I have been working with the alpha vantage python API for a while now, but I have only needed to pull daily and intraday timeseries data. I am trying to pull extended intraday data, but am not having any luck getting it to work. Trying to run the following code:
from alpha_vantage.timeseries import TimeSeries
apiKey = 'MY API KEY'
ts = TimeSeries(key = apiKey, output_format = 'pandas')
totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
print(totalData)
gives me the following error:
Traceback (most recent call last):
File "/home/pi/Desktop/test.py", line 9, in <module>
totalData, _ = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 219, in _format_wrapper
self, *args, **kwargs)
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 160, in _call_wrapper
return self._handle_api_call(url), data_key, meta_data_key
File "/home/pi/.local/lib/python3.7/site-packages/alpha_vantage/alphavantage.py", line 354, in _handle_api_call
json_response = response.json()
File "/usr/lib/python3/dist-packages/requests/models.py", line 889, in json
self.content.decode(encoding), **kwargs
File "/usr/lib/python3/dist-packages/simplejson/__init__.py", line 518, in loads
return _default_decoder.decode(s)
File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 370, in decode
obj, end = self.raw_decode(s)
File "/usr/lib/python3/dist-packages/simplejson/decoder.py", line 400, in raw_decode
return self.scan_once(s, idx=_w(s, idx).end())
simplejson.errors.JSONDecodeError: Expecting value: line 1 column 1 (char 0)
What is interesting is that if you look at the TimeSeries class, it states that extended intraday is returned as a "time series in one csv_reader object" whereas everything else, which works for me, is returned as "two json objects". I am 99% sure this has something to do with the issue, but I'm not entirely sure because I would think that calling intraday extended function would at least return SOMETHING (despite it being in a different format), but instead just gives me an error.
Another interesting little note is that the function refuses to take "adjusted = True" (or False) as an input despite it being in the documentation... likely unrelated, but maybe it might help diagnose.
Seems like TIME_SERIES_INTRADAY_EXTENDED can return only CSV format, but the alpha_vantage wrapper applies JSON methods, which results in the error.
My workaround:
from alpha_vantage.timeseries import TimeSeries
import pandas as pd
apiKey = 'MY API KEY'
ts = TimeSeries(key = apiKey, output_format = 'csv')
#download the csv
totalData = ts.get_intraday_extended(symbol = 'NIO', interval = '15min', slice = 'year1month1')
#csv --> dataframe
df = pd.DataFrame(list(totalData[0]))
#setup of column and index
header_row=0
df.columns = df.iloc[header_row]
df = df.drop(header_row)
df.set_index('time', inplace=True)
#show output
print(df)