vantagex v0.1.6 Vantagex.TimeSeries View Source

Contains functions related to the Timeseries functions of Alpha Vantage’s API.

Link to this section Summary

Functions

Uses Alpha Vantage’s TIME_SERIES_DAILY function. Returns daily time series of the equity specified

Uses Alpha Vantage’s TIME_SERIES_DAILY_ADJUSTED function. Returns daily time series of the equity specified with adjusted close prices

intraday(symbol, interval, opts \\ [])

Uses Alpha Vantage’s TIME_SERIES_INTRADAY function. Returns intraday time series of the equity specified

monthly(symbol, opts \\ [])

Uses Alpha Vantage’s TIME_SERIES_MONTHLY function. Returns monthly time series of the equity specified

monthly_adjusted(symbol, opts \\ [])

Uses Alpha Vantage’s TIME_SERIES_MONTHLY_ADJUSTED function. Returns monthly time series of the equity specified with adjusted close prices

quote(symbol, opts \\ [])

Uses Alpha Vantage’s GLOBAL_QUOTE function. Returns the latest price and volume information for a given security

symbol_search(keywords, opts \\ [])

Uses Alpha Vantage’s SYMBOL_SEARCH function. Returns the best-matching symbols based on the passed keywords

weekly(symbol, opts \\ [])

Uses Alpha Vantage’s TIME_SERIES_WEEKLY function. Returns weekly time series of the equity specified

weekly_adjusted(symbol, opts \\ [])

Uses Alpha Vantage’s TIME_SERIES_WEEKLY_ADJUSTED function. Returns weekly time series of the equity specified with adjusted close prices

Link to this section Functions

daily(symbol, opts \\ [])

daily(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s TIME_SERIES_DAILY function. Returns daily time series of the equity specified

Args:

symbol - The symbol of the stock to use. E.g. MSFT
opts - A list of extra options to pass to the function.

Allowed options:

outputsize - :compact | :full when set to compact returns the latest 100 datapoints; when set to full returns the full length intraday time series. Defaults to compact
datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples:

iex> Vantagex.TimeSeries.daily("GOOG")
%{
  "Meta Data" => %{
    "1. Information" => "Daily Prices (open, high, low, close) and Volumes",
    "2. Symbol" => "GOOG",
    "3. Last Refreshed" => "2019-02-08 16:00:01",
    "4. Output Size" => "Compact",
    "5. Time Zone" => "US/Eastern"
  },
  "Time Series (Daily)" => %{
    "2018-11-12" => %{
      "1. open" => "1061.3900",
      "2. high" => "1062.1200",
      "3. low" => "1031.0000",
      "4. close" => "1038.6300",
      "5. volume" => "1471758"
    },
    "2018-12-06" => %{
      "1. open" => "1034.2600",
      "2. high" => "1071.2000",
      "3. low" => "1030.7700",
      "4. close" => "1068.7300",
      "5. volume" => "2769225"
    },
    ...
  }
}

daily_adjusted(symbol, opts \\ [])

daily_adjusted(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s TIME_SERIES_DAILY_ADJUSTED function. Returns daily time series of the equity specified with adjusted close prices.

Args:

symbol - The symbol of the stock to use. E.g. MSFT
opts - A list of extra options to pass to the function.

Allowed options:

outputsize - :compact | :full when set to compact returns the latest 100 datapoints; when set to full returns the full length intraday time series. Defaults to compact
datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples:

