A lightweight R interface to the Alpha Vantage API
Alpha Vantage is a free service that enables users to get real-time and historical financial data. New users will need to visit Alpha Vantage and obtain an API key.
The alphavantager
package provides a convenient and lightweight
interface to the Alpha Vantage API.
To get started, install the package from CRAN or from GitHub:
install.packages("alphavantager")
# Or
devtools::install_github("business-science/alphavantager")
Load the package.
library(alphavantager)
Set your API key (get one from Alpha Vantage if you don’t already have one… it’s free).
av_api_key("YOUR_API_KEY")
print(av_api_key())
#> [1] "YOUR_API_KEY"
Now, you’re ready to get financial data via av_get()
, which accepts
the same1 arguments as the API
Documentation parameters.
The function is setup with two primary arguments, symbol
and av_fun
,
which accepts an equity and one of the API “function” parameters. You
can pass additional API parameters via the ...
.
# Function is streamlined and user adds additional parameters via ...
args(av_get)
#> function (symbol, av_fun, ...)
#> NULL
Here are a few examples of retrieving real-time and historical financial data!
av_get(symbol = "MSFT",
av_fun = "TIME_SERIES_INTRADAY",
interval = "15min",
outputsize = "full")
# REAL-TIME QUOTE
av_get("EUR/USD", av_fun = "CURRENCY_EXCHANGE_RATE")
# TIME SERIES
av_get("EUR/USD", av_fun = "FX_DAILY", outputsize = "full")
av_get(symbol = "MSFT",
av_fun = "AROON",
interval = "monthly",
time_period = 60,
outputsize = "full")
av_get(av_fun = "SECTOR")
av_get(av_fun = "OVERVIEW")
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.
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