I'd like to use the api of https://www.alphavantage.co/ which is pretty well documented, in terms of avaliable functions (but not parameters).

However, in order to get an API response, one needs to enter a symbol which corresponds to the traded instrument, in this case an ETF. The problem is, I don't know which symbol corresponds to the instruments I am interested in.

I've found some posts concerning symbols for Stocks, indices and a general discussion on symbol search. Did anyone manage to pull ETF data from alpha vantage, and if yes, which naming conventions for etfs do apply?

Edit/TL;DR: I'm looking for some resource which tells me which symbol I should use given an instrument (identified by ISIN/WKN).

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    $\begingroup$ Have you looked through the API documentation? alphavantage.co/documentation It couldn't be more clear. There are no special naming conventions. I can pull any data with a normal symbol e.g. for SPY the symbol is SPY...what exactly is your problem with pulling data? $\endgroup$ – amdopt Jul 5 '18 at 15:18
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    $\begingroup$ @amdopt I clarified my question: I'm aware that plugging in AMZN results in the response for AMZN. But assuming I don't know which is the correct symbol for Amazon Stocks, where do I get the information from that it's AMZN? $\endgroup$ – Roland Jul 5 '18 at 15:45
  • $\begingroup$ It that case, it looks like Yahoo Finance naming convention. I just tried ^DJI and got Dow 30 quotes and ^GSPC and got S&P 500 quotes. I don't see anything on the site regarding the source so you may have to go through some trial and error but I'd start with Yahoo and try some other symbols that are unique to Yahoo Finance. $\endgroup$ – amdopt Jul 5 '18 at 15:59
  • $\begingroup$ @amdopt Trial and error what I did before posting this question in hope someone else had the same problem and a solution. :) In particular, yahoo finance doesn't seem to use symbols the etfs I'm interested in. $\endgroup$ – Roland Jul 7 '18 at 16:19

I managed to get data from the Amsterdam stock exchange for Shell with the same naming convention as Google used: RDSA.AS


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