Skip to content

Interaction with Alpha Vantage?

1 message · Paul Teetor

#
(Please include r-sig-finance in your replies so that others may benefit from this exchange.)
Good question, but, no, I haven't. I don't depend upon AlphaVantage for FX rates; hence, I've never tried downloading FX data.?Paul Teetor, Elgin, IL USAhttp://quantdevel.com/public
On Thursday, November 9, 2017 2:58 AM, Magicaltats Bianchi <marcolondonuk at gmail.com> wrote:
Paul have you tried FX download in Alphavantage? I tried all the lines below in R and all work apart from the last one for FX. Marco

data = av_get(symbol = "INGA.AS", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")?????? #-- holland, amsterdam
data = av_get(symbol = "ABB.ST", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")??????? #-- sweden, stockholm
data = av_get(symbol = "RELIANCE.NS", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")?? #-- india nifty constituent
data = av_get(symbol = "DJI", av_fun = "TIME_SERIES_DAILY_ADJUSTED", datatype="csv", outputsize = "full")
data = av_get(symbol = "GS", av_fun = "TIME_SERIES_DAILY_ADJUSTED", datatype="csv", outputsize = "full")

data = av_get(from_currency = "USD", to_currency = "EUR", av_fun = "CURRENCY_EXCHANGE_RATE")
On Thu, Nov 9, 2017 at 1:36 AM, Paul Teetor via R-SIG-Finance <r-sig-finance at r-project.org> wrote:
Early in the development of the AlphaVantage code for quantmod, I contacted support at alphavantage.co with a bug report. They replied quickly and fixed the problem.

Later, I found another problem, which I reported, too. On one hand, they never replied to that e-mail. On the other hand, the problem disappeared. It left me with the impression that someone was monitoring that address but without time to spare.

I do occasionally get HTTP 503 errors (Service Unavailable) when I run my downloader late at night. Have not noticed problems beyond that since they fixed the first two.
Paul Teetor, Elgin, IL? USA
http://quantdevel.com/public
On Monday, November 6, 2017 4:17 PM, Erol Biceroglu <erol.biceroglu at alumni. utoronto.ca> wrote:
To be fair, as long as we're not being spammed and the data works, (and
it's free), ... and relatively accurate, I think we're okay.? (May or may
not be speaking from experience).

I can visualize a scenario where a few busy people are putting this
together.

On Mon, Nov 6, 2017 at 3:34 PM Duncan Murdoch <murdoch.duncan at gmail.com>
wrote:
--

Erol Biceroglu
*LinkedIn <http://ca.linkedin.com/in/ erolbiceroglu> | Wordpress
<https://propfoliomanagement. wordpress.com/>*

? ? [[alternative HTML version deleted]]


______________________________ _________________
R-SIG-Finance at r-project.org mailing list
https://stat.ethz.ch/mailman/ listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.

______________________________ _________________
R-SIG-Finance at r-project.org mailing list
https://stat.ethz.ch/mailman/ listinfo/r-sig-finance
-- Subscriber-posting only. If you want to post, subscribe first.
-- Also note that this is not the r-help list where general R questions should go.