Closed Montesinnos closed 6 years ago
Did some extra research. It appears that the intraday
function does not return volume, while the daily
one does.
I have examples:
https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol=MSFT
{
"Meta Data": {
"1. Information": "Daily Prices (open, high, low, close) and Volumes",
"2. Symbol": "MSFT",
"3. Last Refreshed": "2018-08-03",
"4. Output Size": "Compact",
"5. Time Zone": "US/Eastern"
},
"Time Series (Daily)": {
"2018-08-03": {
"1. open": "107.8000",
"2. high": "108.0500",
"3. low": "106.8200",
"4. close": "108.0400",
"5. volume": "18659599"
}
}
while https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=MSFT&interval=1min&apikey=HI
{
"Meta Data": {
"1. Information": "Intraday (1min) prices and volumes",
"2. Symbol": "MSFT",
"3. Last Refreshed": "2018-08-03 15:59:00",
"4. Interval": "1min",
"5. Output Size": "Compact",
"6. Time Zone": "US/Eastern"
},
"Time Series (1min)": {
"2018-08-03 15:59:00": {
"1. open": "107.9000",
"2. high": "108.0000",
"3. low": "107.9000",
"4. close": "108.0000"
}
}
Hi Montesinnos. I will have a look a soon as I can. Thanks for the information. Otherwise if you wish you could send a pull request and I´ll merge it after reviewing it.
Hm thats weird. Now when I click on your intraday link the volume is visible. I guess the API changed for our benefit?
Yap. Seems to be good now. Thanks for looking into it!
Awesome project. Thanks for creating!
I noticed this weekend (not sure if it's a temporal thing), AA is not sending
volume
in the timeseries data. Ie:That causes the Parser to throw an error and return. In this specific case, I'd be ok to get the results even with missing fields. Code with problem is in:
package api.quote.patriques.output.timeseries.IntraDay
. Line 65There are robust ways to return a failure, with means for the user to recover for it. In my specific case, I'm ok with missing values, so I just add extra checks for the expected fields. If it's not present, I put 0L. Of course the user can't tell the difference, so this isn't good for everyone.