October 2018
Beginner
362 pages
9h 32m
English
The majority of real-time market data comes though paid services; think Bloomberg terminals or a brokerage firm's website. Currently, the only non-paid real-time data API for financial markets is Alpha Vantage, which is maintained by a conglomerate of business and academic interests. You can install it by running pip install alpha_vantage on your command line. You can sign up for a free API key on Alpha Vantage's website.
Once you have your key, you can easily query the api with the following:
ts = TimeSeries(key='YOUR_API_KEY', output_format='pandas')data, meta_data = ts.get_intraday(symbol='TICKER',interval='1min', outputsize='full')
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