| Title: | Lightweight Interface to the Alpha Vantage API |
|---|---|
| Description: | Alpha Vantage has free historical financial information. All you need to do is get a free API key at <https://www.alphavantage.co>. Then you can use the R interface to retrieve free equity information. Refer to the Alpha Vantage website for more information. |
| Authors: | Matt Dancho [aut, cre], Davis Vaughan [aut] |
| Maintainer: | Matt Dancho <[email protected]> |
| License: | GPL (>= 3) |
| Version: | 0.1.3 |
| Built: | 2024-11-20 03:35:28 UTC |
| Source: | https://github.com/business-science/alphavantager |
A lightweight R interface to the Alpha Vantage API
The alphavantager package provides a lightweight interface to the
Alpha Vantage API. Alpha Vantage is a free source for financial data
that in many cases is more accurate than Yahoo Finance and Google Finance.
Get a free API KEY at https://www.alphavantage.co. Then use the R interface
functions av_api_key("YOUR_KEY") to set the API key and the av_get()
function to get financial data.
Set the Alpha Vantage API Key
av_api_key(api_key)av_api_key(api_key)
api_key |
A character string with your Alpha Vantage API Key. |
The Alpha Vantage API key must be set prior to using av_get(). You can obtain
an API key at the Alpha Vantage Website.
Invisibly returns API key once set. Use print method to view.
## Not run: av_api_key("YOUR_API_KEY") av_get(symbol = "MSFT", av_fun = "TIME_SERIES_INTRADAY", interval = "15min", outputsize = "full") ## End(Not run)## Not run: av_api_key("YOUR_API_KEY") av_get(symbol = "MSFT", av_fun = "TIME_SERIES_INTRADAY", interval = "15min", outputsize = "full") ## End(Not run)
Get financial data from the Alpha Vantage API
av_get(symbol, av_fun, ...)av_get(symbol, av_fun, ...)
symbol |
A character string of an appropriate stock or fund. See parameter "symbol" in Alpha Vantage API documentation. |
av_fun |
A character string matching an appropriate Alpha Vantage "function". See parameter "function" in Alpha Vantage API documentation. |
... |
Additional parameters passed to the Alpha Vantage API. For a list of parameters, visit the Alpha Vantage API documentation. |
The av_fun argument replaces the API parameter “function” because function is a reserved name in R. All other arguments match the Alpha Vantage API parameters.
There is no need to specify the apikey parameter as an argument to av_get(). The required method is to set the API key using av_api_key("YOUR_API_KEY").
There is no need to specify the datatype parameter as an argument to av_get(). The function will return a tibble data frame.
Some data sets only return 100 rows by default. Change the parameter outputsize = "full" to get the full dataset.
Get more than one symbol. The Alpha Vantage API is setup to return one symbol
per API call. Use the tidyquant::tq_get() API to get multiple symbols.
ForEx "FROM/TO" symbol details. FOREX symbols in the av_get() function are
supplied in "FROM/TO" format, which are then parsed in the Alpha Vantage API
into from_currency and to_currency API parameters. Usage example:
av_get(symbol = "EUR/USD", av_fun = "FX_DAILY")
Returns a tibble of financial data
## Not run: # SETUP API KEY av_api_key("YOUR_API_KEY") # ---- 1.0 STOCK TIME SERIES ---- # 1.1 TIME SERIES INTRADAY av_get("MSFT", av_fun = "TIME_SERIES_INTRADAY", interval = "5min", outputsize = "full") # 1.2 TIME SERIES DAILY ADJUSTED av_get("MSFT", av_fun = "TIME_SERIES_DAILY_ADJUSTED", outputsize = "full") # 1.3 QUOTE ENDPOINTS av_get("MSFT", av_fun = "GLOBAL_QUOTE") # ---- 2.0 FOREX ---- # 2.1 CURRENCY EXCHANGE RATES av_get("EUR/USD", av_fun = "CURRENCY_EXCHANGE_RATE") # 2.2 FX INTRADAY av_get("EUR/USD", av_fun = "FX_INTRADAY", interval = "5min", outputsize = "full") # 2.3. FX DAILY av_get("EUR/USD", av_fun = "FX_DAILY", outputsize = "full") # ---- 3.0 TECHNICAL INDICATORS ---- # 3.1 SMA av_get("MSFT", av_fun = "SMA", interval = "weekly", time_period = 10, series_type = "open") # ---- 4.0 SECTOR PERFORMANCE ---- # 4.1 Sector Performance av_get(av_fun = "SECTOR") ## End(Not run)## Not run: # SETUP API KEY av_api_key("YOUR_API_KEY") # ---- 1.0 STOCK TIME SERIES ---- # 1.1 TIME SERIES INTRADAY av_get("MSFT", av_fun = "TIME_SERIES_INTRADAY", interval = "5min", outputsize = "full") # 1.2 TIME SERIES DAILY ADJUSTED av_get("MSFT", av_fun = "TIME_SERIES_DAILY_ADJUSTED", outputsize = "full") # 1.3 QUOTE ENDPOINTS av_get("MSFT", av_fun = "GLOBAL_QUOTE") # ---- 2.0 FOREX ---- # 2.1 CURRENCY EXCHANGE RATES av_get("EUR/USD", av_fun = "CURRENCY_EXCHANGE_RATE") # 2.2 FX INTRADAY av_get("EUR/USD", av_fun = "FX_INTRADAY", interval = "5min", outputsize = "full") # 2.3. FX DAILY av_get("EUR/USD", av_fun = "FX_DAILY", outputsize = "full") # ---- 3.0 TECHNICAL INDICATORS ---- # 3.1 SMA av_get("MSFT", av_fun = "SMA", interval = "weekly", time_period = 10, series_type = "open") # ---- 4.0 SECTOR PERFORMANCE ---- # 4.1 Sector Performance av_get(av_fun = "SECTOR") ## End(Not run)