Using Financial Data APIs: A Guide to Collection & Integration
summary
Step-by-step demo that clones a GitHub repo, runs a Dockerized Jupyter notebook and uses Python/pandas to call five real APIs (openFigi, permID, Alpha Vantage, Financial Modeling Prep and GLEIF) to assemble a unified reference + market + fundamentals table for five tickers (AAPL, MSFT, GOOGL, AMZN, NVDA). The pipeline fetches ~100 days of prices per ticker (≈500 rows), pulls FIGI/PermID/LEI mappings, and ends with a 23‑column merged dataset; free tiers work but have coverage and rate limits.
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chapters (10)
- 0:00Introduction
- 10:40Environment setup
- 22:00Financial data APIs
- 27:04Collecting reference data
- 33:54FIGI identifiers
- 42:10Perm ID and legal entities
- 56:07Alpha Vantage market data
- 1:01:23Fundamental data from FMP
- 1:13:42Integrating datasets
- 1:14:26Q&A
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