2017-06-02 ~ New Source of Market Tick Data: Alpha Vantage

[theo-armour]

@prediqtiv/peeps

predIQtiv has been acquiring its market tick data via Google and Yahoo. In both cases the sources of the data are from servers that supply the numbers for both provider's finance pages. These facilities are undocumented and may even contravene (documented where?) terms of service. The use of these services often OK for preliminary, learning and academic experiments but is likely to be cut off if used too much.

It was great joy, therefore, that we came across the services of Alpha Vantage.

About Alpha Vantage
We have one shared aspiration: democratizing access to institution-grade financial analytics.

Alpha Vantage is one of our deliverables towards this purpose. It provides free JSON APIs for stock market data, augmented by a comprehensive set of technical indicators. We are committed to making it free forever.

To get started, browse through our API documentation to test drive our API library. Whenever you feel ready, claim your free API key and start exploring!

Please refer to the Support Page or simply contact us if you have any questions, feedback, feature requests, or just want to say hi!

We have obtained an API key from Alpha Advantage - which arrived instantly and at no charge. Work has started on a Google Apps spreadsheet to acquire data and forward it to GitHub.

The new effort will be based on the existing SP500 Get Ticks2 and will continue the process of simplifying, streamlining and hardening the code. The process of hardening SP500 Get Ticks2 is taking a long times for at least two reasons:

• Google rate limits - usage per 24 hour period - seem to be cutting in after only a few runs
• It takes over twenty minutes for a run to complete

Ultimately all the efforts should be maintained s there should always be multiple sources for the data in order to verify accuracy and have alternatives in case of disruption. It is also hoped that another method of scheduling online scripts can be sourced. Just Google Apps, any other source should be available at no charge and not require a credit card.

In any case, the work is progressing and we look forward to the days ahead where we can start adding more features such as supporting a much wider range of symbols as well as multiple individual portfolios.