alpha_vantage package

Submodules

alpha_vantage.alphavantage module

class alpha_vantage.alphavantage.AlphaVantage(key=None, output_format='json', treat_info_as_error=True, indexing_type='date', proxy=None, rapidapi=False)

Bases: object

Base class where the decorators and base function for the other classes of this python wrapper will inherit from.

classmethod _call_api_on_func(func)

Decorator for forming the api call with the arguments of the function, it works by taking the arguments given to the function and building the url to call the api on it

Keyword Arguments:

func – The function to be decorated

_handle_api_call(url)

Handle the return call from the api and return a data and meta_data object. It raises a ValueError on problems

Keyword Arguments:
  • url – The url of the service

  • data_key – The key for getting the data from the jso object

  • meta_data_key – The key for getting the meta data information out

  • object (of the json)

classmethod _output_format(func, override=None)

Decorator in charge of giving the output its right format, either json or pandas

Keyword Arguments:
  • func – The function to be decorated

  • override – Override the internal format of the call, default None

classmethod _output_format_sector(func, override=None)

Decorator in charge of giving the output its right format, either json or pandas (replacing the % for usable floats, range 0-1.0)

Keyword Arguments:
  • func – The function to be decorated

  • override – Override the internal format of the call, default None

Returns:

A decorator for the format sector api call

map_to_matype(matype)

Convert to the alpha vantage math type integer. It returns an integer correspondent to the type of math to apply to a function. It raises ValueError if an integer greater than the supported math types is given.

Keyword Arguments:
  • matype – The math type of the alpha vantage api. It accepts

  • type. (integers or a string representing the math) –

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

set_proxy(proxy=None)

Set a new proxy configuration

Keyword Arguments:
  • proxy – Dictionary mapping protocol or protocol and hostname to

  • proxy. (the URL of the)

alpha_vantage.cryptocurrencies module

class alpha_vantage.cryptocurrencies.CryptoCurrencies(key=None, output_format='json', treat_info_as_error=True, indexing_type='date', proxy=None, rapidapi=False)

Bases: AlphaVantage

This class implements all the crypto currencies api calls

get_crypto_intraday(symbol, market, interval, outputsize='compact')

Returns the intraday time series of the cryptocurrency specified, updated realtime.

Keyword Arguments:
  • symbol – digital/crypto currency of your choice

  • market – exchange market of your choice

  • interval – time interval between two consecutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length intraday times series (default ‘compact’)

get_digital_currency_daily(symbol, market)

Returns the daily historical time series for a digital currency (e.g., BTC) traded on a specific market (e.g., CNY/Chinese Yuan), refreshed daily at midnight (UTC). Prices and volumes are quoted in both the market-specific currency and USD..

Keyword Arguments:
  • symbol – The digital/crypto currency of your choice. It can be any

  • example (market in the market list. For)

  • symbol=BTC.

  • market – The exchange market of your choice. It can be any of the

  • example – market=CNY.

get_digital_currency_exchange_rate(from_currency, to_currency)

Returns the realtime exchange rate for any pair of digital currency (e.g., BTC) or physical currency (e.g., USD). :keyword from_currency: The currency you would like to get the exchange rate :keyword for. It can either be a physical currency or digital/crypto currency.: :keyword For example: from_currency=USD or from_currency=BTC. :keyword to_currency: The destination currency for the exchange rate. :keyword It can either be a physical currency or digital/crypto currency.: :keyword For example: to_currency=USD or to_currency=BTC.

get_digital_currency_monthly(symbol, market)

Returns the monthly historical time series for a digital currency (e.g., BTC) traded on a specific market (e.g., CNY/Chinese Yuan), refreshed daily at midnight (UTC). Prices and volumes are quoted in both the market-specific currency and USD..

Keyword Arguments:
  • symbol – The digital/crypto currency of your choice. It can be any

  • example (market in the market list. For)

  • symbol=BTC.

  • market – The exchange market of your choice. It can be any of the

  • example – market=CNY.

get_digital_currency_weekly(symbol, market)

Returns the weekly historical time series for a digital currency (e.g., BTC) traded on a specific market (e.g., CNY/Chinese Yuan), refreshed daily at midnight (UTC). Prices and volumes are quoted in both the market-specific currency and USD..

Keyword Arguments:
  • symbol – The digital/crypto currency of your choice. It can be any

  • example (market in the market list. For)

  • symbol=BTC.

  • market – The exchange market of your choice. It can be any of the

  • example – market=CNY.

alpha_vantage.foreignexchange module

class alpha_vantage.foreignexchange.ForeignExchange(*args, **kwargs)

Bases: AlphaVantage

Realtime currency exchange rates for physical and digital currencies.

get_currency_exchange_daily(from_symbol, to_symbol, outputsize='compact')

Returns the daily exchange rate for any pair of physical currency (e.g., EUR) or physical currency (e.g., USD).

