AVAPI

Get data from Alpha Vantage into python.

Authors:

• Ole Olaussen: ole.olaussen@ekkobit.com
• Xuan Ling: xuan.ling@ekkobit.com

Documentation

For more complete documentation, please go to ReadTheDocs.

There are other python wrappers for the alpha vantage API, such as alphavantage, alpha-vantage-downloader, alpha_vantage and alphavantage-wrapper. They all have in common that they have different functions for each of the data types that Alpha Vantage offers. This may be less practical when downloading multiple data types at multiple resolutions in one session. Avapi has a single function that can download any data type from Alpha Vantage: avapi.get_data() takes **kwargs as input and outputs a dictionary, unless datatype="csv" is given, in which case a csv file is saved. If the data type is time series, avapi.to_df() converts it to a Pandas data frame. The intention is a simple and flexible way to get data from Alpha Vantage into python.

Installation

pip install avapi

Before use

Follow instructions on the Alpha vantage website to get a free API-key. The docs provide all necessary info for à la carte downloading of historical data and indicators. Please checkout Alpha Vantage support and read through the Frequently Asked Questions.

Examples

The "demo" api-key only works for these specific examples. If you modify the code you also need to provide your own api-key.

Single download

import avapi as aa
import pandas as pd

data = aa.get_data(function='VWAP', symbol='MSFT',
                   interval='15min', apikey='demo')

df = aa.to_df(data)
df.head()

Multiple files download

There are limits for free accounts: up to 5 API requests per minute and 500 requests per day. In loops, if you don't incorporate time.sleep(), you might get errors.

import avapi as aa
import pandas as pd
from time import sleep

data_path = 'data/'

data_calls = [

{
 'function': 'TIME_SERIES_DAILY',
 'symbol': 'MSFT',
 'apikey': 'demo',
 'datatype': 'csv',
},
{
 'function':'TIME_SERIES_INTRADAY',
 'symbol': 'MSFT',
 'interval': '5min',
 'apikey': 'demo',
 'datatype': 'csv',

}
]


for call in data_calls:
    save_to = data_path + call['function'] + '_' + call['symbol'] + '.csv'
    data = aa.get_data(save_to=save_to, **call)
    sleep(15)

Unexpected results

If you get unexpected results, you may check the latest, original response from the Alpha Vantage server in the following way:

response = aa.response()
print(response)

Contribute

• Issue Tracker: https://github.com/ekkobit/avapi/issues
• Source Code: https://github.com/ekkobit/avapi
• Documentation: https://avapi.readthedocs.io