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Julia - Download free data alphavantage api
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# Download Data Using Alphavantage | |
using HTTP | |
using StatPlots | |
res = HTTP.get("https://www.alphavantage.co/query?function=TIME_SERIES_INTRADAY&symbol=AAPL&interval=1min&apikey=your_api_key&datatype=csv") | |
mycsv = readcsv(res.body) | |
x = convert(DataFrame, mycsv) | |
x = x[2:nrow(x),:] # subset remove header row | |
# Rename Columns | |
colnames = ["Date","Open","High","Low","Close","Volume"] | |
names!(x.colindex, map(parse, colnames)) | |
# Convert String Date to Date format | |
x[:Date] = DateTime.(x[:Date],Dates.DateFormat("yyy-mm-dd H:M:S")) | |
# Sort Dataframe by Date Column | |
x = sort!(x, cols = [order(:Date)], rev=(false)) | |
# Convert OHLC to Float64 and Volume to Int64 | |
for i in 2:length(x)-1 | |
x[i] = convert(Array{Float64,1},x[i]) | |
end | |
x[6] = convert(Array{Int64,1},x[6]) | |
# Plot Data | |
gr(size=(1500 ,1000)) | |
@df x plot(:Date, [:Close],title = "AAPL Intraday", xlab = "Date", ylab = "Close",colour = [:red],legend = :topleft) | |
savefig("AAPL_1min.png") | |
# Multiple symbols | |
#start_time = Dates.now(Dates.UTC) | |
t=1 | |
tickers = ["DDM","MVV","QLD","SAA","SSO","TQQQ","UDOW","UMDD","UPRO","URTY","UWM", "BIB", "FINU","LTL","ROM", | |
"RXL", "SVXY","UBIO","UCC","UGE","UPW","URE","USD","UXI","UYG","UYM","DOG","DXD","MYY","MZZ","PSQ","QID","RWM","SBB", | |
"SDD","SDOW","SDS","SH","SPXU","SQQQ","SRTY","TWM","SMDD","UVXY","VIXM","VIXY"] | |
for t in 1:length(tickers) | |
# Using HTTP package | |
#sleep(5) | |
res = HTTP.get(joinpath( | |
"https://www.alphavantage.co/query?function=TIME_SERIES_DAILY&symbol="tickers[t]"&outputsize=full&apikey=your_api_key&datatype=csv")) | |
mycsv = readcsv(res.body) | |
x = convert(DataFrame, mycsv) | |
x = x[2:nrow(x),:] # subset remove header row | |
# Rename Columns | |
colnames = ["Date","Open","High","Low","Close","Volume"] | |
names!(x.colindex, map(parse, colnames)) | |
# Convert String Date to Date format | |
x[:Date] = Date.(x[:Date],Dates.DateFormat("yyy-mm-dd")) | |
# Sort Date Frame By Date | |
x = sort!(x, cols = [order(:Date)], rev=(false)) | |
# Convert OHLC to Float64 and Volume to Int64 | |
i=1 | |
for i in 2:length(x)-1 | |
x[i] = convert(Array{Float64,1},x[i]) | |
end | |
x[6] = convert(Array{Int64,1},x[6]) | |
writetable(joinpath("CSV_OUT_"tickers[t]".csv"), x) | |
end |
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