Keyword Arguments:
  • from_symbol – The currency you would like to get the exchange rate for. For example: from_symbol=EUR or from_symbol=USD.

  • to_symbol – The destination currency for the exchange rate. For example: to_symbol=USD or to_symbol=JPY.

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length daily times series, commonly above 1MB (default ‘compact’)

get_currency_exchange_intraday(from_symbol, to_symbol, interval='15min', outputsize='compact')

Returns the intraday exchange rate for any pair of physical currency (e.g., EUR) or physical currency (e.g., USD).

Keyword Arguments:
  • from_symbol – The currency you would like to get the exchange rate for. For example: from_currency=EUR or from_currency=USD.

  • to_symbol – The destination currency for the exchange rate. For example: to_currency=USD or to_currency=JPY.

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’ (default ‘15min’)

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length intraday times series, commonly above 1MB (default ‘compact’)

get_currency_exchange_monthly(from_symbol, to_symbol, outputsize='compact')

Returns the monthly exchange rate for any pair of physical currency (e.g., EUR) or physical currency (e.g., USD).

Keyword Arguments:
  • from_symbol – The currency you would like to get the exchange rate for. For example: from_symbol=EUR or from_symbol=USD.

  • to_symbol – The destination currency for the exchange rate. For example: to_symbol=USD or to_symbol=JPY.

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’ (default ‘15min’)

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length monthly times series, commonly above 1MB (default ‘compact’)

get_currency_exchange_rate(from_currency, to_currency)

Returns the realtime exchange rate for any pair of physical currency (e.g., EUR) or physical currency (e.g., USD).

Keyword Arguments:
  • from_currency – The currency you would like to get the exchange rate

  • currency. (It can either be a physical currency or digital/crypto)

  • example (For) – from_currency=USD or from_currency=BTC.

  • to_currency – The destination currency for the exchange rate.

  • currency.

  • example – to_currency=USD or to_currency=BTC.

get_currency_exchange_weekly(from_symbol, to_symbol, outputsize='compact')

Returns the weekly exchange rate for any pair of physical currency (e.g., EUR) or physical currency (e.g., USD).

Keyword Arguments:
  • from_symbol – The currency you would like to get the exchange rate for. For example: from_symbol=EUR or from_symbol=USD.

  • to_symbol – The destination currency for the exchange rate. For example: to_symbol=USD or to_symbol=JPY.

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length weekly times series, commonly above 1MB (default ‘compact’)

alpha_vantage.techindicators module

class alpha_vantage.techindicators.TechIndicators(*args, **kwargs)

Bases: AlphaVantage

This class implements all the technical indicator api calls

get_ad(symbol, interval='daily', month=None, entitlement=None)

Return the Chaikin A/D line values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_adosc(symbol, interval='daily', fastperiod=None, slowperiod=None, month=None, entitlement=None)

Return the Chaikin A/D oscillator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’

  • fastperiod – Positive integers are accepted (default=None)

  • slowperiod – Positive integers are accepted (default=None)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_adx(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the average directional movement index values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_adxr(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the average directional movement index rating in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_apo(symbol, interval='daily', series_type='close', fastperiod=None, slowperiod=None, matype=None, month=None, entitlement=None)

Return the absolute price oscillator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘60min)’

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • fastperiod – Positive integers are accepted (default=None)

  • slowperiod – Positive integers are accepted (default=None)

  • matype

    Moving average type. By default, fastmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_aroon(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the aroon values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_aroonosc(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the aroon oscillator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_atr(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the average true range values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_bbands(symbol, interval='daily', time_period=20, series_type='close', nbdevup=None, nbdevdn=None, matype=None, month=None, entitlement=None)

Return the bollinger bands values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – Number of data points used to calculate each BBANDS value. Positive integers are accepted (e.g., time_period=60, time_period=200) (default=20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • nbdevup – The standard deviation multiplier of the upper band. Positive integers are accepted as default (default=2)

  • nbdevdn – The standard deviation multiplier of the lower band. Positive integers are accepted as default (default=2)

  • matype

    Moving average type. By default, matype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_bop(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the balance of power values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_cci(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the commodity channel index values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_cmo(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the Chande momentum oscillator in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_dema(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return double exponential moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_dx(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the directional movement index values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ema(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return exponential moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ht_dcperiod(symbol, interval='daily', series_type='close', month=None, entitlement=None)

Return the Hilbert transform, dominant cycle period in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ht_dcphase(symbol, interval='daily', series_type='close', month=None, entitlement=None)

Return the Hilbert transform, dominant cycle phase in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ht_phasor(symbol, interval='daily', series_type='close', month=None, entitlement=None)

