Historical Brokers
What is it?
A historical broker provides OHLCV data from an external API at the lowest level. Each HistoricalBroker instance converts the actual data provider's format into the expected format for the rest of the code - a list of MarketDataEvent instances. Each broker corresponds to a separate data provider - for example, the Yfinance broker derives data from exclusively Yahoo Finance.
Each historical broker has a corresponding config, which allows for unique parameters to be passed to each broker instance.
See broker reference.
Yfinance
The Yfinance broker allows for access to historical data without the necessity of an API key. However, Yfinance has its limitations; data may be sparse (as in, it may occasionally skip bars), strict data and rate limits are enforced, and not all symbols are supported (nor give accurate data).