Appendix D — The AlphaVantage API

The AlphaVantage API is a wealth of financial and market datasets.

For more information, see the APIs tutorial.

After obtaining an API key, and setting the API Key as a notebook secret, we are able to access the API key in a secure way:

from google.colab import userdata

API_KEY = userdata.get("ALPHAVANTAGE_API_KEY")

Then we supply the API Key value along with our requests.

For example, requesting unemployment rates:

from pandas import read_csv

request_url = f"https://www.alphavantage.co/query?function=UNEMPLOYMENT&apikey={API_KEY}&datatype=csv"
df = read_csv(request_url)
df.head()
timestamp value
0 2024-12-01 4.1
1 2024-11-01 4.2
2 2024-10-01 4.1
3 2024-09-01 4.1
4 2024-08-01 4.2

Requesting stock prices:

from pandas import read_csv

symbol = "NFLX"
request_url = f"https://www.alphavantage.co/query?function=TIME_SERIES_DAILY_ADJUSTED&symbol={symbol}&apikey={API_KEY}&datatype=csv"
df = read_csv(request_url)
df.head()
timestamp open high low close adjusted_close volume dividend_amount split_coefficient
0 2025-01-17 859.790 865.0000 852.130 858.10 858.10 3617565 0.0 1.0
1 2025-01-16 860.960 868.9800 842.020 842.37 842.37 4028537 0.0 1.0
2 2025-01-15 836.440 850.8400 830.410 848.26 848.26 3181383 0.0 1.0
3 2025-01-14 843.200 844.8925 823.519 828.40 828.40 3037650 0.0 1.0
4 2025-01-13 831.525 847.0700 829.140 840.29 840.29 3024517 0.0 1.0