, year1month11, year1month12, year2month1, year2month2, year2month3. To ensure optimal API response speed, the trailing 2 years of intraday data is evenly divided into 24 "slices" - year1month1, year1month2, year1month3. Two years of minute-level intraday data contains over 2 million data points, which can take up to Gigabytes of memory. ![]() ![]() In this case, function=TIME_SERIES_INTRADAY_EXTENDED Common use cases for this API include data visualization, trading simulation/backtesting, and machine learning and deep learning applications with a longer horizon. You can query both raw (as-traded) and split/dividend-adjusted intraday data from this endpoint. The intraday data is derived from the Securities Information Processor (SIP) market-aggregated data. This API returns historical intraday time series for the trailing 2 years, covering over 2 million data points per ticker. To unlock the discount, simply sign up for Polygon using your Alpha Vantage user email and enter the code ALPHAV on the subscription page. Specifically, this Intraday Time Series API maps directly to Polygon's Aggregates API.Īlpha Vantage users will enjoy a lifetime 10% discount for their Polygon subscriptions. If you are interested in realtime intraday data for US stocks and ETFs, we have partnered with Polygon.io, a leading provider of realtime market data that counts Google and Robinhood as its customers. For an informative blog postĭynamic json_data = JsonSerializer.Deserialize>(client.DownloadString(queryUri)) NET Core libraries to parse JSON is more complicated. JavaScriptSerializer js = new JavaScriptSerializer() ĭynamic json_data = js.Deserialize(client.DownloadString(queryUri), typeof(object)) Using (WebClient client = new WebClient()) replace the "demo" apikey below with your own key from This requires including the reference to in your project function=TIME_SERIES_INTRADAY& symbol=IBM& interval=5min& apikey=demo& datatype=csv function=TIME_SERIES_INTRADAY& symbol=IBM& interval=5min& outputsize=full& apikey=demo function=TIME_SERIES_INTRADAY& symbol=IBM& interval=5min& apikey=demo 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. The "compact" option is recommended if you would like to reduce the data size of each API call.īy default, datatype=json. 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 the full-length intraday time series. ![]() Set adjusted=false to query raw (as-traded) intraday values.īy default, outputsize=compact. The following values are supported: 1min, 5min, 15min, 30min, 60minīy default, adjusted=true and the output time series is adjusted by historical split and dividend events. Time interval between two consecutive data points in the time series. In this case, function=TIME_SERIES_INTRADAY If you are targeting a deeper intraday history, please use the Extended Intraday API. This API returns the most recent 1-2 months of intraday data and is best suited for short-term/medium-term charting and trading strategy development. This API returns intraday 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). Daily, weekly, and monthly time series contain 20+ years of historical data. This suite of APIs provide global equity data in 4 different temporal resolutions: (1) daily, (2) weekly, (3) monthly, and (4) intraday. ![]() Claim your free API key today to explore our full API offerings! Time Series Stock Data APIs Examples in this documentation are for demo purposes. Our stock APIs © are grouped into seven (7) categories: (1) Core Time Series Stock Data APIs, (2) Alpha Intelligence™, (3) Fundamental Data, (4) Physical and Digital/Crypto Currencies (e.g., Bitcoin), (5) Commodities, (6) Economic Indicators, and (7) Technical Indicators.
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