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AlphaVantage Quote Source
Posted by dev
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AlphaVantage Quote Source November 07, 2017 02:03PM | Admin Registered: 7 years ago Posts: 161 |
The free AlphaVantage realtime quote source was added as the default to PalOMoney and MoneyPal because the Yahoo Finance API stopped working in November 2017. See the blog and wiki.
This source seems to be working ok, but is a bit slower than the Yahoo source. Perhaps this is because it returns at a minimum 100 points of historical data, even when we want just the most recent quote. This results in extra internet connection usage and time to transmit the data, plus unnecessary processing on their servers.
There are plans to request a new API from AlphaVantage to return just the most recent X quotes (e.g., 1 quote) instead of a minimum of 100 quotes. Perhaps an API that supports multiple stocks per request could be added, which would reduce the number of requests to just one, and be the fastest of all.
The AlphaVantage terms of service requires that all error messages from them be passed on to the end user so that the user has the most information instead of some awful generic message. That sounds good, however, their error message for an unmatched stock symbol is not very helpful:
This also occurs for once valid symbols that are no longer traded, e.g., WCOM, GTW, MCIT, and YHOO, so it seems that you cannot get historical data for these securities.
We are using TIME_SERIES_DAILY_ADJUSTED for latest quotes because it returns the least amount of data. Despite having the 'adjusted_close' amount available, we are not using it. Instead we are updating Money with the 'close' price, and ignoring all the other columns.
The columns are:
Perhaps we could update Money with these values, if it would be helpful to anyone.
Please add your comments and suggestions to this topic. For another quote source, please start a new topic with the name of the quote source to be discussed. If you are comparing it to AlphaVantage, you can do so there or here.
This source seems to be working ok, but is a bit slower than the Yahoo source. Perhaps this is because it returns at a minimum 100 points of historical data, even when we want just the most recent quote. This results in extra internet connection usage and time to transmit the data, plus unnecessary processing on their servers.
There are plans to request a new API from AlphaVantage to return just the most recent X quotes (e.g., 1 quote) instead of a minimum of 100 quotes. Perhaps an API that supports multiple stocks per request could be added, which would reduce the number of requests to just one, and be the fastest of all.
The AlphaVantage terms of service requires that all error messages from them be passed on to the end user so that the user has the most information instead of some awful generic message. That sounds good, however, their error message for an unmatched stock symbol is not very helpful:
"Error Message": "Invalid API call. Please retry or visit the documentation (https://www.alphavantage.co/documentation/) for TIME_SERIES_DAILY_ADJUSTED."
This also occurs for once valid symbols that are no longer traded, e.g., WCOM, GTW, MCIT, and YHOO, so it seems that you cannot get historical data for these securities.
We are using TIME_SERIES_DAILY_ADJUSTED for latest quotes because it returns the least amount of data. Despite having the 'adjusted_close' amount available, we are not using it. Instead we are updating Money with the 'close' price, and ignoring all the other columns.
The columns are:
timestamp,open,high,low,close,adjusted_close,volume,dividend_amount,split_coefficient
Perhaps we could update Money with these values, if it would be helpful to anyone.
Please add your comments and suggestions to this topic. For another quote source, please start a new topic with the name of the quote source to be discussed. If you are comparing it to AlphaVantage, you can do so there or here.
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