Alpaca Third Party Services
This is a repo for third party services integration with the alpaca api
The Alpaca SDK will check the environment for a number of variables which can be used rather than hard-coding these into your scripts.
| Environment | default | Description |
|---|---|---|
| ALPHAVANTAGE_API_KEY=<key_id> |
Alpha Vantage
In addition to Polygon is Alpha Vantage, for users without a live account (paper trading) or want to use the unique features of AV data. You can get a free key here and the documentation is here. Premium keys are also available here
This python SDK wraps their API service and seamlessly integrates it with the Alpaca
API. alpaca_trade_api.REST.alpha_vantage will be the REST object for Alpha Vantage.
The example below gives AAPL daily OHLCV data in a DataFrame format.
import alpaca_trade_api as tradeapi
api = tradeapi.REST()
aapl = api.alpha_vantage.historic_quotes('AAPL', adjusted=True, output_format='pandas')alpha_vantage/REST
It is initialized through alpaca REST object.
alpha_vantage/REST.get(params=None)
Customizable endpoint, where you can pass all keywords/paramters from the documentation:https://www.alphavantage.co/documentation/#
Returns the specific customized data.
alpha_vantage/REST.historic_quotes(symbol, adjusted=False, outputsize='full', cadence='daily', output_format=None)
Returns a csv, json, or pandas object of historical OHLCV data.
alpha_vantage/REST.intraday_quotes(symbol, interval='5min', outputsize='full', output_format=None)
Returns a csv, json, or pandas object of intraday OHLCV data.
alpha_vantage/REST.current_quote(symbol)
Returns a json object with the current OHLCV data of the selected symbol.
alpha_vantage/REST.last_quote(symbol)
Returns a json object with the current OHLCV data of the selected symbol (same as current_quote).
alpha_vantage/REST.search_endpoint(keywords, datatype='json')
Returns a csv, json, or pandas object that contains the best-matching symbols and market information based on keywords of your choice.
alpha_vantage/REST.company(symbol, datatype='json')
Same as search_endpoint.
alpha_vantage/REST.historic_fx_quotes(from_symbol, to_symbol, outputsize='full', cadence='daily', output_format=None)
Returns a csv, json, or pandas object of historical OHLCV data for the currency pair.
alpha_vantage/REST.intraday_fx_quotes(from_symbol, to_symbol, interval='5min', outputsize='full', output_format=None)
Returns a csv, json, or pandas object of intraday OHLCV data for the currency pair.
alpha_vantage/REST.exchange_rate(from_currency, to_currency)
Returns a json object with the current OHLCV data of the selected currency pair (digital or physical)
alpha_vantage/REST.historic_cryptocurrency_quotes(self, symbol, market, cadence='daily', output_format=None)
Returns a csv, json, or pandas object of historical OHLCV data for the cryptocurrency pair.
alpha_vantage/REST.techindicators(self, techindicator='SMA', output_format='json', **kwargs)
Returns a csv, json, or pandas object with the data from the techindicator of choice.
alpha_vantage/REST.sector()
Returns a json of the currrency sector performances.