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Others mentioned county data. If you can get that, you can build something like I did for DC -- https://colab.research.google.com/drive/1Kep_9j_PN_SxX85PYHE...

In the US at least, your county should have an assessor that's responsible for tracking property values for tax purposes. How accessible the data is probably going to vary from county to county, and there's no common API for that, but it's a start.

Not sure, maybe check on reddit in one of the real estate subs.