An simple wrapper around Alpha Vantage financial data API. Multithreaded call is implemented in calling Alpha Vantage API to speed up downloading process when downloading multiple security data.
Currently only support downloading equity data.
$ pip install alpha_vantage_downloader
from alpha_vantage_downloader.downloader import downloader
# supply your api key to intialize an instance
worker = downloader(key='your-api-key-here')
tickers = ['AAPL', 'MSFT']
daily_price = worker.daily(tickers)
type(daily_price) # print out dict
daily_price.keys() # print out dict_keys(['AAPL', 'MSFT'])
daily_price['AAPL'] # print out the daily price dataframe from calling daily price API
worker.daily(tickers) # daily price
worker.daily_adjusted(tickers) # adjusted daily price
worker.weekly(tickers) # weekly price
worker.weekly_adjusted(tickers) # adjusted weekly price
worker.intraday(symbols=tickers, granularity='1min') # supports the granularity listed on alpha vantage doc page