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@vedranmarkulj vedranmarkulj/get_historical_data.py Secret
Last active Feb 22, 2018

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get_historical_data.py
import requests
import pandas as pd
class AlphaVantage:
def __init__(self, symbol_code, interval="60min", outputsize="compact"):
self.base_url = "https://www.alphavantage.co"
self.default_endpoint = "/query"
self.api_key = "<enter your API Key here>"
self.symbol_code = symbol_code
self.interval = interval
self.outputsize = outputsize
def intraday(self):
parameters = {
"function": "TIME_SERIES_INTRADAY",
"symbol": self.symbol_code,
"interval": self.interval,
"outputsize": self.outputsize,
"datatype": "json",
"apikey": self.api_key
}
response_intraday = requests.get("{0}{1}".format(self.base_url, self.default_endpoint), params=parameters, stream=True).json()
return response_intraday
def daily(self):
parameters = {
"function": "TIME_SERIES_DAILY",
"symbol": self.symbol_code,
"outputsize": self.outputsize,
"datatype": "json",
"apikey": self.api_key
}
response_daily = requests.get("{0}{1}".format(self.base_url, self.default_endpoint), params=parameters, stream=True).json()
return response_daily
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