Alpha Vantage
Sync overview
This source retrieves time series data from the free Alpha Vantage API. It supports intraday, daily, weekly and monthly time series data.
Output schema
This source is capable of syncing the following streams:
time_series_intradaytime_series_dailytime_series_daily_adjusted(premium only)time_series_weeklytime_series_weekly_adjustedtime_series_monthlytime_series_monthly_adjusted
Features
| Feature | Supported? (Yes/No) | Notes |
|---|---|---|
| Full Refresh Sync | Yes | |
| Incremental Sync | No | |
| API Environments | Yes | Both sandbox and production environments are supported. |
Performance considerations
Since a single API call returns the full history of a time series if
configured, it is recommended to use Full Refresh with Overwrite to avoid
storing duplicate data.
Also, the data returned can be quite large.
Getting started
Requirements
- Obtain an API key from Alpha Vantage.
Setup guide
The following fields are required fields for the connector to work:
api_key: Your Alpha Vantage API key.symbol: The symbol of the time series to retrieve, with exchange code if applicable. For example,MSFTorTSCO.LON.- (optional)
interval: The time-series data point interval. Defaults to 1 minute. - (optional)
Adjusted?: Whether theintradayendpoint should return adjusted data. Defaults tofalse. - (optional)
outputsize: The size of the time series to retrieve. Defaults tocompact, which returns the last 100 data points.fullreturns the full history.
Changelog
| Version | Date | Pull Request | Subject |
|---|---|---|---|
| 0.1.1 | 2022-12-16 | 20564 | add quote stream to alpha-vantage |
| 0.1.0 | 2022-10-21 | 18320 | New source |