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 2025-05-01 4.2
1 2025-04-01 4.2
2 2025-03-01 4.2
3 2025-02-01 4.1
4 2025-01-01 4.0

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 2025-06-24 1260.545 1282.5710 1255.000 1279.11 1279.11 2642105 0.0 1.0
1 2025-06-23 1238.025 1254.8400 1215.010 1253.54 1253.54 2667318 0.0 1.0
2 2025-06-20 1234.450 1248.4999 1224.349 1231.41 1231.41 5348193 0.0 1.0
3 2025-06-18 1229.990 1241.9999 1220.500 1222.29 1222.29 2281047 0.0 1.0
4 2025-06-17 1219.950 1232.3569 1216.090 1220.67 1220.67 1892126 0.0 1.0