iex> Vantagex.TimeSeries.daily_adjusted("GOOG")
%{
  "Meta Data" => %{
    "1. Information" => "Daily Time Series with Splits and Dividend Events",
    "2. Symbol" => "GOOG",
    "3. Last Refreshed" => "2019-02-08 16:00:01",
    "4. Output Size" => "Compact",
    "5. Time Zone" => "US/Eastern"
  },
  "Time Series (Daily)" => %{
    "2018-11-12" => %{
      "1. open" => "1061.3900",
      "2. high" => "1062.1200",
      "3. low" => "1031.0000",
      "4. close" => "1038.6300",
      "5. adjusted close" => "1038.6300",
      "6. volume" => "1471758",
      "7. dividend amount" => "0.0000",
      "8. split coefficient" => "1.0000"
    },
    "2018-12-06" => %{
      "1. open" => "1034.2600",
      "2. high" => "1071.2000",
      "3. low" => "1030.7700",
      "4. close" => "1068.7300",
      "5. adjusted close" => "1068.7300",
      "6. volume" => "2769225",
      "7. dividend amount" => "0.0000",
      "8. split coefficient" => "1.0000"
    },
    ...
  }
}

intraday(symbol, interval, opts \\ [])

intraday(String.t(), integer(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s TIME_SERIES_INTRADAY function. Returns intraday time series of the equity specified

Args:

symbol - The symbol of the stock to use. E.g. MSFT
interval - Interval (in minutes) between two consecutive data points in the time series.
opts - A list of extra options to pass to the function.

Allowed options:

outputsize - :compact | :full when set to compact returns the latest 100 datapoints; when set to full returns the full length intraday time series. Defaults to compact
datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples:

iex> Vantagex.TimeSeries.intraday("GOOG", 5)
%{
  "Meta Data" => %{
    "1. Information" => "Intraday (5min) open, high, low, close prices and volume",
    "2. Symbol" => "GOOG",
    "3. Last Refreshed" => "2019-02-04 16:00:00",
    "4. Interval" => "5min",
    "5. Output Size" => "Compact",
    "6. Time Zone" => "US/Eastern"
  },
  "Time Series (5min)" => %{
    "2019-02-04 13:15:00" => %{
      "1. open" => "1122.5100",
      "2. high" => "1122.7200",
      "3. low" => "1121.9000",
      "4. close" => "1122.1500",
      "5. volume" => "13094"
    },
    "2019-02-04 11:50:00" => %{
      "1. open" => "1124.5500",
      "2. high" => "1125.1700",
      "3. low" => "1124.4600",
      "4. close" => "1125.0649",
      "5. volume" => "14945"
    },
    ...
  }
}

Or, if you prefer, you can get a plaintext JSON or CSV object by specifying the :datatype as an atom:

iex> Vantagex.TimeSeries.intraday("GOOG", 5, datatype: :csv)
"timestamp,open,high,low,close,volume\r\n2019-02-04 16:00:00,1130.7800,1132.4301,1130.5000,1132.4301,122109\r\n2019-02-04 15:55:00,1129.9800,1130.7900,1129.3140,1130.4685,52596\r\n2019-02-04 15:50:00,1129.2600,1130.2520,1128.8500,1129.8600,50110\r\n2019-02-04 15:45:00,1126.7550,1129.4750,1126.7550,1129.4100,33314\r\n2019-02-04 15:40:00,1127.7600,1127.7600,1125.3700,1126.4900,42554\r\n2019-02-04 15:35:00,1130.2900,1130.2900,1127.7006,1127.7006,36706\r\n2019-02-04 15:30:00,1131.1500,1131.5450,1130.3400,1130.6600,17684\r\n2019-02-04 15:25:00,1131.5900,1132.0100,1130.6899,1130.9900,20110\r\n2019-02-04 15:20:00,1130.7800,1131.7999,1130.7130,1131.3280,19301\r\n2019-02-04 15:15:00,1129.8400,1131.5500,1129.8400,1130.5072,36392\r\n2019-02-04 15:10:00,1129.0200,1130.1187,1128.0400,1130.1187,25009\r\n2019-02-04 15:05:00,1129.9000,1129.9998,1128.9301,1129.1600,15658\r\n2019-02-04 15:00:00,1130.0000,1130.4399,1129.7700,1130.0699,21459\r\n2019-02-04 14:55:00,1128.5500,1129.9000,1128.5500,1129.9000,41086\r\n2019-02-04 14:50:00,1128.8400,1128.9718,1127.8025,1128.3900,14609\r\n2019-02-04 14:45:00,1127.6191,1129.0000,1127.6191,1128.5900,12154\r\n..."

