AlphaVantage provider: free historical intraday/daily data for U.S. stocks and Forex
Author: Eugene
Creation Date: 1/28/2018 11:05 AM
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Eugene

#1
I had considered building a data provider suite for the AlphaVantage feed but discarded the idea due to not enough benefits compared to the already available data providers.

There's no shortage of EOD data connectors for Wealth-Lab but Alphavantage returns intraday historical data. However, the free intraday history spans only the last 10-15 trading days which is no better that the Google provider already offers.

Some of its users reported slowness. Another restriction is making 200 calls per minute. On the whole, I'm not considering investing my effort into it at this time.
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Eugene

#2
As the Google data feed has been decommissioned, there's a gap to fill. Just released: AlphaVantage data provider! You can get free intraday (limited) and daily data for U.S. stocks and Forex.

1. Install the provider and restart WLP/D: Direct installation link

2. Sign up at https://www.alphavantage.co for a free API Key, copy and paste it to Wealth-Lab's Data Manager > AlphaVantage tab.

Close it for the changes to apply.

3. Check out the Wiki for its Online user guide. Read "Issues and Limitations" before reporting any.

Start getting free intraday and daily data for U.S. stocks and Forex!
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Eugene

#3
What's new in v2018.12:

Fix: potential error on data update (The added or subtracted value results in an un-representable DateTime).
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Harapa

#4
Is this data provide defunct?. Last bar I get is dated in 2019. Same for Intraday data. Plus no data for Equity symbols. My API key is valid and recognized at their web site.

[2] .NDX 4889 bars 6/10/2019 0 bars added
[0] .DJI 4889 bars 6/10/2019 0 bars added
[0] .SPX 4880 bars 5/28/2019 0 bars added
[4] .VIX 4880 bars 5/28/2019 0 bars added
[[1] AAPL Error: No data
[0] EEM Error: No data
[3] DIA Error: No data
[4] GDX Error: No data
[2] GLD Error: No data
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Eugene

#5
We employ a watchdog that alerts if any data scraper in the wild (all data providers, their Classification Groups, C.Components, public Strategies that downloads data on-the-fly, countless other utility scripts etc.) goes down or starts returning unexpected results. Such automation saves a lot of time and effort and lets me act proactively.

No, AlphaVantage is alive and working. You should check with the data vendor on what's included in your subscription as we have no information.

Updating DataSet AlphaVantage (Minute,1) ...
[0] AAPL 2851 bars 09.07.2020 2851 bars added
Update completed (4.925 sec)
----------------

Your account might have ran out of quota, for example.
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Harapa

#6
OK, so I managed to update in batches of 3-5 symbols for the initial run. But data includes extended hours. I have all symbols added in Market Manager, provider selected, and market hours selected as 09:30-16:00 EST. Shouldn't this limit the data series to the hours indicated only (exclude pre and after hour data)?
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Eugene

#7
Yes it should and does if configured properly. That happens because you did something incorrectly. I have no doubt that enabling AlphaVantage in the MM and putting symbols in the US Equities list works. Make sure no other group with different settings 'intercepts' your symbols. Mark the US Equities as the default market group.
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