Stock Price

Global Quote

A lightweight alternative to the time series APIs, this service returns the latest price and volume information for a ticker of your choice.

from alphavantage_api_client import AlphavantageClient, GlobalQuote

client = AlphavantageClient()
    event = {
        "symbol": "TSLA"
    }
    global_quote = client.get_global_quote(event)
    if not global_quote.success:
        raise ValueError(f"{global_quote.error_message}")
    print(global_quote.json())  # convenience method that will convert to json
    print(f"stock price: ${global_quote.get_price()}")  # convenience method to get stock price
    print(f"trade volume: {global_quote.get_volume()}")  # convenience method to get volume
    print(f"low price: ${global_quote.get_low_price()}")  # convenience method to get low price for the day
    # and more!

Supported Event Params

❚ Required: symbol

The symbol of the global ticker of your choice. For example: symbol=IBM.

❚ Optional: datatype

By default, datatype=json. Strings json and csv are accepted with the following specifications: json returns the quote data in JSON format; csv returns the quote data as a CSV (comma separated value) file.

Intraday Quote

This API returns intraday time series of the equity specified, covering extended trading hours where applicable (e.g., 4:00am to 8:00pm Eastern Time for the US market). The intraday data is derived from the Securities Information Processor (SIP) market-aggregated data. You can query both raw (as-traded) and split/dividend-adjusted intraday data from this endpoint.

from alphavantage_api_client import AlphavantageClient, Quote

 client = AlphavantageClient()
    event = {
        "symbol": "TSLA"
    }
    quote = client.get_intraday_quote(event)
    print(quote.json())
    print(f"success: {quote.success}") # injected by this library to show success
    print(quote.data) # all data from alpha vantage
    print(quote.get_most_recent_value()) # most recent quote
    print(quote.get_oldest_value()) # get the oldest quote

Supported Event Params

❚ Required: symbol

The name of the equity of your choice. For example: symbol=IBM

❚ Required: interval

Time interval between two consecutive data points in the time series. The following values are supported: 1min, 5min, 15min, 30min, 60min

❚ Optional: 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.

❚ Optional: 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 16:00pm US Eastern Time) only.

❚ Optional: outputsize

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.

❚ Optional: datatype

By default, datatype=json. Strings json and csv are accepted with the following specifications: json returns the intraday time series in JSON format; csv returns the time series as a CSV (comma separated value) file.