alphavantage-api-client 2.2.0

Interact with Alphavantage REST API

Alpha Vantage API Client

API Overview

Simple python wrapper around alpha vantage api. This client implements production readiness by storing your api key safely and a consistent data model from the api. You can log your response into splunk or cloud watch to create SRE (site reliability engineering) dashboards to help you improve your stock market searches.

• You can find alpha vantage api here: https://www.alphavantage.co/
• See the alpha vantage api documentation: https://www.alphavantage.co/documentation/
• Get your free api key here: https://www.alphavantage.co/support/#api-key

NOTE: Free API keys have a limit of 5 calls per min and max of 500 calls per day.

Notable Class Information

Base Fields

1. success (true/false) flag into your response. You can log response into splunk or cloudwatch and know when something fails.
2. limit_reached (true/false) flag into your response. You can know the difference between an error and reaching limit. so you can pause processing until you api key is allowed to make more requests.
3. error_message (str) is the response message from the api or this client with details on what went wrong and how to fix it.

GlobalQuote, Quote

1. data (dictionary) contains the information requested.
2. meta_data (dictionary) data describing the data requested.

AccountingReport

1. annualReports (list) contains the annual earnings or income statement data requested.
2. quarterlyReports (list) contains the quarterly earnings or income statement data requested.

CompanyOverview

All data from the company overview api (example: https://www.alphavantage.co/query?function=OVERVIEW&symbol=IBM&apikey=demo) will yield a strongly typed object to include the based fields mentioned above. Please Note some fields in this class have been renamed for clarity and to be more pythonic.

RealGDP

1. name (str)
2. interval (str)
3. unit (str)
4. data (list) GDP data requested

Install from pip

pip install alphavantage_api_client

Sample Usage Specifying Api Key in Client Builder

from alphavantage_api_client import AlphavantageClient

client = AlphavantageClient().with_api_key("[your api key here]")
event = {
   "symbol": "ibm",
   "interval": "5min"
}
global_quote = client.get_global_quote(event)
assert global_quote.success, "Success field is missing or False"
assert not global_quote.limit_reached, "Limit reached is true but not hitting API"
assert global_quote.symbol == event["symbol"], "Symbol from results don't match event"
assert "meta_data" not in global_quote, "Metadata should not be present since it's not in the api"
assert len(global_quote.data) > 0, "Data field is zero or not present"

print(f"Response data {global_quote.json()}")

Sample Usage Specifying Api Key in request event

from alphavantage_api_client import AlphavantageClient

client = AlphavantageClient()
event = {
   "symbol": "ibm",
   "interval": "5min",
   "apikey" : "[your key here]"
}
global_quote = client.get_global_quote(event)
assert global_quote.success, "Success field is missing or False"
assert not global_quote.limit_reached, "Limit reached is true but not hitting API"
assert global_quote.symbol == event["symbol"], "Symbol from results don't match event"
assert "meta_data" not in global_quote, "Metadata should not be present since it's not in the api"
assert len(global_quote.data) > 0, "Data field is zero or not present"

print(f"Response data {global_quote.json()}")

Sample Usage Specifying Api Key in ini file

On mac/linux based machines run the following command BUT use your own API KEY

echo -e "[access]\napi_key=[your key here]" > ~/.alphavantage

Now try the below

from alphavantage_api_client import AlphavantageClient

client = AlphavantageClient()
event = {
   "symbol": "ibm",
   "interval": "5min"
}
global_quote = client.get_global_quote(event)
assert global_quote.success, "Success field is missing or False"
assert not global_quote.limit_reached, "Limit reached is true but not hitting API"
assert global_quote.symbol == event["symbol"], "Symbol from results don't match event"
assert "meta_data" not in global_quote, "Metadata should not be present since it's not in the api"
assert len(global_quote.data) > 0, "Data field is zero or not present"

print(f"Response data {global_quote.json()}")

Sample Usage Specifying API Key in environment variable

On mac/linux based machines run the following command BUT use your own API KEY

export ALPHAVANTAGE_API_KEY=[your key here]