Return the Hilbert transform, phasor components in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ht_sine(symbol, interval='daily', series_type='close', month=None, entitlement=None)

Return the Hilbert transform, sine wave values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types

  • supported (are) – ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ht_trendline(symbol, interval='daily', series_type='close', month=None, entitlement=None)

Return the Hilbert transform, instantaneous trendline values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ht_trendmode(symbol, interval='daily', series_type='close', month=None, entitlement=None)

Return the Hilbert transform, trend vs cycle mode in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_kama(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return Kaufman adaptative moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_macd(symbol, interval='daily', series_type='close', fastperiod=None, slowperiod=None, signalperiod=None, month=None, entitlement=None)

Return the moving average convergence/divergence time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • fastperiod – Positive integers are accepted (default=None)

  • slowperiod – Positive integers are accepted (default=None)

  • signalperiod – Positive integers are accepted (default=None)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_macdext(symbol, interval='daily', series_type='close', fastperiod=None, slowperiod=None, signalperiod=None, fastmatype=None, slowmatype=None, signalmatype=None, month=None, entitlement=None)

Return the moving average convergence/divergence time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • fastperiod – Positive integers are accepted (default=None)

  • slowperiod – Positive integers are accepted (default=None)

  • signalperiod – Positive integers are accepted (default=None)

  • fastmatype – Moving average type for the faster moving average. By default, fastmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

  • slowmatype – Moving average type for the slower moving average. By default, slowmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

  • signalmatype

    Moving average type for the signal moving average. By default, signalmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_mama(symbol, interval='daily', series_type='close', fastlimit=None, slowlimit=None, month=None, entitlement=None)

Return MESA adaptative moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • fastlimit – Positive floats for the fast limit are accepted (default=None)

  • slowlimit – Positive floats for the slow limit are accepted (default=None)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_mfi(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the money flow index values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_midpoint(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the midpoint values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_midprice(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the midprice values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_minus_di(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the minus directional indicator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_minus_dm(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the minus directional movement values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_mom(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the momentum values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_natr(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the normalized average true range values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_obv(symbol, interval='daily', month=None, entitlement=None)

Return the on balance volume values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_plus_di(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the plus directional indicator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_plus_dm(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the plus directional movement values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ppo(symbol, interval='daily', series_type='close', fastperiod=None, slowperiod=None, matype=None, month=None, entitlement=None)

Return the percentage price oscillator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • fastperiod – Positive integers are accepted (default=None)

  • slowperiod – Positive integers are accepted (default=None)

  • matype

    Moving average type. By default, fastmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_roc(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the rate of change values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_rocr(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the rate of change ratio values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_rsi(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the relative strength index time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_sar(symbol, interval='daily', acceleration=None, maximum=None, month=None, entitlement=None)

Return the midprice values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • acceleration – The acceleration factor. Positive floats are accepted ( default 0.01)

  • maximum – The acceleration factor maximum value. Positive floats are accepted (default 0.20 )

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_sma(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return simple moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_stoch(symbol, interval='daily', fastkperiod=None, slowkperiod=None, slowdperiod=None, slowkmatype=None, slowdmatype=None, month=None, entitlement=None)

Return the stochatic oscillator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • fastkperiod – The time period of the fastk moving average. Positive integers are accepted (default=None)

  • slowkperiod – The time period of the slowk moving average. Positive integers are accepted (default=None)

  • slowdperiod – The time period of the slowd moving average. Positive integers are accepted (default=None)

  • slowkmatype – Moving average type for the slowk moving average. By default, fastmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

  • slowdmatype

    Moving average type for the slowd moving average. By default, slowmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_stochf(symbol, interval='daily', fastkperiod=None, fastdperiod=None, fastdmatype=None, month=None, entitlement=None)

Return the stochatic oscillator values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • fastkperiod – The time period of the fastk moving average. Positive integers are accepted (default=None)

  • fastdperiod – The time period of the fastd moving average. Positive integers are accepted (default=None)

  • fastdmatype

    Moving average type for the fastdmatype moving average. By default, fastmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_stochrsi(symbol, interval='daily', time_period=20, series_type='close', fastkperiod=None, fastdperiod=None, fastdmatype=None, month=None, entitlement=None)

Return the stochatic relative strength index in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • fastkperiod – The time period of the fastk moving average. Positive integers are accepted (default=None)

  • fastdperiod – The time period of the fastd moving average. Positive integers are accepted (default=None)

  • fastdmatype

    Moving average type for the fastdmatype moving average. By default, fastmatype=0. Integers 0 - 8 are accepted (check down the mappings) or the string containing the math type can also be used.

