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alphavantager

A lightweight R interface to the Alpha Vantage API

Alpha Vantage

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.

R Interface: Getting Started

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"

Getting Financial Data from Alpha Vantage

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!

Time Series Data

av_get(symbol     = "MSFT",
       av_fun     = "TIME_SERIES_INTRADAY",
       interval   = "15min",
       outputsize = "full")

ForEx

# REAL-TIME QUOTE
av_get("EUR/USD", av_fun = "CURRENCY_EXCHANGE_RATE")

# TIME SERIES
av_get("EUR/USD", av_fun = "FX_DAILY", outputsize = "full")

Technical Indicators

av_get(symbol      = "MSFT",
       av_fun      = "AROON",
       interval    = "monthly",
       time_period = 60,
       outputsize  = "full")

Sector Performances

av_get(av_fun = "SECTOR")

Fundamental Data

av_get(av_fun = "OVERVIEW")

Important Notes: av_get()

1. 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.

2. 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").

3. There is no need to specify the datatype parameter as an argument to av_get(). The function will return a tibble data frame.

4. Some data sets only return 100 rows by default. Change the parameter outputsize = "full" to get the full dataset.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.