Now try the below

from alphavantage_api_client import AlphavantageClient

client = AlphavantageClient()
event = {
   "symbol": "ibm",
   "interval": "5min"
}
global_quote = client.get_global_quote(event)
assert global_quote.success, "Success field is missing or False"
assert not global_quote.limit_reached, "Limit reached is true but not hitting API"
assert global_quote.symbol == event["symbol"], "Symbol from results don't match event"
assert "meta_data" not in global_quote, "Metadata should not be present since it's not in the api"
assert len(global_quote.data) > 0, "Data field is zero or not present"

print(f"Response data {global_quote.json()}")

Available Data

Stock Price for Today

from alphavantage_api_client import AlphavantageClient

# see section above to specify api key
#
client = AlphavantageClient()
event = {
   "symbol": "ibm",
   "interval": "5min"
}
global_quote = client.get_global_quote(event)
assert global_quote.success, "Success field is missing or False"
assert not global_quote.limit_reached, "Limit reached is true but not hitting API"
assert global_quote.symbol == event["symbol"], "Symbol from results don't match event"
assert "meta_data" not in global_quote, "Metadata should not be present since it's not in the api"
assert len(global_quote.data) > 0, "Data field is zero or not present"

print(f"Response data {global_quote.json()}")

Stock Price over multiple days

from alphavantage_api_client import AlphavantageClient

# see section above to specify api key
#
event = {
   "symbol": "ibm",
   "interval": "5min"
}
client = AlphavantageClient()
intraday_quote = client.get_intraday_quote(event)
assert intraday_quote.success, "Success field is missing or False"
assert not intraday_quote.limit_reached, "Limit reached is true but not hitting API"
assert intraday_quote.symbol == event["symbol"], "Symbol from results don't match event"
assert len(intraday_quote.meta_data) > 0, "Meta Data field is zero or not present"
assert len(intraday_quote.data) > 0, "Time Series (5min) field is zero or not present"
print(f"json data{intraday_quote.json()}")

Company Overview

from alphavantage_api_client import AlphavantageClient

# see section above to specify api key
#
event = {
   "symbol": "IBM"
}
client = AlphavantageClient()
company_overview = client.get_company_overview(event)
assert company_overview.success, "Success field is missing or False"
assert not company_overview.limit_reached, "Limit reached is true but not hitting API"
assert company_overview.symbol == event["symbol"], "Symbol from results don't match event"
assert len(company_overview.ex_dividend_date), "ExDividendDate is missing or empty or None"
assert len(company_overview.analyst_target_price), "analyst_target_price field is missing or empty or None"
print(f"json data{company_overview.json()}")

Get Economic Indicators

from alphavantage_api_client import AlphavantageClient

# see section above to specify api key
#
event = {
   "function": "REAL_GDP"
}
client = AlphavantageClient()
real_gdp = client.get_real_gdp(event)
assert real_gdp.success, "Success field is missing or False"
assert not real_gdp.limit_reached, "Limit reached is true but not hitting API"
assert len(real_gdp.unit), "unit field is missing, empty or None"
assert len(real_gdp.data), "data field is missing, empty or None"
print(f"json data{real_gdp.json()}")

Quote Cryptocurrency

from alphavantage_api_client import AlphavantageClient

# see section above to specify api key
#
event = {
   "symbol": "ETH",
   "function": "CRYPTO_INTRADAY",
   "outputsize": "full"
}
client = AlphavantageClient()
intraday_quote = client.get_crypto_intraday(event)
assert intraday_quote.success, "Success field is missing or False"
assert not intraday_quote.limit_reached, "Limit reached is true but not hitting API"
assert intraday_quote.symbol == event["symbol"], "Symbol from results don't match event"
assert len(intraday_quote.data), "data{} is empty but it should contain properties"
assert len(intraday_quote.meta_data), "meta_data{} is empty but it should contain properties"
print(f"json data{intraday_quote.json()}")

Quote Technical Indicators

from alphavantage_api_client import AlphavantageClient

# see section above to specify api key
#
event = {
   "symbol": "ibm",
   "function": "SMA"
}
client = AlphavantageClient()
quote = client.get_technical_indicator(event)
assert quote.success, "Success field is missing or False"
assert not quote.limit_reached, "Limit reached is true but not hitting API"
assert quote.symbol == event["symbol"], "Symbol from results don't match event"
assert len(quote.meta_data), "Meta Data field is missing, empty or None"
assert len(quote.data), "Technical Analysis: SMA field is missing, empty or None"
print(f"json data{quote.json()}")