    • 0 = Simple Moving Average (SMA),

    • 1 = Exponential Moving Average (EMA),

    • 2 = Weighted Moving Average (WMA),

    • 3 = Double Exponential Moving Average (DEMA),

    • 4 = Triple Exponential Moving Average (TEMA),

    • 5 = Triangular Moving Average (TRIMA),

    • 6 = T3 Moving Average,

    • 7 = Kaufman Adaptive Moving Average (KAMA),

    • 8 = MESA Adaptive Moving Average (MAMA)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_t3(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return triple exponential moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_tema(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return triple exponential moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_trange(symbol, interval='daily', month=None, entitlement=None)

Return the true range values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_trima(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return triangular moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_trix(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return the1-day rate of change of a triple smooth exponential moving average in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_ultosc(symbol, interval='daily', timeperiod1=None, timeperiod2=None, timeperiod3=None, month=None, entitlement=None)

Return the ultimate oscillaror values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • timeperiod1 – The first time period indicator. Positive integers are accepted. By default, timeperiod1=7

  • timeperiod2 – The first time period indicator. Positive integers are accepted. By default, timeperiod2=14

  • timeperiod3 – The first time period indicator. Positive integers are accepted. By default, timeperiod3=28

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_vwap(symbol, interval='5min', month=None, entitlement=None)

Returns the volume weighted average price (VWAP) for intraday time series.

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’ (default 5min)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_willr(symbol, interval='daily', time_period=20, month=None, entitlement=None)

Return the Williams’ %R (WILLR) values in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_wma(symbol, interval='daily', time_period=20, series_type='close', month=None, entitlement=None)

Return weighted moving average time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’, ‘daily’, ‘weekly’, ‘monthly’ (default ‘daily’)

  • time_period – How many data points to average (default 20)

  • series_type – The desired price type in the time series. Four types are supported: ‘close’, ‘open’, ‘high’, ‘low’ (default ‘close’)

  • month – ONLY applicable to intraday intervals. By default, not set and the technical indicator values will be calculated based on the most recent 30 days of intraday data.

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

alpha_vantage.timeseries module

class alpha_vantage.timeseries.TimeSeries(key=None, output_format='json', treat_info_as_error=True, indexing_type='date', proxy=None, rapidapi=False)

Bases: AlphaVantage

This class implements all the api calls to times series

get_daily(symbol, outputsize='compact')

Return daily time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length daily times series, commonly above 1MB (default ‘compact’)

get_daily_adjusted(symbol, outputsize='compact', entitlement=None)

Return daily adjusted (date, daily open, daily high, daily low, daily close, daily split/dividend-adjusted close, daily volume) time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length daily times series, commonly above 1MB (default ‘compact’)

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_intraday(symbol: str, interval: str = '15min', outputsize: str = 'compact', month: str = None, extended_hours: str = 'true', adjusted: str = 'true', entitlement=None)

Return intraday time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • interval – time interval between two conscutive values, supported values are ‘1min’, ‘5min’, ‘15min’, ‘30min’, ‘60min’ (default ‘15min’)

  • outputsize – The size of the call, supported values are ‘compact’ and ‘full; the first returns the last 100 points in the data series, and ‘full’ returns the full-length intraday times series, commonly above 1MB (default ‘compact’)

  • month – If not None, specify a year and month to get data, supported format is YYYY-MM. For example “2009-01” (default None)

  • extended_hours – By default, extended_hours=true and the output time series will include both the regular trading hours and the extended trading hours (4:00am to 8:00pm Eastern Time for the US market). Set extended_hours=false to query regular trading hours (9:30am to 4:00pm US Eastern Time) only. (default ‘true’)

  • adjusted – By default, adjusted=true and the output time series is adjusted by historical split and dividend events. Set adjusted=false to query raw (as-traded) intraday values. (default ‘true’)

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

get_market_status()

Return current market status (open vs. closed) of major trading venues. It raises ValueError when problems arise

get_monthly(symbol)

Return monthly time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:

symbol – the symbol for the equity we want to get its data

get_monthly_adjusted(symbol)

Return monthly time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:

symbol – the symbol for the equity we want to get its data

get_quote_endpoint(symbol, entitlement=None)
Return the latest price and volume information for a

security of your choice

Keyword Arguments:
  • symbol – the symbol for the equity we want to get its data

  • entitlement – Supported values are ‘realtime’ for realtime US stock market data or ‘delayed’ for 15-minute delayed US stock market data

Return best matching symbols and market information based on keywords. It raises ValueError when problems arise

Keyword Arguments:

keywords – the keywords to query on

get_weekly(symbol)

Return weekly time series in two json objects as data and meta_data. It raises ValueError when problems arise

Keyword Arguments:

symbol – the symbol for the equity we want to get its data

get_weekly_adjusted(symbol)

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 equity specified, covering up to 20 years of historical data. :keyword symbol: the symbol for the equity we want to get its data

Module contents