Interaction with Alpha Vantage?

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
14 messages Options
Reply | Threaded
Open this post in threaded view
|

Interaction with Alpha Vantage?

Duncan Murdoch-2
The quantmod package added support for queries to Alpha Vantage in the
summer.  According to their website www.alphavantage.co:  "Composed of a
tight-knit community of researchers, engineers, and business
professionals, Alpha Vantage Inc. is a leading provider of free APIs for
realtime and historical data on stocks, physical currencies, and
digital/crypto currencies."

Has anyone had any interaction with Alpha Vantage other than the one
comment on the quantmod github site
https://github.com/joshuaulrich/quantmod/issues/176 on Aug 17? They
offer support by email on their web site. I wrote them a while ago, but
haven't had a reply.

My question was about support for the TSX. By trial and error, requests
like TSX:POT will get intraday quotes for regular stocks. I haven't
found how to get current quotes for ETFs or REITs.

Duncan Murdoch

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Dirk Eddelbuettel

Credit where credit is due---the 'tidyquant' folks first mentioned it, but it
in the fullest and most glorious tradition of the tibbliesverse require half
a dozen or more other packages for not apparent reason.  So I followed up
with a quick tweet on Sep 5 about a one-liner not needing anything else
besides data.table:

  https://twitter.com/eddelbuettel/status/905066349294219264

and cooked up a helper function in a so-far-unreleased package of personal
functions (this one is below) which I shared with at least Josh.  The larger
function added to quantmod is AFAIK contributed by Paul.

Now, as for interchaning with them: Nope. I too need ETFs, Canadian stocks
and whatnot for the little personal finance app I have had as a daily cronjob
since the 1990s (and been meaning to rewrite in R since then too as it is,
gasp, Perl -- see eg https://github.com/eddelbuettel/beancounter and other
online resources). It may now be time to rewrite this as the underlying
(Perl) data grabber Finance::YahooQuote is now dead due to Yahoo! walking
away from that API.  I have an unpublished R-based drop-in replacement for
just the data gathering ...

Anyway, alphavantage looks good.  We should test it some more.

Dirk



##' Fetch a real-time market data series from AlphaVantage
##'
##' Several optional parameters could be set, but are not currently.
##' @title Retrieve real-time data from AlphaVantage
##' @param sym Character string value for the ticker
##' @param datatype Character string value for the supported type of data, currently one of
##' \dQuote{intraday}, \dQuote{daily}, \dQuote{adjdaily}, \dQuote{weekly}, \dQuote{monthly}.
##' @param outputsize Character string value, one of \dQuote{compact} or \dQuote{full}. Applies
##' only daily or intraday data.
##' @return A data.table object
##' @author Dirk Eddelbuettel
alphavantage <- function(sym,
                         datatype=c("intraday", "daily", "adjdaily", "weekly", "monthly"),
                         outputsize=c("compact", "full")) {
    datatype <- match.arg(datatype)
    outputsize <- match.arg(outputsize)
    datatypeArg <- switch(datatype,
                          intraday = "TIME_SERIES_INTRADAY",
                          daily    = "TIME_SERIES_DAILY",
                          adjdaily = "TIME_SERIES_DAILY_ADJUSTED",
                          weekly   = "TIME_SERIES_WEEKLY",
                          monthly  = "TIME_SERIES_MONTHLY")

    cmd <- paste0("https://www.alphavantage.co/query?",
                  "function=", datatypeArg, "&",
                  "symbol=", sym, "&",
                  "interval=1min&",
                  "apikey=", getOption("alphavantageKey", "demo"), "&",
                  "datatype=csv&")
    if (datatype %in% c("intraday", "daily", "adjdaily")) {
        cmd <- paste0(cmd, "outputsize=", outputsize)
    }
    #print(cmd)
    data <- data.table::fread(cmd, showProgress=FALSE)
}


--
http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Joshua Ulrich
On Mon, Nov 6, 2017 at 9:41 AM, Dirk Eddelbuettel <[hidden email]> wrote:
> Credit where credit is due---the 'tidyquant' folks first mentioned it, but it

FWIW, I'm not sure when 'tidyquant' folks first mentioned it, but Paul
wrote his first implementation in early July--it just didn't make it
into quantmod until months later.  The first commit of the
'alphavantager' package was in early September.

