av_get: Get financial data from the Alpha Vantage API

Description

Get financial data from the Alpha Vantage API

Usage

av_get(symbol, av_fun, ...)

Value

Returns a tibble of financial data

Arguments

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.

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 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")

Examples

Run this code

if (FALSE) {

# 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")
}