av_get_pf: Get financial data from the Alpha Vantage API

Description

Interface to alphavantage API.

Usage

av_get_pf(
  symbol,
  av_fun,
  symbolvarnm = "symbol",
  dfonerror = TRUE,
  melted = "default",
  verbose = FALSE,
  ...
)

Value

Returns a data.table with results dependent on the function called. Mixed data is returned as a melted data.table, possibly with nested data.frames. Time series are returned as data.tables.

Arguments

symbol: A character string of an appropriate stock, fund, or currency 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.
symbolvarnm: (default: symbol) Variable name which has the symbol requested. Set to a blank string if not wanted.
dfonerror: (default: TRUE) Return an empty data.table when any error occurs
melted: (default: "default") String specifying when to melt, "default" is chosen by the package, "TRUE|always" always melt, "FALSE|never" never melts
verbose: (default: FALSE) Print debug information helpful for errors. Also copies full url to clipboard.
...: Additional parameters or overrides passed to the Alpha Vantage API. For a list of parameters, visit the Alpha Vantage API documentation.

Details

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, datatype, outputsize or entitlement parameters as arguments to av_get_pf(). Before using, you must set the API key using av_api_key("YOUR_API_KEY"). outputsize defaults to "full" unless overridden with "compact in ...."

Required parameters other than symbol must be passed as named arguments via ....

Optional parameters have defaults which can be obtained by calling av_funhelp() and overridden via ....

There is no need to specify the datatype parameter as an argument to av_get_pf(). The function will return a data.table.

ForEx "FROM/TO" symbol details. FOREX symbols in the av_get_pf() 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_pf("USD/BRL", "FX_DAILY")

Examples

Run this code

if (FALSE) {
av_api_key("YOUR_API_KEY")
av_api_key("YOUR_API_KEY","delayed") # if you have such access

# example code

# ---- 1.0 SINGLE NAME EQUITY SUMMARY INFORMATION AND SEARCH ----

av_get_pf("IBM","OVERVIEW") |> str()

av_get_pf("EWZ","ETF_PROFILE")
av_get_pf("EWZ","ETF_PROFILE") |> av_extract_df("holdings")

av_get_pf("","SYMBOL_SEARCH",keywords="COMMERCE")

# ---- 2.0 MARKET QUOTES  ----

av_get_pf("IBM","GLOBAL_QUOTE")

av_get_pf("USD/BRL","CURRENCY_EXCHANGE_RATE") |> av_extract_fx()

av_get_pf(c("ORCL","IBM","EWZ","ARGT"),"REALTIME_BULK_QUOTES",melt=FALSE)
# Note you need advanced permissioning for REALTIME_BULK_QUOTES

# ---- 3.0 SINGLE NAME HISTORICAL DATA  ----

av_get_pf("IBM","TIME_SERIES_DAILY")

av_get_pf("IBM","TIME_SERIES_INTRADAY")

# ---- 4.0 MARKET PRICING DATA  ----

av_get_pf("","MARKET_STATUS")  |> av_extract_df()

av_get_pf("","TOP_GAINERS_LOSERS") |> av_extract_df("top_losers")

av_get_pf("","TREASURY_YIELD",maturity='7year')

 # ---- 4.0 SINGLE NAME NON-PRICING DATA  ----

av_get_pf("IBM","DIVIDENDS")

av_get_pf("IBM","EARNINGS")  |> av_extract_df("quarter",melt=TRUE)

av_get_pf("IBM","NEWS_SENTIMENT") |> av_extract_df("feed")

av_get_pf("IBM","EARNINGS_CALL_TRANSCRIPT",quarter="2024Q3")  |> av_extract_df("transcript")
 # Note that quarter is a required parameter, not specifying will throw an error

 # ---- 5.0 SINGLE NAME OPTION PRICING DATA  ----

av_get_pf("IBM","HISTORICAL_OPTIONS") |> av_grep_opts("F,M,put",mindays=2)

# ---- 6.0 TECHNICAL INDICATORS  ----

av_funhelp("SMA")  # Shows parameters and defaults chosen by this package.
av_get_pf("IBM","SMA",time_period=20)

# ---- 7.0 WINDOW ANALYTICS  ----

av_get_pf(c("ORCL","IBM","EWZ","ARGT"),"ANALYTICS_FIXED_WINDOW",verbose=TRUE) |>
            av_extract_analytics(separate_vars=TRUE)
}