Alphavantage API Connector

Overview

The AlphaVantage API provides on-demand access to a wide range of financial market data, including equities, forex, cryptocurrencies, technical indicators, sector performance, and macroeconomic data. It is commonly used for financial modelling, reporting, trend monitoring, and automated analytics workflows.

This connector enables you to pull structured market datasets directly into your reporting environment for further analysis.

Data handled by the integration:

Market Data

Equities (Stocks)
- Intraday time series
- Daily, weekly, and monthly OHLCV data (open, high, low, close, volume)
- Adjusted prices
Forex (FX)
- Real-time and historical currency pair data
Cryptocurrencies
- Price and market data for major digital assets

Technical Indicators

Over 50 built-in technical indicators, such as:

SMA / EMA
MACD
RSI
Bollinger Bands
Stochastic Oscillator
ATR, ADX and many more

Fundamental & Macro Data

(depending on subscription tier)

Company fundamentals
Balance sheets, income statements, cash flow
Sector performance
Economic indicators (GDP, CPI, unemployment, etc.)

Granularity:

Varies by dataset:
- Intraday: as granular as 1-minute (depending on API plan)
- Daily / Weekly / Monthly: standard OHLCV data
- Technical indicators: per time period configured

Purpose:

Financial market tracking and modelling
Investment reporting
Trend analysis / technical analysis
Automated dashboards for equities, crypto, and FX
Correlation and forecasting studies
Macroeconomic data aggregation (if enabled)

Refresh Cadence:

Data is refreshed daily.

Update Modes:

Append mode: Adds new time-series entries as market data updates
Upsert mode: Updates existing records (e.g., latest intraday candle) and inserts new rows
Full refresh: Used for fundamentals or technical data that may need periodic full re-pulls

Connection Setup / Requirements

Key	Description	Required	Type	Size
api_key	API key for Alphavantage API	Yes	Hidden	—

Import Configuration

Data Import Job

Setting	Value
Feed	alphavantage
Job Label	Alphavantage Stock - Daily
Status	Enabled (1)
Target Tables	alphavantage_data_stockdaily
Target Types	Data
Update Mode	Replace
Create Targets	True
Date Column	date
Look-back Quantity	1 day
First Run (UTC)	04:00
Poll Frequency	Every 24 hours

Options (Target):

Key	Description	Required	Type
method	API method used: `TIME_SERIES_DAILY`	Yes	Hidden
symbols	Comma-separated ticker symbols (e.g., MSFT)	Yes	Text

Metadata Job (Manual Lookup Table)

Setting	Value
Type	Lookup
Table	alphavantage_meta_symbol
Description	Alphavantage - Meta Symbol
Update Mode	Refresh
Create Target	False (static or manually managed)

Tables Created and Their Fields

Data Table

`alphavantage_data_stockdaily`

Field Name	Description
date	Date of stock price (YYYY-MM-DD)
symbol	Stock ticker symbol (e.g., AAPL)
open	Opening price of the day
high	Highest price during the day
low	Lowest price during the day
close	Closing price of the day
volume	Trading volume of the day

Metadata Table

`alphavantage_meta_symbol` (optional, static lookup)

Field Name	Description
symbol	Ticker symbol (e.g., MSFT)
name	Company name (if managed manually)
sector	Sector/industry (optional)

Import Schedule

Job Type	Frequency	Look-back Window	First Run (UTC)
Stock Daily	24 h	1 day	04:00
Meta Symbol	Manual or Scheduled	0	N/A

Dimensions

No dimensions are predefined. Dimensions can be created using fields such as:

symbol
date

Metrics

These can be created post-import in your BI layer:

Metric Name	Formula	Description
Average Close	AVG(alphavantage_data_stockdaily.close)	Avg daily close price
Total Volume	SUM(alphavantage_data_stockdaily.volume)	Sum of volume over period
Daily High Max	MAX(alphavantage_data_stockdaily.high)	Highest high in time range
Daily Low Min	MIN(alphavantage_data_stockdaily.low)	Lowest low in time range

Table Relationships

No joins or foreign key relationships are currently configured.
Optionally, symbol can be used to join with alphavantage_meta_symbol.symbol.