Open snovum opened 11 months ago
@snovum Thanks for bringing this to my attention. I haven't looked at the API docs in some time so there are likely several methods that need updating. I'll see if I can get to it before the end of the week.
Thanks for looking into it! I submitted a pull request just in case it would be helpful but probably need someone with more experience to accurately address the issue.
Sorry I think my pull request did not get submitted so I tried it a second time. Thanks!
Appreciate your help with this. Sorry but I am still getting the following errors when I try to access extended data via the month
argument. Any pointers you could provide when you have the time would be greatly appreciated. thanks.
] rm AlphaVantage # I removed previous installation
add https://github.com/ellisvalentiner/AlphaVantage.jl.git # added package via URL
julia> RawData = AlphaVantage.time_series_intraday("AAPL", "1min"; month = "2000-01")
ERROR: MethodError: no method matching time_series_intraday(::String, ::String; month::String)
Closest candidates are:
time_series_intraday(::String, ::String; client, outputsize, datatype, parser) got unsupported keyword argument "month"
@ AlphaVantage ~/.julia/packages/AlphaVantage/c1lna/src/stock_time_series.jl:22
time_series_intraday(::String) got unsupported keyword argument "month"
@ AlphaVantage ~/.julia/packages/AlphaVantage/c1lna/src/stock_time_series.jl:22
Stacktrace:
[1] kwerr(::NamedTuple{(:month,), Tuple{String}}, ::Function, ::String, ::String)
@ Base ./error.jl:165
[2] top-level scope
@ REPL[26]:1
Hi! According to the Alpha Vantage Documentation
time_series_intraday_extended
queries have now been folded intotime_series_intraday
queries via an added optionalmonth
parameter. I'm just wondering how one might incorporatemonth
and the additional optional parametersadjusted
andextended hours
into the julia version as well?The parameters in
time_series_intraday
queries are documented as follows:TIME_SERIES_INTRADAY
This API returns current and 20+ years of historical intraday OHLCV time series of the equity specified, covering extended trading hours where applicable (e.g., 4:00am to 8:00pm Eastern Time for the US market). You can query both raw (as-traded) and split/dividend-adjusted intraday data from this endpoint. The OHLCV data is sometimes called "candles" in finance literature.
API Parameters ❚ Required: function
The time series of your choice. In this case, function=TIME_SERIES_INTRADAY
❚ Required: symbol
The name of the equity of your choice. For example: symbol=IBM
❚ Required: interval
Time interval between two consecutive data points in the time series. The following values are supported: 1min, 5min, 15min, 30min, 60min
❚ Optional: adjusted
By default, adjusted=true and the output time series is adjusted by historical split and dividend events. Set adjusted=false to query raw (as-traded) intraday values.
❚ Optional: extended_hours
By default, extended_hours=true and the output time series will include both the regular trading hours and the extended trading hours (4:00am to 8:00pm Eastern Time for the US market). Set extended_hours=false to query regular trading hours (9:30am to 4:00pm US Eastern Time) only.
❚ Optional: month
By default, this parameter is not set and the API will return intraday data for the most recent days of trading. You can use the month parameter (in YYYY-MM format) to query a specific month in history. For example, month=2009-01. Any month in the last 20+ years since 2000-01 (January 2000) is supported.
❚ Optional: outputsize
By default, outputsize=compact. Strings compact and full are accepted with the following specifications: compact returns only the latest 100 data points in the intraday time series; full returns trailing 30 days of the most recent intraday data if the month parameter (see above) is not specified, or the full intraday data for a specific month in history if the month parameter is specified. The "compact" option is recommended if you would like to reduce the data size of each API call.
❚ Optional: datatype
By default, datatype=json. Strings json and csv are accepted with the following specifications: json returns the intraday time series in JSON format; csv returns the time series as a CSV (comma separated value) file.
❚ Required: apikey
Sorry new to github so not sure if this is the correct forum or protocol for this issue. Thanks!