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What data sources does Qlib support? How can I access and use this data?

2025-08-28 1.9 K

Data sources

  • Get data from Yahoo Finance by default
  • Supports users to import their own data

Data acquisition methods

Use the following command to download sample data (China market).
python scripts/get_data.py qlib_data --target_dir ~/.qlib/qlib_data/cn_data --region cn

Data use

After initializing Qlib, data can be accessed as follows.
qlib.init(provider_uri="~/.qlib/qlib_data/cn_data")
data = D.features(instruments, ["$close", "$volume"], start_time="2023-01-01", end_time="2025-03-25")

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