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alpha_vantage time fraome TimeSeries now seem to be reduced for chapter 6 #6

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antoinecomp opened this issue Feb 4, 2021 · 1 comment · May be fixed by #7
Closed

alpha_vantage time fraome TimeSeries now seem to be reduced for chapter 6 #6

antoinecomp opened this issue Feb 4, 2021 · 1 comment · May be fixed by #7

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@antoinecomp
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antoinecomp commented Feb 4, 2021 •
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I want to get the DJIA values for 2020 in order to reproduce it with a Principal Component Analysis following chapter 6 using alpha_vantage. Yet it seems that if James Ma was able to get the data for the whole year, now it seems that we only have two months:

"""
Download the all-time DJIA dataset
"""
from alpha_vantage.timeseries import TimeSeries

# Update your Alpha Vantage API key here...
ALPHA_VANTAGE_API_KEY = 'MYKEY'

from pprint import pprint
ts = TimeSeries(key=ALPHA_VANTAGE_API_KEY, output_format='pandas')
df, meta_data = ts.get_intraday(symbol='DIA',interval='1min', outputsize='full')
pprint(df.info())

Returns:

<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 5351 entries, 2021-02-03 20:00:00 to 2021-01-21 04:02:00
Data columns (total 5 columns):
 #   Column     Non-Null Count  Dtype  
---  ------     --------------  -----  
 0   1. open    5351 non-null   float64
 1   2. high    5351 non-null   float64
 2   3. low     5351 non-null   float64
 3   4. close   5351 non-null   float64
 4   5. volume  5351 non-null   float64
dtypes: float64(5)
memory usage: 250.8 KB

Has alpha_vantage reduced the available data? Can I extend the timeframe? If it is not possible, how can I get the data for the DJIA otherwise?

Side note: ticker ^DJI isn't available anymore.
@jamesmawm jamesmawm linked a pull request Mar 1, 2021 that will close this issue
Removed index symbol, used stock symbol. #7
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@jamesmawm
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jamesmawm commented Mar 1, 2021 •
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It seems Alpha Vantage dropped support for all indices data, there's no indication when these services will be restored.
In the meantime should we need some data for the purpose of continuing our studies, try using a stock ticker symbol instead.
I've updated parts using NDAQ, a company ticker as a proxy, This gives us a fairly stable but less accurate result.
It's in merge request #7, just pull the latest from master branch.

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Removed index symbol, used stock symbol. jamesmawm/Mastering-Python-for-Finance-Second-Edition-1
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@jamesmawm @antoinecomp @ArjunVarma39