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_intraday
time_series_daily
time_series_daily_adjusted
(premium only)time_series_weekly
time_series_weekly_adjusted
time_series_monthly
time_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,MSFT
orTSCO.LON
.- (optional)
interval
: The time-series data point interval. Defaults to 1 minute. - (optional)
Adjusted?
: Whether theintraday
endpoint 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.full
returns the full history.
Reference
Config fields reference
Field
Type
Property name
string
api_key
string
symbol
string
interval
boolean
adjusted
string
outputsize
Changelog
Expand to review
Version | Date | Pull Request | Subject |
---|---|---|---|
0.1.10 | 2024-07-20 | 42169 | Update dependencies |
0.1.9 | 2024-07-13 | 41847 | Update dependencies |
0.1.8 | 2024-07-10 | 41369 | Update dependencies |
0.1.7 | 2024-07-09 | 41229 | Update dependencies |
0.1.6 | 2024-07-06 | 40888 | Update dependencies |
0.1.5 | 2024-06-25 | 40338 | Update dependencies |
0.1.4 | 2024-06-21 | 39939 | Update dependencies |
0.1.3 | 2024-06-04 | 38938 | [autopull] Upgrade base image to v1.2.1 |
0.1.2 | 2024-05-21 | 38512 | [autopull] base image + poetry + up_to_date |
0.1.1 | 2022-12-16 | 20564 | add quote stream to alpha-vantage |
0.1.0 | 2022-10-21 | 18320 | New source |