> in the fullest and most glorious tradition of the tibbliesverse require half
> a dozen or more other packages for not apparent reason.  So I followed up
> with a quick tweet on Sep 5 about a one-liner not needing anything else
> besides data.table:
>
>   https://twitter.com/eddelbuettel/status/905066349294219264
>
> and cooked up a helper function in a so-far-unreleased package of personal
> functions (this one is below) which I shared with at least Josh.  The larger
> function added to quantmod is AFAIK contributed by Paul.
>
> Now, as for interchaning with them: Nope. I too need ETFs, Canadian stocks
> and whatnot for the little personal finance app I have had as a daily cronjob
> since the 1990s (and been meaning to rewrite in R since then too as it is,
> gasp, Perl -- see eg https://github.com/eddelbuettel/beancounter and other
> online resources). It may now be time to rewrite this as the underlying
> (Perl) data grabber Finance::YahooQuote is now dead due to Yahoo! walking
> away from that API.  I have an unpublished R-based drop-in replacement for
> just the data gathering ...
>
> Anyway, alphavantage looks good.  We should test it some more.
>
> Dirk
>
>
>
> ##' Fetch a real-time market data series from AlphaVantage
> ##'
> ##' Several optional parameters could be set, but are not currently.
> ##' @title Retrieve real-time data from AlphaVantage
> ##' @param sym Character string value for the ticker
> ##' @param datatype Character string value for the supported type of data, currently one of
> ##' \dQuote{intraday}, \dQuote{daily}, \dQuote{adjdaily}, \dQuote{weekly}, \dQuote{monthly}.
> ##' @param outputsize Character string value, one of \dQuote{compact} or \dQuote{full}. Applies
> ##' only daily or intraday data.
> ##' @return A data.table object
> ##' @author Dirk Eddelbuettel
> alphavantage <- function(sym,
>                          datatype=c("intraday", "daily", "adjdaily", "weekly", "monthly"),
>                          outputsize=c("compact", "full")) {
>     datatype <- match.arg(datatype)
>     outputsize <- match.arg(outputsize)
>     datatypeArg <- switch(datatype,
>                           intraday = "TIME_SERIES_INTRADAY",
>                           daily    = "TIME_SERIES_DAILY",
>                           adjdaily = "TIME_SERIES_DAILY_ADJUSTED",
>                           weekly   = "TIME_SERIES_WEEKLY",
>                           monthly  = "TIME_SERIES_MONTHLY")
>
>     cmd <- paste0("https://www.alphavantage.co/query?",
>                   "function=", datatypeArg, "&",
>                   "symbol=", sym, "&",
>                   "interval=1min&",
>                   "apikey=", getOption("alphavantageKey", "demo"), "&",
>                   "datatype=csv&")
>     if (datatype %in% c("intraday", "daily", "adjdaily")) {
>         cmd <- paste0(cmd, "outputsize=", outputsize)
>     }
>     #print(cmd)
>     data <- data.table::fread(cmd, showProgress=FALSE)
> }
>
>
> --
> http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.




--
Joshua Ulrich  |  about.me/joshuaulrich
FOSS Trading  |  www.fosstrading.com
R/Finance 2017 | www.rinfinance.com

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Daniel Cegiełka
And my implementation. Not finished, but works well for me...

Daniel

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

src.av.R (3K) Download Attachment
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Duncan Murdoch-2
In reply to this post by Dirk Eddelbuettel
On 06/11/2017 10:41 AM, Dirk Eddelbuettel wrote:

>
> Credit where credit is due---the 'tidyquant' folks first mentioned it, but it
> in the fullest and most glorious tradition of the tibbliesverse require half
> a dozen or more other packages for not apparent reason.  So I followed up
> with a quick tweet on Sep 5 about a one-liner not needing anything else
> besides data.table: >
>    https://twitter.com/eddelbuettel/status/905066349294219264
>
> and cooked up a helper function in a so-far-unreleased package of personal
> functions (this one is below) which I shared with at least Josh.  The larger
> function added to quantmod is AFAIK contributed by Paul.
>
> Now, as for interchaning with them: Nope. I too need ETFs, Canadian stocks
> and whatnot for the little personal finance app I have had as a daily cronjob
> since the 1990s (and been meaning to rewrite in R since then too as it is,
> gasp, Perl -- see eg https://github.com/eddelbuettel/beancounter and other
> online resources). It may now be time to rewrite this as the underlying
> (Perl) data grabber Finance::YahooQuote is now dead due to Yahoo! walking
> away from that API.  I have an unpublished R-based drop-in replacement for
> just the data gathering ...
>
> Anyway, alphavantage looks good.  We should test it some more.

