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Python module for loading time series data.

Project description

Python module for downloading time series data

This repository gets data from the Alpha Vantage API: https://www.alphavantage.co/. You need an API key in order to use the utilities in this repo.

You can retrieve price data from many stocks traded in stock markets.

Load Data

To use this module, you will need to have your own Alpha Vantage API key.

from loaders import loader

data_loader = loader.TimeSeriesLoader(symbol="AAPL", interval=1)

df = data_loader.ts_intraday()

df_ext = data_loader.ts_intraday_extended(interval='5min&slice=year1month5')

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