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.