Alpha Vantage — Financial Market Data

Access 20+ years of global financial data: equities, options, forex, crypto, commodities, economic indicators, and 50+ technical indicators.

API Key Setup (Required)

1. Get a free key at https://www.alphavantage.co/support/#api-key (premium plans available for higher rate limits)
2. Set as environment variable:

export ALPHAVANTAGE_API_KEY="your_key_here"

Installation

uv pip install requests pandas

Base URL & Request Pattern

All requests go to:

https://www.alphavantage.co/query?function=FUNCTION_NAME&apikey=YOUR_KEY&...params

import requests
import os

API_KEY = os.environ.get("ALPHAVANTAGE_API_KEY")
BASE_URL = "https://www.alphavantage.co/query"

def av_get(function, **params):
    response = requests.get(BASE_URL, params={"function": function, "apikey": API_KEY, **params})
    return response.json()

Quick Start Examples

# Stock quote (latest price)
quote = av_get("GLOBAL_QUOTE", symbol="AAPL")
price = quote["Global Quote"]["05. price"]

# Daily OHLCV
daily = av_get("TIME_SERIES_DAILY", symbol="AAPL", outputsize="compact")
ts = daily["Time Series (Daily)"]

# Company fundamentals
overview = av_get("OVERVIEW", symbol="AAPL")
print(overview["MarketCapitalization"], overview["PERatio"])

# Income statement
income = av_get("INCOME_STATEMENT", symbol="AAPL")
annual = income["annualReports"][0]  # Most recent annual

# Crypto price
crypto = av_get("DIGITAL_CURRENCY_DAILY", symbol="BTC", market="USD")

# Economic indicator
gdp = av_get("REAL_GDP", interval="annual")

# Technical indicator
rsi = av_get("RSI", symbol="AAPL", interval="daily", time_period=14, series_type="close")

API Categories

Category	Key Functions
Time Series (Stocks)	GLOBAL_QUOTE, TIME_SERIES_INTRADAY, TIME_SERIES_DAILY, TIME_SERIES_WEEKLY, TIME_SERIES_MONTHLY
Options	REALTIME_OPTIONS, HISTORICAL_OPTIONS
Alpha Intelligence	NEWS_SENTIMENT, EARNINGS_CALL_TRANSCRIPT, TOP_GAINERS_LOSERS, INSIDER_TRANSACTIONS, ANALYTICS_FIXED_WINDOW
Fundamentals	OVERVIEW, ETF_PROFILE, INCOME_STATEMENT, BALANCE_SHEET, CASH_FLOW, EARNINGS, DIVIDENDS, SPLITS
Forex (FX)	CURRENCY_EXCHANGE_RATE, FX_INTRADAY, FX_DAILY, FX_WEEKLY, FX_MONTHLY
Crypto	CURRENCY_EXCHANGE_RATE, CRYPTO_INTRADAY, DIGITAL_CURRENCY_DAILY
Commodities	GOLD (WTI spot), BRENT, NATURAL_GAS, COPPER, WHEAT, CORN, COFFEE, ALL_COMMODITIES
Economic Indicators	REAL_GDP, TREASURY_YIELD, FEDERAL_FUNDS_RATE, CPI, INFLATION, UNEMPLOYMENT, NONFARM_PAYROLL
Technical Indicators	SMA, EMA, MACD, RSI, BBANDS, STOCH, ADX, ATR, OBV, VWAP, and 40+ more

Common Parameters

Parameter	Values	Notes
outputsize	compact / full	compact = last 100 points; full = 20+ years
datatype	json / csv	Default: json
interval	1min, 5min, 15min, 30min, 60min, daily, weekly, monthly	Depends on endpoint
adjusted	true / false	Adjust for splits/dividends

Rate Limits

• Free tier: 25 requests/day (as of 2026)
• Premium plans: higher limits, real-time data, intraday access
• HTTP 429 = rate limit exceeded
• Add delays between requests when processing multiple symbols

import time
# Add delay to avoid rate limits
time.sleep(0.5)  # 0.5s between requests on free tier

Error Handling

data = av_get("GLOBAL_QUOTE", symbol="AAPL")

# Check for API errors
if "Error Message" in data:
    raise ValueError(f"API Error: {data['Error Message']}")
if "Note" in data:
    print(f"Rate limit warning: {data['Note']}")
if "Information" in data:
    print(f"API info: {data['Information']}")

Reference Files

Load these for detailed endpoint documentation:

• time-series.md — Stock OHLCV data, quotes, bulk quotes, market status
• fundamentals.md — Company overview, financial statements, earnings, dividends, splits
• options.md — Realtime and historical options chain data
• intelligence.md — News/sentiment, earnings transcripts, insider transactions, analytics
• forex-crypto.md — Forex exchange rates and cryptocurrency prices
• commodities.md — Gold, silver, oil, natural gas, agricultural commodities
• economic-indicators.md — GDP, CPI, interest rates, employment data
• technical-indicators.md — 50+ technical analysis indicators (SMA, EMA, MACD, RSI, etc.)