Local real-time weather (no cloud connect)


I like to add a weather sensor to my HA to have realtime (and historical) weather info.
My thoughts is to have just a sensor (.t.ex. https://www.conrad.com/p/eurochron-ec-3802394-multi-sensor-1901197) and just connect to it with an API.

The reason I still have not bought anything, is I have not found sensors with an API.
I refuse to but anything that must connect to the cloud and then I have to ask/buy back my own data.

Then again … I can’t be the only one thinking like that. Does anyone solved it ??