alpyvantage

An alternative python backend to the Alpha Vantage API

alpyvantage provides a python backend to the Alpha Vantage API. Alpha Vantage provides access to a wide range of financial data and time series. Details can be found in the official API documentation. You can get a free API key here.

Installation

Installing the repository version is as simple as typing

pip install alpyvantage

in your terminal or Anaconda Prompt.

Documentation

API calls are straightforward. Either use the build-in functions such as time_series_intraday, time_series_weekly, etc.:

import alpyvantage as av

api = av.API(<your_api_key>)

data, meta_data = api.time_series_intraday('DAX', interval='1min', month='2015-01')

print(data) # its a pandas.DataFrame

Or use the function keyword from the official API documentation and provide the parameters as keyword arguments:

data, meta_data = api('TIME_SERIES_INTRADAY', symbol='DAX', interval='1min', month='2015-01')

A detailed documentation of the individual functions can be found here.

Issues and contributions

Please use the issues for questions or if you think anything doesn’t do what it is supposed to do. Pull requests are welcome, please include some documentation.

Functions

class alpyvantage.API(api_key, to_pandas=True, outputsize='full')

Base class storing the API key and some options

Parameters:

• api_key (string) – the API key as a string

• to_pandas (bool, optional) – whether to return time series as pandas.DataFrame, True by default

• outputsize (bool, optional) – return full output by default for any call

time_series_intraday(symbol, interval='1min', **kwargs)

API call to TIME_SERIES_INTRADAY

Parameters:

• symbol (string) – the ticker symbol

• interval (string, optional) – data frequency, defaults to ‘1min’. See the original Alpha Vantage documentation (https://www.alphavantage.co/documentation/) for options.

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict or pandas.DataFrame) – the requested data

• meta_data (None or dict) – the meta data if data is a DataFrame

time_series_daily(symbol, **kwargs)

API call to TIME_SERIES_DAILY

Parameters:

• symbol (string) – the ticker symbol

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict or pandas.DataFrame) – the requested data

• meta_data (None or dict) – the meta data if data is a DataFrame

time_series_daily_adjusted(symbol, **kwargs)

API call to TIME_SERIES_DAILY_ADJUSTED

Parameters:

• symbol (string) – the ticker symbol

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict or pandas.DataFrame) – the requested data

• meta_data (None or dict) – the meta data if data is a DataFrame

time_series_weekly(symbol, **kwargs)

API call to TIME_SERIES_WEEKLY

Parameters:

• symbol (string) – the ticker symbol

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict or pandas.DataFrame) – the requested data

• meta_data (None or dict) – the meta data if data is a DataFrame

time_series_weekly_adjusted(symbol, **kwargs)

API call to TIME_SERIES_WEEKLY_ADJUSTED

Parameters:

• symbol (string) – the ticker symbol

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict or pandas.DataFrame) – the requested data

• meta_data (None or dict) – the meta data if data is a DataFrame

time_series_monthly(symbol, **kwargs)

API call to TIME_SERIES_MONTHLY

Parameters:

• symbol (string) – the ticker symbol

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict or pandas.DataFrame) – the requested data

• meta_data (None or dict) – the meta data if data is a DataFrame

time_series_monthly_adjusted(symbol, **kwargs)

API call to TIME_SERIES_MONTHLY_ADJUSTED

Parameters:

• symbol (string) – the ticker symbol

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict or pandas.DataFrame) – the requested data

• meta_data (None or dict) – the meta data if data is a DataFrame

quote_endpoint(symbol, **kwargs)

API call to GLOBAL_QUOTE

Parameters:

• symbol (string) – the ticker symbol

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict) – the requested data

• meta_data (None) – placeholder for consistency

ticker_search(keywords, **kwargs)

API call to SYMBOL_SEARCH

Parameters:

• keywords (string) – the ticker keyword(s)

• kwargs (dict) – any other optional keyword(s)

Returns:

• data (dict) – the requested data

• meta_data (None) – placeholder for consistency

global_market_status()

API call to MARKET_STATUS

Returns:

• data (dict) – the requested data

• meta_data (None) – placeholder for consistency

exception alpyvantage.AlphaVantageError