I'm not so sure.  I haven't noticed any problems in their data (though I
haven't done extensive testing), but in my opinion it is a bad sign if
there's no way to contact them.

Duncan

>
> Dirk
>
>
>
> ##' Fetch a real-time market data series from AlphaVantage
> ##'
> ##' Several optional parameters could be set, but are not currently.
> ##' @title Retrieve real-time data from AlphaVantage
> ##' @param sym Character string value for the ticker
> ##' @param datatype Character string value for the supported type of data, currently one of
> ##' \dQuote{intraday}, \dQuote{daily}, \dQuote{adjdaily}, \dQuote{weekly}, \dQuote{monthly}.
> ##' @param outputsize Character string value, one of \dQuote{compact} or \dQuote{full}. Applies
> ##' only daily or intraday data.
> ##' @return A data.table object
> ##' @author Dirk Eddelbuettel
> alphavantage <- function(sym,
>                           datatype=c("intraday", "daily", "adjdaily", "weekly", "monthly"),
>                           outputsize=c("compact", "full")) {
>      datatype <- match.arg(datatype)
>      outputsize <- match.arg(outputsize)
>      datatypeArg <- switch(datatype,
>                            intraday = "TIME_SERIES_INTRADAY",
>                            daily    = "TIME_SERIES_DAILY",
>                            adjdaily = "TIME_SERIES_DAILY_ADJUSTED",
>                            weekly   = "TIME_SERIES_WEEKLY",
>                            monthly  = "TIME_SERIES_MONTHLY")
>
>      cmd <- paste0("https://www.alphavantage.co/query?",
>                    "function=", datatypeArg, "&",
>                    "symbol=", sym, "&",
>                    "interval=1min&",
>                    "apikey=", getOption("alphavantageKey", "demo"), "&",
>                    "datatype=csv&")
>      if (datatype %in% c("intraday", "daily", "adjdaily")) {
>          cmd <- paste0(cmd, "outputsize=", outputsize)
>      }
>      #print(cmd)
>      data <- data.table::fread(cmd, showProgress=FALSE)
> }
>
>

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Sal Abbasi
I’ve been using them for EOD prices for several months for US and European equities.  In a few cases, I’ve noticed some EOD prices for T-1, T-2 that change on T.  Apart from this, I have not found a better alternative that is free and also adjusted for dividends and splits.

Best,

Sal

> On Nov 6, 2017, at 12:37 PM, Duncan Murdoch <[hidden email]> wrote:
>
> On 06/11/2017 10:41 AM, Dirk Eddelbuettel wrote:
>> Credit where credit is due---the 'tidyquant' folks first mentioned it, but it
>> in the fullest and most glorious tradition of the tibbliesverse require half
>> a dozen or more other packages for not apparent reason.  So I followed up
>> with a quick tweet on Sep 5 about a one-liner not needing anything else
>> besides data.table: >
>>   https://twitter.com/eddelbuettel/status/905066349294219264
>> and cooked up a helper function in a so-far-unreleased package of personal
>> functions (this one is below) which I shared with at least Josh.  The larger
>> function added to quantmod is AFAIK contributed by Paul.
>> Now, as for interchaning with them: Nope. I too need ETFs, Canadian stocks
>> and whatnot for the little personal finance app I have had as a daily cronjob
>> since the 1990s (and been meaning to rewrite in R since then too as it is,
>> gasp, Perl -- see eg https://github.com/eddelbuettel/beancounter and other
>> online resources). It may now be time to rewrite this as the underlying
>> (Perl) data grabber Finance::YahooQuote is now dead due to Yahoo! walking
>> away from that API.  I have an unpublished R-based drop-in replacement for
>> just the data gathering ...
>> Anyway, alphavantage looks good.  We should test it some more.
>
> I'm not so sure.  I haven't noticed any problems in their data (though I haven't done extensive testing), but in my opinion it is a bad sign if there's no way to contact them.
>
> Duncan
>
>> Dirk
>> ##' Fetch a real-time market data series from AlphaVantage
>> ##'
>> ##' Several optional parameters could be set, but are not currently.
>> ##' @title Retrieve real-time data from AlphaVantage
>> ##' @param sym Character string value for the ticker
>> ##' @param datatype Character string value for the supported type of data, currently one of
>> ##' \dQuote{intraday}, \dQuote{daily}, \dQuote{adjdaily}, \dQuote{weekly}, \dQuote{monthly}.
>> ##' @param outputsize Character string value, one of \dQuote{compact} or \dQuote{full}. Applies
>> ##' only daily or intraday data.
>> ##' @return A data.table object
>> ##' @author Dirk Eddelbuettel
>> alphavantage <- function(sym,
>>                          datatype=c("intraday", "daily", "adjdaily", "weekly", "monthly"),
>>                          outputsize=c("compact", "full")) {
>>     datatype <- match.arg(datatype)
>>     outputsize <- match.arg(outputsize)
>>     datatypeArg <- switch(datatype,
>>                           intraday = "TIME_SERIES_INTRADAY",
>>                           daily    = "TIME_SERIES_DAILY",
>>                           adjdaily = "TIME_SERIES_DAILY_ADJUSTED",
>>                           weekly   = "TIME_SERIES_WEEKLY",
>>                           monthly  = "TIME_SERIES_MONTHLY")
>>     cmd <- paste0("https://www.alphavantage.co/query?",
>>                   "function=", datatypeArg, "&",
>>                   "symbol=", sym, "&",
>>                   "interval=1min&",
>>                   "apikey=", getOption("alphavantageKey", "demo"), "&",
>>                   "datatype=csv&")
>>     if (datatype %in% c("intraday", "daily", "adjdaily")) {
>>         cmd <- paste0(cmd, "outputsize=", outputsize)
>>     }
>>     #print(cmd)
>>     data <- data.table::fread(cmd, showProgress=FALSE)
>> }
>>
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Dirk Eddelbuettel
In reply to this post by Duncan Murdoch-2

