering (technical indicators, volatility, volume)
Automated hyperparameter tuning
3. Forecasting Engine (Hybrid)
XGBoost + LightGBM + LSTM stacked predictions
4. RL Trading Agent
DQN with reward shaping (Sharpe ratio, max drawdown)
Train/test split over 10 years with rolling window updates
5. Backtesting & Deployment
Backtest using Backtrader or QuantConnect
Paper trade using OANDA or Interactive Brokers API
Real-Time Multi-Asset Datasets (with URLs)
Asset Provider / Frequen Access
Coverage URL
Class API cy Type
Global
equities,
Yahoo Daily & ETFs,
Stocks /
Finance Intraday indices Free [Link]
Indices
(yfinance) (1m–1d) (NASDAQ,
NYSE,
S&P500)
US &
1m, 5m, Free tier
Alpha Global
15m, (5/min), [Link]
Vantage equities +
Daily Paid
indicators
Real-tim
US
e
[Link] equities, Paid [Link]
tick-leve
ETFs
l
Major &
minor FX
Real-tim
pairs Free
e tick &
Forex OANDA API (EUR/USD demo / [Link]
historica
, Paid live
l
GBP/USD,
etc.)
Free
Tick-by- Interbank
TrueFX (registrati [Link]
tick FX quotes
on)
Alpha Major
Intraday
Vantage currency Free tier [Link]
& Daily
Forex pairs
Bullion / LBMA Daily Gold, Free [Link]
Commodi (London Silver,
Asset Provider / Frequen Access
Coverage URL
Class API cy Type
Bullion
Platinum,
ties Market
Palladium
Association)
Gold,
Quandl Daily &
Silver, Oil, Free &
(NASDAQ Historica [Link]
COMEX Premium
Data Link) l
futures
Commodi
[Link] ties &
Real-tim [Link]
m API (via futures Free/Paid
e investing-com/
RapidAPI) (Gold,
Silver, Oil)
Global
Multi-Ass Real-tim stocks,
Bloomberg
et e forex, [Link]
Terminal/A Paid
(Premium tick-leve commodi professional/solution/api/
PI
) l ties,
sentiment
Real-tim Equities,
Refinitiv
e forex,
(Thomson Paid [Link]
tick-leve bullion,
Reuters)
l ESG data
Bitcoin,
Optional Tick & [Link]
Binance API Ethereum, Free
Crypto Intraday spot/en/
Altcoins
Multiple
CryptoCom Intraday
crypto Free/Paid [Link]
pare & Daily
assets