alpha-vantage
Access 20+ years of global financial data: equities, options, forex, crypto, commodities, economic indicators, and 50+ technical indicators.星标48451
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更新时间2026-10-24 22:34:41
Alpha Vantage — Financial Market Data
Access 20+ years of global financial data: equities, options, forex, crypto, commodities, economic indicators, and 50+ technical indicators.
API Key Setup (Required)
- Get a free key at https://www.alphavantage.co/support/#api-key (premium plans available for higher rate limits)
- Set as environment variable:
read -rsp "Alpha Vantage API key: " ALPHAVANTAGE_API_KEY
echo
export ALPHAVANTAGE_API_KEY
Installation
uv pip install requests pandas
Base URL & Request Pattern
All requests go to:
https://www.alphavantage.co/query?function=FUNCTION_NAME&apikey=YOUR_KEY&...params
import requests
import os
API_KEY = os.environ.get("ALPHAVANTAGE_API_KEY")
BASE_URL = "https://www.alphavantage.co/query"
def av_get(function, **params):
if not API_KEY:
raise ValueError("Set ALPHAVANTAGE_API_KEY before requesting data")
if "apikey" in params or "function" in params:
raise ValueError("Reserved request parameters")
try:
response = requests.get(
BASE_URL, params={**params, "function": function, "apikey": API_KEY},
timeout=30,
)
except requests.RequestException:
raise RuntimeError("Alpha Vantage transport failure; request URL redacted") from None
# Avoid logging request URLs or raw HTTP exceptions: URLs contain the key.
if not response.ok:
raise RuntimeError(f"Alpha Vantage HTTP status {response.status_code}")
try:
data = response.json()
except ValueError:
raise RuntimeError("Alpha Vantage returned invalid JSON") from None
if not isinstance(data, dict):
raise RuntimeError("Alpha Vantage returned an unexpected response shape")
if any(key in data for key in ("Error Message", "Note", "Information")):
raise RuntimeError("API returned an error, quota, or entitlement message; inspect a redacted response")
return data
Quick Start Examples
# Stock quote (latest price)
quote = av_get("GLOBAL_QUOTE", symbol="AAPL")
price = quote["Global Quote"]["05. price"]
# Daily OHLCV
daily = av_get("TIME_SERIES_DAILY", symbol="AAPL", outputsize="compact")
ts = daily["Time Series (Daily)"]
# Company fundamentals
overview = av_get("OVERVIEW", symbol="AAPL")
print(overview["MarketCapitalization"], overview["PERatio"])
# Income statement
income = av_get("INCOME_STATEMENT", symbol="AAPL")
annual = income["annualReports"][0] # Most recent annual
# Crypto price
crypto = av_get("DIGITAL_CURRENCY_DAILY", symbol="BTC", market="USD")
# Economic indicator
gdp = av_get("REAL_GDP", interval="annual")
# Technical indicator
rsi = av_get("RSI", symbol="AAPL", interval="daily", time_period=14, series_type="close")
API Categories
| Category | Key Functions |
|---|---|
| Time Series (Stocks) | GLOBAL_QUOTE, TIME_SERIES_INTRADAY, TIME_SERIES_DAILY, TIME_SERIES_WEEKLY, TIME_SERIES_MONTHLY |
| Options | REALTIME_OPTIONS, HISTORICAL_OPTIONS |
| Alpha Intelligence | NEWS_SENTIMENT, EARNINGS_CALL_TRANSCRIPT, TOP_GAINERS_LOSERS, INSIDER_TRANSACTIONS, ANALYTICS_FIXED_WINDOW |
| Fundamentals | OVERVIEW, ETF_PROFILE, INCOME_STATEMENT, BALANCE_SHEET, CASH_FLOW, EARNINGS, DIVIDENDS, SPLITS |
| Forex (FX) | CURRENCY_EXCHANGE_RATE, FX_INTRADAY, FX_DAILY, FX_WEEKLY, FX_MONTHLY |
| Crypto | CURRENCY_EXCHANGE_RATE, CRYPTO_INTRADAY, DIGITAL_CURRENCY_DAILY |
| Commodities | WTI (crude oil), BRENT, NATURAL_GAS, COPPER, WHEAT, CORN, COFFEE, ALL_COMMODITIES |
| Economic Indicators | REAL_GDP, TREASURY_YIELD, FEDERAL_FUNDS_RATE, CPI, INFLATION, UNEMPLOYMENT, NONFARM_PAYROLL |
| Technical Indicators | SMA, EMA, MACD, RSI, BBANDS, STOCH, ADX, ATR, OBV, VWAP, and 40+ more |
Common Parameters
| Parameter | Values | Notes |
|---|---|---|
outputsize | compact / full | For applicable time-series endpoints; depth and entitlement vary |
datatype | json / csv | Default: json |
interval | 1min, 5min, 15min, 30min, 60min, daily, weekly, monthly | Depends on endpoint |
adjusted | true / false | Adjust for splits/dividends |
Rate Limits
- Free tier: 25 requests/day (as of 2026)
- Premium plans: higher limits, real-time data, intraday access
- Quota or entitlement messages may arrive in JSON even with HTTP 200; check
NoteandInformationas well as HTTP status. - A short delay cannot satisfy a daily quota. Cache results, track the account request budget, and stop when exhausted. Verify current limits and endpoint entitlements in official support and API documentation.
Error Handling
data = av_get("GLOBAL_QUOTE", symbol="AAPL")
# Check for API errors
if "Error Message" in data:
raise ValueError(f"API Error: {data['Error Message']}")
if "Note" in data:
print(f"Rate limit warning: {data['Note']}")
if "Information" in data:
print(f"API info: {data['Information']}")
When to Use
Use this skill when tackling tasks related to its primary domain or functionality as described above.
Limitations
- Quotes may be end-of-day or delayed depending on entitlement. Report timestamps and adjustment basis; market-data retrieval is not investment advice. API responses and empty reports need schema checks before indexing.
- Do not treat the output as a substitute for environment-specific validation, testing, or expert review.
- Stop and ask for clarification if required inputs, permissions, safety boundaries, or success criteria are missing.