On 6 November 2017 at 13:37, Duncan Murdoch wrote:
| I'm not so sure.  I haven't noticed any problems in their data (though I
| haven't done extensive testing), but in my opinion it is a bad sign if
| there's no way to contact them.

Let's call this "Duncan's Law" but let's also remember that it didn't stop
Google / Alphabet from becoming a 700 billion dollar market cap company.

Dirk

--
http://dirk.eddelbuettel.com | @eddelbuettel | [hidden email]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Duncan Murdoch-2
On 06/11/2017 1:54 PM, Dirk Eddelbuettel wrote:
>
> On 6 November 2017 at 13:37, Duncan Murdoch wrote:
> | I'm not so sure.  I haven't noticed any problems in their data (though I
> | haven't done extensive testing), but in my opinion it is a bad sign if
> | there's no way to contact them.
>
> Let's call this "Duncan's Law" but let's also remember that it didn't stop
> Google / Alphabet from becoming a 700 billion dollar market cap company.

But I know how to contact Google and get a response.

Duncan

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Daniel Cegiełka
In reply to this post by Duncan Murdoch-2
2017-11-06 19:37 GMT+01:00 Duncan Murdoch <[hidden email]>:

>
> I'm not so sure.  I haven't noticed any problems in their data (though I haven't done extensive testing), but in my opinion it is a bad sign if there's no way to contact them.

e.g. 2004-11-01

> GS['2004-10-28/2004-11-03','Low']
             Low
2004-10-28 95.80
2004-10-29 97.43
2004-11-01  9.12
2004-11-02 98.50
2004-11-03 98.68

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Daniel Cegiełka
2017-11-06 20:20 GMT+01:00 Daniel Cegiełka <[hidden email]>:

> 2017-11-06 19:37 GMT+01:00 Duncan Murdoch <[hidden email]>:
>
>>
>> I'm not so sure.  I haven't noticed any problems in their data (though I haven't done extensive testing), but in my opinion it is a bad sign if there's no way to contact them.
>
> e.g. 2004-11-01
>
>> GS['2004-10-28/2004-11-03','Low']
>              Low
> 2004-10-28 95.80
> 2004-10-29 97.43
> 2004-11-01  9.12
> 2004-11-02 98.50
> 2004-11-03 98.68

btw. data from Alpha Vantage (not from Google).

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Duncan Murdoch-2
In reply to this post by Daniel Cegiełka
On 06/11/2017 2:20 PM, Daniel Cegiełka wrote:

> 2017-11-06 19:37 GMT+01:00 Duncan Murdoch <[hidden email]>:
>
>>
>> I'm not so sure.  I haven't noticed any problems in their data (though I haven't done extensive testing), but in my opinion it is a bad sign if there's no way to contact them.
>
> e.g. 2004-11-01
>
>> GS['2004-10-28/2004-11-03','Low']
>               Low
> 2004-10-28 95.80
> 2004-10-29 97.43
> 2004-11-01  9.12
> 2004-11-02 98.50
> 2004-11-03 98.68
>

Did you try reporting that to Alpha Vantage?  That's the kind of thing
they did respond to on Aug 17 (see
https://github.com/joshuaulrich/quantmod/issues/176).

