| Title: | Lightweight Interface to the Alpha Vantage API |
| Version: | 0.1.3 |
| Description: | Alpha Vantage has free historical financial information. All you need to do is get a free API key at https://www.alphavantage.co. Then you can use the R interface to retrieve free equity information. Refer to the Alpha Vantage website for more information. |
| URL: | https://github.com/business-science/alphavantager |
| BugReports: | https://github.com/business-science/alphavantager/issues |
| License: | GPL (≥ 3) |
| Encoding: | UTF-8 |
| Depends: | R (≥ 3.3.0) |
| Imports: | dplyr (≥ 0.7.0), glue (≥ 1.1.1), httr (≥ 1.2.1), jsonlite (≥ 1.5), purrr (≥ 0.2.2.2), readr (≥ 1.1.1), stringr (≥ 1.2.0), tibble (≥ 1.3.3), tidyr (≥ 0.6.3), timetk (≥ 0.1.1.1) |
| Suggests: | testthat, knitr |
| RoxygenNote: | 7.2.3 |
| NeedsCompilation: | no |
| Packaged: | 2023-03-31 13:07:19 UTC; mdanc |
| Author: | Matt Dancho [aut, cre], Davis Vaughan [aut] |
| Maintainer: | Matt Dancho <mdancho@business-science.io> |
| Repository: | CRAN |
| Date/Publication: | 2023-03-31 14:20:02 UTC |
alphavantager: A lightweight R interface to the Alpha Vantage API
Description
A lightweight R interface to the Alpha Vantage API
Details
The alphavantager package provides a lightweight interface to the
Alpha Vantage API. Alpha Vantage is a free source for financial data
that in many cases is more accurate than Yahoo Finance and Google Finance.
Get a free API KEY at https://www.alphavantage.co. Then use the R interface
functions av_api_key("YOUR_KEY") to set the API key and the av_get()
function to get financial data.
Set the Alpha Vantage API Key
Description
Set the Alpha Vantage API Key
Usage
av_api_key(api_key)
Arguments
api_key |
A character string with your Alpha Vantage API Key. |
Details
The Alpha Vantage API key must be set prior to using av_get(). You can obtain
an API key at the Alpha Vantage Website.
Value
Invisibly returns API key once set. Use print method to view.
See Also
Examples
## Not run:
av_api_key("YOUR_API_KEY")
av_get(symbol = "MSFT", av_fun = "TIME_SERIES_INTRADAY", interval = "15min", outputsize = "full")
## End(Not run)
Get financial data from the Alpha Vantage API
Description
Get financial data from the Alpha Vantage API
Usage
av_get(symbol, av_fun, ...)
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")
Value
Returns a tibble of financial data
See Also
Examples
## Not run:
# 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")
## End(Not run)