You can also set the outputsize using the words supported by Alpha Vantage. "compact" | "full"

monthly(symbol, opts \\ [])

monthly(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s TIME_SERIES_MONTHLY function. Returns monthly time series of the equity specified

Args:

symbol - The symbol of the stock to use. E.g. MSFT
opts - A list of extra options to pass to the function.

Allowed options:

datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples:

iex> Vantagex.TimeSeries.monthly("GOOG")
%{
  "Meta Data" => %{
    "1. Information" => "Monthly Prices (open, high, low, close) and Volumes",
    "2. Symbol" => "GOOG",
    "3. Last Refreshed" => "2019-02-08 16:00:01",
    "4. Time Zone" => "US/Eastern"
  },
  "Monthly Time Series" => %{
    "2017-06-30" => %{
      "1. open" => "968.9500",
      "2. high" => "988.2500",
      "3. low" => "908.3100",
      "4. close" => "908.7300",
      "5. volume" => "42736021"
    },
    "2018-11-30" => %{
      "1. open" => "1075.8000",
      "2. high" => "1095.5700",
      "3. low" => "996.0200",
      "4. close" => "1094.4300",
      "5. volume" => "36735570"
    },
    ...
  }
}

monthly_adjusted(symbol, opts \\ [])

monthly_adjusted(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s TIME_SERIES_MONTHLY_ADJUSTED function. Returns monthly time series of the equity specified with adjusted close prices.

Args:

symbol - The symbol of the stock to use. E.g. MSFT
opts - A list of extra options to pass to the function.

Allowed options:

datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples

iex> Vantagex.TimeSeries.monthly_adjusted("GOOG")
%{
  "Meta Data" => %{
    "1. Information" => "Monthly Adjusted Prices and Volumes",
    "2. Symbol" => "GOOG",
    "3. Last Refreshed" => "2019-02-08 16:00:01",
    "4. Time Zone" => "US/Eastern"
  },
  "Monthly Adjusted Time Series" => %{
    "2017-06-30" => %{
      "1. open" => "968.9500",
      "2. high" => "988.2500",
      "3. low" => "908.3100",
      "4. close" => "908.7300",
      "5. adjusted close" => "908.7300",
      "6. volume" => "42736021",
      "7. dividend amount" => "0.0000"
    },
    "2018-11-30" => %{
      "1. open" => "1075.8000",
      "2. high" => "1095.5700",
      "3. low" => "996.0200",
      "4. close" => "1094.4300",
      "5. adjusted close" => "1094.4300",
      "6. volume" => "36735570",
      "7. dividend amount" => "0.0000"
    },
    ...
  }
}

quote(symbol, opts \\ [])

quote(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s GLOBAL_QUOTE function. Returns the latest price and volume information for a given security.

Args:

symbol - The symbol of the security to use. E.g. MSFT
opts - A list of extra options to pass to the function.

Allowed options:

datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples:

iex> Vantagex.TimeSeries.quote("GOOG")
%{
  "Global Quote" => %{
    "01. symbol" => "GOOG",
    "02. open" => "1106.8000",
    "03. high" => "1125.3000",
    "04. low" => "1105.9001",
    "05. price" => "1121.3700",
    "06. volume" => "347",
    "07. latest trading day" => "2019-02-12",
    "08. previous close" => "1095.0100",
    "09. change" => "26.3600",
    "10. change percent" => "2.4073%"
  }
}

iex> Vantagex.TimeSeries.quote("GOOG", datatype: :csv)
"symbol,open,high,low,price,volume,latestDay,previousClose,change,changePercent\r\nGOOG,1106.8000,1125.3000,1105.9001,1121.3700,347,2019-02-12,1095.0100,26.3600,2.4073%\r\n"

symbol_search(keywords, opts \\ [])

symbol_search(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s SYMBOL_SEARCH function. Returns the best-matching symbols based on the passed keywords.

