I need to compile stock price data for ADR and ORD pairs (and the currency between them) into a Pandas dataframe. I just started using the Alpha Vantage API for this, which works great for getting the US-listed stock prices (at the minute timescale) and the currency rate, but I haven't figured out how to get the foreign-listed stock prices (ORDs). I was almost positive it would've simply been a ticker.exchange type input, but that hasn't seemed to work.
The code below is what I've used in my Jupiter Notebook to get the ADR for Diageo Plc.
from alpha_vantage.timeseries import TimeSeries from pprint import pprint ts = TimeSeries(key='YOUR_AV_KEY', output_format='pandas') data, meta_data = ts.get_intraday(symbol='DEO',interval='1min', outputsize='full') pprint(data.head(20))
To find the ticker.exchange symbol for Diageo Plc. on the London exchange, I used this query: https://www.alphavantage.co/query?function=SYMBOL_SEARCH&keywords=Diageo&apikey=$
which gave DGE.LON as the ticker.exchange code. When switching 'DEO' in the above code with 'DGE.LON', I get the following error: Invalid API call. Please retry or visit the documentation (https://www.alphavantage.co/documentation/) for TIME_SERIES_INTRADAY
Is the time series intraday API only for US equity? Is there a way for me to get minute by minute pricing data for DGE.LON through Alpha Vantage?