AlphaVantage

class pandas_datareader.av.forex.AVForexReader(symbols=None, retry_count=3, pause=0.1, session=None, api_key=None)

Returns DataFrame of the Alpha Vantage Foreign Exchange (FX) Exchange Rates data.

New in version 0.7.0.

Parameters:
  • symbols (string, array-like object (list, tuple, Series)) – Single currency pair (formatted ‘FROM/TO’) or list of the same.
  • retry_count (int, default 3) – Number of times to retry query request.
  • pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.
  • session (Session, default None) – requests.sessions.Session instance to be used
  • api_key (str, optional) – Alpha Vantage API key . If not provided the environmental variable ALPHAVANTAGE_API_KEY is read. The API key is required.
close()

Close network session

data_key

Key of data returned from Alpha Vantage

default_start_date

Default start date for reader. Defaults to 5 years before current date

function

Alpha Vantage endpoint function

params

Parameters to use in API calls

read()

Read data from connector

url

API URL

class pandas_datareader.av.time_series.AVTimeSeriesReader(symbols=None, function='TIME_SERIES_DAILY', start=None, end=None, retry_count=3, pause=0.1, session=None, chunksize=25, api_key=None)

Returns DataFrame of the Alpha Vantage Stock Time Series endpoints

New in version 0.7.0.

Parameters:
  • symbols (string) – Single stock symbol (ticker)
  • start (string, int, date, datetime, Timestamp) – Starting date. Parses many different kind of date representations (e.g., ‘JAN-01-2010’, ‘1/1/10’, ‘Jan, 1, 1980’). Defaults to 20 years before current date.
  • end (string, int, date, datetime, Timestamp) – Ending date
  • retry_count (int, default 3) – Number of times to retry query request.
  • pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.
  • session (Session, default None) – requests.sessions.Session instance to be used
  • api_key (str, optional) – AlphaVantage API key . If not provided the environmental variable ALPHAVANTAGE_API_KEY is read. The API key is required.
close()

Close network session

data_key

Key of data returned from Alpha Vantage

default_start_date

Default start date for reader. Defaults to 5 years before current date

function

Alpha Vantage endpoint function

output_size

Used to limit the size of the Alpha Vantage query when possible.

params

Parameters to use in API calls

read()

Read data from connector

url

API URL

class pandas_datareader.av.sector.AVSectorPerformanceReader(symbols=None, start=None, end=None, retry_count=3, pause=0.1, session=None, api_key=None)

Returns DataFrame of the Alpha Vantage Sector Performances SECTOR data.

New in version 0.7.0.

Parameters:
  • symbols (string, array-like object (list, tuple, Series)) – Single currency pair (formatted ‘FROM/TO’) or list of the same.
  • retry_count (int, default 3) – Number of times to retry query request.
  • pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.
  • session (Session, default None) – requests.sessions.Session instance to be used
  • api_key (str, optional) – Alpha Vantage API key . If not provided the environmental variable ALPHAVANTAGE_API_KEY is read. The API key is required.
close()

Close network session

data_key

Key of data returned from Alpha Vantage

default_start_date

Default start date for reader. Defaults to 5 years before current date

function

Alpha Vantage endpoint function

params

Parameters to use in API calls

read()

Read data from connector

url

API URL

class pandas_datareader.av.quotes.AVQuotesReader(symbols=None, retry_count=3, pause=0.1, session=None, api_key=None)

Returns DataFrame of Alpha Vantage Realtime Stock quotes for a symbol or list of symbols.

Parameters:
  • symbols (string, array-like object (list, tuple, Series), or DataFrame) – Single stock symbol (ticker), array-like object of symbols or DataFrame with index containing stock symbols.
  • retry_count (int, default 3) – Number of times to retry query request.
  • pause (int, default 0.1) – Time, in seconds, to pause between consecutive queries of chunks. If single value given for symbol, represents the pause between retries.
  • session (Session, default None) – requests.sessions.Session instance to be used
close()

Close network session

data_key

Key of data returned from Alpha Vantage

default_start_date

Default start date for reader. Defaults to 5 years before current date

function

Alpha Vantage endpoint function

params

Parameters to use in API calls

read()

Read data from connector

url

API URL