Now that I read those messages more closely, it does appear they were in
touch with anozari sometime in July.  So perhaps it's just me they don't
respond to.  I was asking how to do things (and suggesting documentation
and metadata additions), I wasn't reporting on data errors.

Duncan Murdoch

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Erol Biceroglu-2
To be fair, as long as we're not being spammed and the data works, (and
it's free), ... and relatively accurate, I think we're okay.  (May or may
not be speaking from experience).

I can visualize a scenario where a few busy people are putting this
together.

On Mon, Nov 6, 2017 at 3:34 PM Duncan Murdoch <[hidden email]>
wrote:

> On 06/11/2017 2:20 PM, Daniel Cegiełka wrote:
> > 2017-11-06 19:37 GMT+01:00 Duncan Murdoch <[hidden email]>:
> >
> >>
> >> I'm not so sure.  I haven't noticed any problems in their data (though
> I haven't done extensive testing), but in my opinion it is a bad sign if
> there's no way to contact them.
> >
> > e.g. 2004-11-01
> >
> >> GS['2004-10-28/2004-11-03','Low']
> >               Low
> > 2004-10-28 95.80
> > 2004-10-29 97.43
> > 2004-11-01  9.12
> > 2004-11-02 98.50
> > 2004-11-03 98.68
> >
>
> Did you try reporting that to Alpha Vantage?  That's the kind of thing
> they did respond to on Aug 17 (see
> https://github.com/joshuaulrich/quantmod/issues/176).
>
> Now that I read those messages more closely, it does appear they were in
> touch with anozari sometime in July.  So perhaps it's just me they don't
> respond to.  I was asking how to do things (and suggesting documentation
> and metadata additions), I wasn't reporting on data errors.
>
> Duncan Murdoch
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.

--

Erol Biceroglu
*LinkedIn <http://ca.linkedin.com/in/erolbiceroglu> | Wordpress
<https://propfoliomanagement.wordpress.com/>*

        [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Rmetrics mailing list
Early in the development of the AlphaVantage code for quantmod, I contacted [hidden email] with a bug report. They replied quickly and fixed the problem.

Later, I found another problem, which I reported, too. On one hand, they never replied to that e-mail. On the other hand, the problem disappeared. It left me with the impression that someone was monitoring that address but without time to spare.

I do occasionally get HTTP 503 errors (Service Unavailable) when I run my downloader late at night. Have not noticed problems beyond that since they fixed the first two.
Paul Teetor, Elgin, IL  USA
http://quantdevel.com/public


On Monday, November 6, 2017 4:17 PM, Erol Biceroglu <[hidden email]> wrote:



To be fair, as long as we're not being spammed and the data works, (and
it's free), ... and relatively accurate, I think we're okay.  (May or may
not be speaking from experience).

I can visualize a scenario where a few busy people are putting this
together.

On Mon, Nov 6, 2017 at 3:34 PM Duncan Murdoch <[hidden email]>
wrote:

> On 06/11/2017 2:20 PM, Daniel Cegiełka wrote:
> > 2017-11-06 19:37 GMT+01:00 Duncan Murdoch <[hidden email]>:
> >
> >>
> >> I'm not so sure.  I haven't noticed any problems in their data (though
> I haven't done extensive testing), but in my opinion it is a bad sign if
> there's no way to contact them.
> >
> > e.g. 2004-11-01
> >
> >> GS['2004-10-28/2004-11-03','Low']
> >               Low
> > 2004-10-28 95.80
> > 2004-10-29 97.43
> > 2004-11-01  9.12
> > 2004-11-02 98.50
> > 2004-11-03 98.68
> >
>
> Did you try reporting that to Alpha Vantage?  That's the kind of thing
> they did respond to on Aug 17 (see
> https://github.com/joshuaulrich/quantmod/issues/176).
>
> Now that I read those messages more closely, it does appear they were in
> touch with anozari sometime in July.  So perhaps it's just me they don't
> respond to.  I was asking how to do things (and suggesting documentation
> and metadata additions), I wasn't reporting on data errors.
>
> Duncan Murdoch
>
> _______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.

