[R-SIG-Finance] Interaction with Alpha Vantage?

[Paul Teetor]

(Please include r-sig-finance in your replies so that others may benefit from this exchange.)
Good question, but, no, I haven't. I don't depend upon AlphaVantage for FX rates; hence, I've never tried downloading FX data. Paul Teetor, Elgin, IL USAhttp://quantdevel.com/public 

    On Thursday, November 9, 2017 2:58 AM, Magicaltats Bianchi <marcolondonuk at gmail.com> wrote:
 

 Paul have you tried FX download in Alphavantage? I tried all the lines below in R and all work apart from the last one for FX. Marco

data = av_get(symbol = "INGA.AS", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")       #-- holland, amsterdam
data = av_get(symbol = "ABB.ST", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")        #-- sweden, stockholm
data = av_get(symbol = "RELIANCE.NS", av_fun = "TIME_SERIES_DAILY", datatype="csv", outputsize = "full")   #-- india nifty constituent
data = av_get(symbol = "DJI", av_fun = "TIME_SERIES_DAILY_ADJUSTED", datatype="csv", outputsize = "full")
data = av_get(symbol = "GS", av_fun = "TIME_SERIES_DAILY_ADJUSTED", datatype="csv", outputsize = "full")

data = av_get(from_currency = "USD", to_currency = "EUR", av_fun = "CURRENCY_EXCHANGE_RATE")



On Thu, Nov 9, 2017 at 1:36 AM, Paul Teetor via R-SIG-Finance <r-sig-finance at r-project.org> wrote:

Early in the development of the AlphaVantage code for quantmod, I contacted support at alphavantage.co with a bug report. They replied quickly and fixed the problem.

Later, I found another problem, which I reported, too. On one hand, they never replied to that e-mail. On the other hand, the problem disappeared. It left me with the impression that someone was monitoring that address but without time to spare.

I do occasionally get HTTP 503 errors (Service Unavailable) when I run my downloader late at night. Have not noticed problems beyond that since they fixed the first two.
Paul Teetor, Elgin, IL  USA
http://quantdevel.com/public


On Monday, November 6, 2017 4:17 PM, Erol Biceroglu <erol.biceroglu at alumni. utoronto.ca> wrote:



To be fair, as long as we're not being spammed and the data works, (and
it's free), ... and relatively accurate, I think we're okay.  (May or may
not be speaking from experience).

I can visualize a scenario where a few busy people are putting this
together.

On Mon, Nov 6, 2017 at 3:34 PM Duncan Murdoch <murdoch.duncan at gmail.com>
wrote:

> On 06/11/2017 2:20 PM, Daniel Cegiełka wrote:
> > 2017-11-06 19:37 GMT+01:00 Duncan Murdoch <murdoch.duncan at gmail.com>:
> >
> >>
> >> I'm not so sure.  I haven't noticed any problems in their data (though
> I haven't done extensive testing), but in my opinion it is a bad sign if
> there's no way to contact them.
> >
> > e.g. 2004-11-01
> >
> >> GS['2004-10-28/2004-11-03',' Low']
> >               Low
> > 2004-10-28 95.80
> > 2004-10-29 97.43
> > 2004-11-01  9.12
> > 2004-11-02 98.50
> > 2004-11-03 98.68
> >
>
> Did you try reporting that to Alpha Vantage?  That's the kind of thing
> they did respond to on Aug 17 (see
> https://github.com/ joshuaulrich/quantmod/issues/ 176).
>
> Now that I read those messages more closely, it does appear they were in
> touch with anozari sometime in July.  So perhaps it's just me they don't
> respond to.  I was asking how to do things (and suggesting documentation
> and metadata additions), I wasn't reporting on data errors.
>
> Duncan Murdoch
>
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--

Erol Biceroglu
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