Mastering Python for Finance - Second Edition

Gathering the data

We will be using Alpha Vantage as our data provider. Let's download the SPX and VIX datasets in the following steps:

1. Query for the all-time S&P 500 historical data with the ticker symbol ^GSPC:

In [ ]:    from alpha_vantage.timeseries import TimeSeries      # Update your Alpha Vantage API key here...     ALPHA_VANTAGE_API_KEY = 'PZ2ISG9CYY379KLI'      ts = TimeSeries(key=ALPHA_VANTAGE_API_KEY, output_format='pandas')     df_spx_data, meta_data = ts.get_daily_adjusted(         symbol='^GSPC', outputsize='full')

2. Do the same for the VIX Index with the ticker symbol ^VIX:

In [ ]:    df_vix_data, meta_data = ts.get_daily_adjusted(         symbol='^VIX', outputsize='full')

3. Inspect the contents of the DataFrame object, df_spx_data:

In [ ...