--

Erol Biceroglu
*LinkedIn <http://ca.linkedin.com/in/erolbiceroglu> | Wordpress
<https://propfoliomanagement.wordpress.com/>*

    [[alternative HTML version deleted]]


_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.
Reply | Threaded
Open this post in threaded view
|

Re: Interaction with Alpha Vantage?

Rmetrics mailing list
(Please include r-sig-finance in your replies so that others may benefit from this exchange.)
Good question, but, no, I haven't. I don't depend upon AlphaVantage for FX rates; hence, I've never tried downloading FX data. Paul Teetor, Elgin, IL USAhttp://quantdevel.com/public

    On Thursday, November 9, 2017 2:58 AM, Magicaltats Bianchi <[hidden email]> wrote:
 

 Paul have you tried FX download in Alphavantage? I tried all the lines below in R and all work apart from the last one for FX. Marco

data = av_get(symbol = "INGA.AS", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")       #-- holland, amsterdam
data = av_get(symbol = "ABB.ST", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")        #-- sweden, stockholm
data = av_get(symbol = "RELIANCE.NS", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")   #-- india nifty constituent
data = av_get(symbol = "DJI", av_fun = "TIME_SERIES_DAILY_ADJUSTED", datatype="csv", outputsize = "full")
data = av_get(symbol = "GS", av_fun = "TIME_SERIES_DAILY_ADJUSTED", datatype="csv", outputsize = "full")

data = av_get(from_currency = "USD", to_currency = "EUR", av_fun = "CURRENCY_EXCHANGE_RATE")



On Thu, Nov 9, 2017 at 1:36 AM, Paul Teetor via R-SIG-Finance <[hidden email]> wrote:

Early in the development of the AlphaVantage code for quantmod, I contacted [hidden email] with a bug report. They replied quickly and fixed the problem.

Later, I found another problem, which I reported, too. On one hand, they never replied to that e-mail. On the other hand, the problem disappeared. It left me with the impression that someone was monitoring that address but without time to spare.

I do occasionally get HTTP 503 errors (Service Unavailable) when I run my downloader late at night. Have not noticed problems beyond that since they fixed the first two.
Paul Teetor, Elgin, IL  USA
http://quantdevel.com/public


On Monday, November 6, 2017 4:17 PM, Erol Biceroglu <erol.biceroglu@alumni. utoronto.ca> wrote:



To be fair, as long as we're not being spammed and the data works, (and
it's free), ... and relatively accurate, I think we're okay.  (May or may
not be speaking from experience).

I can visualize a scenario where a few busy people are putting this
together.

On Mon, Nov 6, 2017 at 3:34 PM Duncan Murdoch <[hidden email]>
wrote:

> On 06/11/2017 2:20 PM, Daniel Cegiełka wrote:
> > 2017-11-06 19:37 GMT+01:00 Duncan Murdoch <[hidden email]>:
> >
> >>
> >> I'm not so sure.  I haven't noticed any problems in their data (though
> I haven't done extensive testing), but in my opinion it is a bad sign if
> there's no way to contact them.
> >
> > e.g. 2004-11-01
> >
> >> GS['2004-10-28/2004-11-03',' Low']
> >               Low
> > 2004-10-28 95.80
> > 2004-10-29 97.43
> > 2004-11-01  9.12
> > 2004-11-02 98.50
> > 2004-11-03 98.68
> >
>
> Did you try reporting that to Alpha Vantage?  That's the kind of thing
> they did respond to on Aug 17 (see
> https://github.com/ joshuaulrich/quantmod/issues/ 176).
>
> Now that I read those messages more closely, it does appear they were in
> touch with anozari sometime in July.  So perhaps it's just me they don't
> respond to.  I was asking how to do things (and suggesting documentation
> and metadata additions), I wasn't reporting on data errors.
>
> Duncan Murdoch
>
> ______________________________ _________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/ listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions
> should go.

--

Erol Biceroglu
*LinkedIn <http://ca.linkedin.com/in/ erolbiceroglu> | Wordpress
<https://propfoliomanagement. wordpress.com/>*

    [[alternative HTML version deleted]]


______________________________ _________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/ listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

______________________________ _________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/ listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.



   
        [[alternative HTML version deleted]]

_______________________________________________
[hidden email] mailing list
https://stat.ethz.ch/mailman/listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.