Alpha Vantage

Sync overview

This source retrieves time series data from the free Alpha Vantage API. It supports intraday, daily, weekly and monthly time series data.

Output schema

This source is capable of syncing the following streams:

• time_series_intraday
• time_series_daily
• time_series_daily_adjusted (premium only)
• time_series_weekly
• time_series_weekly_adjusted
• time_series_monthly
• time_series_monthly_adjusted

Features

Feature	Supported? (Yes/No)	Notes
Full Refresh Sync	Yes
Incremental Sync	No
API Environments	Yes	Both sandbox and production environments are supported.

Performance considerations

Since a single API call returns the full history of a time series if configured, it is recommended to use Full Refresh with Overwrite to avoid storing duplicate data.

Also, the data returned can be quite large.

Getting started

Requirements

1. Obtain an API key from Alpha Vantage.

Setup guide

The following fields are required fields for the connector to work:

• api_key: Your Alpha Vantage API key.
• symbol: The symbol of the time series to retrieve, with exchange code if applicable. For example, MSFT or TSCO.LON.
• (optional) interval: The time-series data point interval. Defaults to 1 minute.
• (optional) Adjusted?: Whether the intraday endpoint should return adjusted data. Defaults to false.
• (optional) outputsize: The size of the time series to retrieve. Defaults to compact, which returns the last 100 data points. full returns the full history.

Changelog

Version	Date	Pull Request	Subject
0.1.1	2022-12-16	20564	add quote stream to alpha-vantage
0.1.0	2022-10-21	18320	New source