Args:

keywords - A text string to search for. e.g. "microsoft"
opts - A list of extra options to pass to the function.

Allowed options:

datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples

iex> Vantagex.TimeSeries.symbol_search("microsoft")
%{
  "bestMatches" => [
    %{
      "1. symbol" => "MSFT",
      "2. name" => "Microsoft Corporation",
      "3. type" => "Equity",
      "4. region" => "United States",
      "5. marketOpen" => "09:30",
      "6. marketClose" => "16:00",
      "7. timezone" => "UTC-05",
      "8. currency" => "USD",
      "9. matchScore" => "1.0000"
    },
    %{
      "1. symbol" => "MSFT.MEX",
      "2. name" => "Microsoft Corporation",
      "3. type" => "Equity",
      "4. region" => "Mexico",
      "5. marketOpen" => "08:30",
      "6. marketClose" => "15:00",
      "7. timezone" => "UTC-06",
      "8. currency" => "MXP",
      "9. matchScore" => "0.6154"
    },
    ...
  ]
}

weekly(symbol, opts \\ [])

weekly(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s TIME_SERIES_WEEKLY function. Returns weekly time series of the equity specified

Args:

symbol - The symbol of the stock to use. E.g. MSFT
opts - A list of extra options to pass to the function.

Allowed options:

datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples:

iex> Vantagex.TimeSeries.weekly("GOOG")
%{
  "Meta Data" => %{
    "1. Information" => "Weekly Prices (open, high, low, close) and Volumes",
    "2. Symbol" => "GOOG",
    "3. Last Refreshed" => "2019-02-08 16:00:01",
    "4. Time Zone" => "US/Eastern"
  },
  "Weekly Time Series" => %{
    "2017-08-04" => %{
      "1. open" => "941.8900",
      "2. high" => "943.5900",
      "3. low" => "916.6800",
      "4. close" => "927.9600",
      "5. volume" => "7178897"
    },
    "2015-10-09" => %{
      "1. open" => "632.0000",
      "2. high" => "650.6090",
      "3. low" => "625.5600",
      "4. close" => "643.6100",
      "5. volume" => "9964021"
    },
    ...
  }
}

weekly_adjusted(symbol, opts \\ [])

weekly_adjusted(String.t(), Keyword.t()) :: String.t() | Map.t()

Uses Alpha Vantage’s TIME_SERIES_WEEKLY_ADJUSTED function. Returns weekly time series of the equity specified with adjusted close prices.

Args:

symbol - The symbol of the stock to use. E.g. MSFT
opts - A list of extra options to pass to the function.

Allowed options:

datatype - :map | :json | :csv specifies the return format. Defaults to :map

Examples:

iex> Vantagex.TimeSeries.weekly_adjusted("GOOG")
%{
  "Meta Data" => %{
    "1. Information" => "Weekly Adjusted Prices and Volumes",
    "2. Symbol" => "GOOG",
    "3. Last Refreshed" => "2019-02-08 16:00:01",
    "4. Time Zone" => "US/Eastern"
  },
  "Weekly Adjusted Time Series" => %{
    "2017-08-04" => %{
      "1. open" => "941.8900",
      "2. high" => "943.5900",
      "3. low" => "916.6800",
      "4. close" => "927.9600",
      "5. adjusted close" => "927.9600",
      "6. volume" => "7178897",
      "7. dividend amount" => "0.0000"
    },
    "2015-10-09" => %{
      "1. open" => "632.0000",
      "2. high" => "650.6090",
      "3. low" => "625.5600",
      "4. close" => "643.6100",
      "5. adjusted close" => "643.6100",
      "6. volume" => "9964021",
      "7. dividend amount" => "0.0000"
    },
    ...
  }
}