Any Other Data Available

See https://www.alphavantage.co/documentation/ The event{} dictionary will contain the url parameters exactly as specified in the documentation. The response will include the based fields and the exact response from the API. This is bypassing the normalization process, but might be useful for you.

from alphavantage_api_client import AlphavantageClient
import json

# see section above to specify api key
#
event = {
    "function": "EMA"
}
client = AlphavantageClient()
results = client.get_data_from_alpha_vantage(event)
assert type(results) is dict, "Results object should be a dictionary"
assert len(results) > 0, "There should be data in the results"

print(f"json data{json.dumps(results)}")

Debugging

We use the built in import logging library in python. Obtaining more information from the client behavior is as simple as adjusting your log levels.

1. logging.INFO - This will get you json log statements (in case you put these into splunk or cloudwatch) that show which method is doing the work, the action, and the value or data is produced (where applicable).

   Example log showing where it found your API key

   {
     "method": "__init__",
     "action": "/home/[your user name]/.alphavantage config file found"
   }
   

   Example log during client.global_quote(...) call. The data property is the raw response from alpha vantage api:

   {
     "method": "get_data_from_alpha_vantage",
     "action": "response_from_alphavantage",
     "status_code": 200,
     "data": "{\n    \"Global Quote\": {\n        \"01. symbol\": \"TSLA\",\n        \"02. open\": \"712.4050\",\n        \"03. high\": \"738.2000\",\n        \"04. low\": \"708.2600\",\n        \"05. price\": \"737.1200\",\n        \"06. volume\": \"31923565\",\n        \"07. latest trading day\": \"2022-06-24\",\n        \"08. previous close\": \"705.2100\",\n        \"09. change\": \"31.9100\",\n        \"10. change percent\": \"4.5249%\"\n    }\n}"
   }
   

   Example log after converting response text into dictionary before returning to client:

   {
     "method": "get_data_from_alpha_vantage",
     "action": "return_value",
     "data": {
       "success": true,
       "limit_reached": false,
       "status_code": 200,
       "Global Quote": {
         "01. symbol": "TSLA",
         "02. open": "712.4050",
         "03. high": "738.2000",
         "04. low": "708.2600",
         "05. price": "737.1200",
         "06. volume": "31923565",
         "07. latest trading day": "2022-06-24",
         "08. previous close": "705.2100",
         "09. change": "31.9100",
         "10. change percent": "4.5249%"
       },
       "symbol": "tsla"
     }
   }
   

2. logging.DEBUG - This will get you all of the log statements from #1 and from the dependant libraries.

   Example:

   INFO:root:{"method": "__init__", "action": "/home/[your username]/.alphavantage config file found"}
   DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): www.alphavantage.co:443
   DEBUG:urllib3.connectionpool:https://www.alphavantage.co:443 "GET /query?symbol=tsla&function=GLOBAL_QUOTE&apikey=YRV1XL63GDIFS42A HTTP/1.1" 200 None
   INFO:root:{"method": "get_data_from_alpha_vantage", "action": "response_from_alphavantage", "status_code": 200, "data": "{\n    \"Global Quote\": {\n        \"01. symbol\": \"TSLA\",\n        \"02. open\": \"712.4050\",\n        \"03. high\": \"738.2000\",\n        \"04. low\": \"708.2600\",\n        \"05. price\": \"737.1200\",\n        \"06. volume\": \"31923565\",\n        \"07. latest trading day\": \"2022-06-24\",\n        \"08. previous close\": \"705.2100\",\n        \"09. change\": \"31.9100\",\n        \"10. change percent\": \"4.5249%\"\n    }\n}"}
   INFO:root:{"method": "get_data_from_alpha_vantage", "action": "return_value", "data": {"success": true, "limit_reached": false, "status_code": 200, "Global Quote": {"01. symbol": "TSLA", "02. open": "712.4050", "03. high": "738.2000", "04. low": "708.2600", "05. price": "737.1200", "06. volume": "31923565", "07. latest trading day": "2022-06-24", "08. previous close": "705.2100", "09. change": "31.9100", "10. change percent": "4.5249%"}, "symbol": "tsla"}}