Alpha Vantage API - toddbadams/strawberry GitHub Wiki

Alpha Vantage API

Alpha Vantage provides realtime and historical financial market data through a set of powerful and developer-friendly data APIs and spreadsheets. From traditional asset classes (e.g., stocks, ETFs, mutual funds) to economic indicators, from foreign exchange rates to commodities, from fundamental data to technical indicators, Alpha Vantage is your one-stop-shop for enterprise-grade global market data delivered through cloud-based APIs, Excel, and Google Sheets.

Time Series Stock Data APIs

This suite of APIs provide global equity data in 4 different temporal resolutions: (1) daily, (2) weekly, (3) monthly, and (4) intraday, with 20+ years of historical depth. A lightweight ticker quote endpoint and several utility functions such as ticker search and market open/closure status are also included for your convenience.

TIME_SERIES_MONTHLY_ADJUSTED

This API returns monthly adjusted time series (last trading day of each month, monthly open, monthly high, monthly low, monthly close, monthly adjusted close, monthly volume, monthly dividend) of the equity specified, covering 20+ years of historical data.

Alpha Vantage Parameter Acquisition Parameter
date qtr_end_date
1. open
2. high
3. low
4. close
5. adjusted close share_price
6. volume
7. dividend amount

Alpha Intelligence

The APIs in this section contain advanced market intelligence built with our decades of expertise in AI, machine learning, and quantitative finance. We hope these highly differentiated alternative datasets can help turbocharge your trading strategy, market research, and financial software application to the next level.

INSIDER_TRANSACTIONS

This API returns the latest and historical insider transactions made by key stakeholders (e.g., founders, executives, board members, etc.) of a specific company.

Alpha Vantage Parameter Acquisition Parameter
transaction_date qtr_end_date
ticker
executive
executive_title
security_type
acquisition_or_disposal acquisition_or_disposal
shares insider_shares
share_price

Fundamental Data

We offer the following set of fundamental data APIs in various temporal dimensions covering key financial metrics, income statements, balance sheets, cash flow, and other fundamental data points.

INCOME_STATEMENT

This API returns the annual and quarterly income statements for the company of interest, with normalized fields mapped to GAAP and IFRS taxonomies of the SEC. Data is generally refreshed on the same day a company reports its latest earnings and financials.

Alpha Vantage Parameter Acquisition Parameter
fiscalDateEnding qtr_end_date
reportedCurrency
grossProfit
totalRevenue revenue
costOfRevenue
costofGoodsAndServicesSold
operatingIncome
sellingGeneralAndAdministrative
researchAndDevelopment
operatingExpenses
investmentIncomeNet
netInterestIncome
interestIncome
interestExpense interest_expense
nonInterestIncome
otherNonOperatingIncome
depreciation
depreciationAndAmortization
incomeBeforeTax income_before_tax
incomeTaxExpense income_tax_expense
interestAndDebtExpense
netIncomeFromContinuingOperations
comprehensiveIncomeNetOfTax
ebit ebit
ebitda ebitda
netIncome net_income

BALANCE_SHEET

This API returns the annual and quarterly balance sheets for the company of interest, with normalized fields mapped to GAAP and IFRS taxonomies of the SEC. Data is generally refreshed on the same day a company reports its latest earnings and financials.

Alpha Vantage Parameter Acquisition Parameter
fiscalDateEnding qtr_end_date
reportedCurrency
totalAssets total_assets
totalCurrentAssets
cashAndCashEquivalentsAtCarryingValue cash_and_cash_equivalents
cashAndShortTermInvestments
inventory
currentNetReceivables current_net_receivables
totalNonCurrentAssets
propertyPlantEquipment
accumulatedDepreciationAmortizationPPE
intangibleAssets
intangibleAssetsExcludingGoodwill
goodwill
investments
longTermInvestments
shortTermInvestments
otherCurrentAssets
otherNonCurrentAssets
totalLiabilities
totalCurrentLiabilities current_liabilities
currentAccountsPayable
deferredRevenue
currentDebt
shortTermDebt short_term_debt
totalNonCurrentLiabilities
capitalLeaseObligations
longTermDebt long_term_debt
currentLongTermDebt
longTermDebtNoncurrent
shortLongTermDebtTotal
otherCurrentLiabilities
otherNonCurrentLiabilities
totalShareholderEquity total_shareholder_equity
treasuryStock
retainedEarnings
commonStock
commonStockSharesOutstanding shares_outstanding

CASH_FLOW

This API returns the annual and quarterly cash flow for the company of interest, with normalized fields mapped to GAAP and IFRS taxonomies of the SEC. Data is generally refreshed on the same day a company reports its latest earnings and financials.

Here’s the complete mapping table, showing every Alpha Vantage parameter with only the matching Acquisition parameters filled in:

Alpha Vantage Parameter Acquisition Parameter
fiscalDateEnding qtr_end_date
reportedCurrency
operatingCashflow operating_cashflow
paymentsForOperatingActivities
proceedsFromOperatingActivities
changeInOperatingLiabilities
changeInOperatingAssets
depreciationDepletionAndAmortization
capitalExpenditures capital_expenditures
changeInReceivables
changeInInventory
profitLoss
cashflowFromInvestment
cashflowFromFinancing
proceedsFromRepaymentsOfShortTermDebt
paymentsForRepurchaseOfCommonStock
paymentsForRepurchaseOfEquity
paymentsForRepurchaseOfPreferredStock
dividendPayout
dividendPayoutCommonStock
dividendPayoutPreferredStock
proceedsFromIssuanceOfCommonStock
proceedsFromIssuanceOfLongTermDebtAndCapitalSecuritiesNet
proceedsFromIssuanceOfPreferredStock
proceedsFromRepurchaseOfEquity
proceedsFromSaleOfTreasuryStock
changeInCashAndCashEquivalents
changeInExchangeRate
netIncome

Earnings

This API returns the annual and quarterly earnings (EPS) for the company of interest. Quarterly data also includes analyst estimates and surprise metrics.

Here’s the full mapping for your latest Alpha Vantage fields, with only the matching Acquisition parameter filled in:

Alpha Vantage Parameter Acquisition Parameter
fiscalDateEnding qtr_end_date
reportedDate
reportedEPS eps
estimatedEPS estimated_eps
surprise
surprisePercentage surprise_eps_pct
reportTime