Alpha Vantage v0.1.0 AlphaVantage.StockTimeSeries View Source

A set of functions for fetching realtime and historical global equity data from Alpha Vantage in 4 different temporal resolutions: (1) daily, (2) weekly, (3) monthly, and (4) intraday. Daily, weekly, and monthly time series contain 20+ years of historical data.

Link to this section Summary

Functions

Returns daily time series (date, daily open, daily high, daily low, daily close, daily volume) of the global equity specified, covering 20+ years of historical data. The most recent data point is the prices and volume information of the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#daily for more detail.

Returns daily time series (date, daily open, daily high, daily low, daily close, daily volume, daily adjusted close, and split/dividend events) of the global equity specified, covering 20+ years of historical data. The most recent data point is the prices and volume information of the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#dailyadj for more detail.

Returns intraday time series (timestamp, open, high, low, close, volume) of the equity specified. Please reference https://www.alphavantage.co/documentation/#intraday for more detail.

Returns monthly time series (last trading day of each month, monthly open, monthly high, monthly low, monthly close, monthly volume) of the global equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the month (or partial month) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#monthly for more detail.

Returns monthly adjusted time series (last trading day of each month, monthly open, monthly high, monthly low, monthly close, monthly adjusted close, monthly volume, monthly dividend) of the equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the month (or partial month) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#monthlyadj for more detail.

Returns the latest price and volume information for a security of your choice. Please reference https://www.alphavantage.co/documentation/#latestprice for more detail.

Returns the best-matching symbols and market information based on keywords of your choice. The search results also contain match scores that provide you with the full flexibility to develop your own search and filtering logic. Please reference https://www.alphavantage.co/documentation/#symbolsearch for more detail.

Returns weekly time series (last trading day of each week, weekly open, weekly high, weekly low, weekly close, weekly volume) of the global equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the week (or partial week) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#weekly for more detail.

Returns weekly adjusted time series (last trading day of each week, weekly open, weekly high, weekly low, weekly close, weekly adjusted close, weekly volume, weekly dividend) of the global equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the week (or partial week) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#weeklyadj for more detail.

Link to this section Functions

Link to this function

daily(symbol, opts \\ [])

View Source
daily(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns daily time series (date, daily open, daily high, daily low, daily close, daily volume) of the global equity specified, covering 20+ years of historical data. The most recent data point is the prices and volume information of the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#daily for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

Optional (accepted as a keyword list)

  • :output_size

    By default, outputsize: "compact". Strings compact and full are accepted with the following specifications: "compact" returns only the latest 100 data points in the intraday time series; "full" returns the full-length intraday time series. The "compact" option is recommended if you would like to reduce the data size of each API call.

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

daily_adjusted(symbol, opts \\ [])

View Source
daily_adjusted(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns daily time series (date, daily open, daily high, daily low, daily close, daily volume, daily adjusted close, and split/dividend events) of the global equity specified, covering 20+ years of historical data. The most recent data point is the prices and volume information of the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#dailyadj for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

Optional (accepted as a keyword list)

  • :output_size

    By default, outputsize: "compact". Strings compact and full are accepted with the following specifications: "compact" returns only the latest 100 data points in the intraday time series; "full" returns the full-length intraday time series. The "compact" option is recommended if you would like to reduce the data size of each API call.

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

intraday(symbol, interval, opts \\ [])

View Source
intraday(String.t(), String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns intraday time series (timestamp, open, high, low, close, volume) of the equity specified. Please reference https://www.alphavantage.co/documentation/#intraday for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

  • :interval

    Time interval between two consecutive data points in the time series. The following values are supported and accepted as strings: "1min", "5min", "15min", "30min", "60min", "daily", "weekly", "monthly"

Optional (accepted as a keyword list)

  • :output_size

    By default, outputsize: "compact". Strings compact and full are accepted with the following specifications: "compact" returns only the latest 100 data points in the intraday time series; "full" returns the full-length intraday time series. The "compact" option is recommended if you would like to reduce the data size of each API call.

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

monthly(symbol, opts \\ [])

View Source
monthly(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns monthly time series (last trading day of each month, monthly open, monthly high, monthly low, monthly close, monthly volume) of the global equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the month (or partial month) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#monthly for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

Optional (accepted as a keyword list)

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

monthly_adjusted(symbol, opts \\ [])

View Source
monthly_adjusted(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns monthly adjusted time series (last trading day of each month, monthly open, monthly high, monthly low, monthly close, monthly adjusted close, monthly volume, monthly dividend) of the equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the month (or partial month) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#monthlyadj for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

Optional (accepted as a keyword list)

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

quote(symbol, opts \\ [])

View Source
quote(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns the latest price and volume information for a security of your choice. Please reference https://www.alphavantage.co/documentation/#latestprice for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

Optional (accepted as a keyword list)

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

search(keywords, opts \\ [])

View Source
search(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns the best-matching symbols and market information based on keywords of your choice. The search results also contain match scores that provide you with the full flexibility to develop your own search and filtering logic. Please reference https://www.alphavantage.co/documentation/#symbolsearch for more detail.

Parameters

Required

  • :keywords

    A text string of your choice. For example: keywords="microsoft"

Optional (accepted as a keyword list)

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

weekly(symbol, opts \\ [])

View Source
weekly(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns weekly time series (last trading day of each week, weekly open, weekly high, weekly low, weekly close, weekly volume) of the global equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the week (or partial week) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#weekly for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

Optional (accepted as a keyword list)

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.

Link to this function

weekly_adjusted(symbol, opts \\ [])

View Source
weekly_adjusted(String.t(), list()) ::
  {:atom, map()} | {:atom, list()} | {:atom, String.t()}

Returns weekly adjusted time series (last trading day of each week, weekly open, weekly high, weekly low, weekly close, weekly adjusted close, weekly volume, weekly dividend) of the global equity specified, covering 20+ years of historical data. The latest data point is the prices and volume information for the week (or partial week) that contains the current trading day, updated realtime. Please reference https://www.alphavantage.co/documentation/#weeklyadj for more detail.

Parameters

Required

  • :symbol

    The name of the security of your choice, provided as a string. For example: "MSFT"

Optional (accepted as a keyword list)

  • :datatype

    By default, datatype: "map". Strings "map", lists, "json", and "csv" are accepted with the following specifications:

    • "map" returns a map;
    • "lists" returns a list of lists;
    • "json" returns JSON format;
    • "csv" returns a CSV (comma separated value) file.

    *Please note that "map" and "lists" will both return unsorted.