• deriscope
  • Junior Member
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  • Posts 11
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  • Name Ioannis Rigopoulos
  • Location Germany
  • About Me Former Quant and Quantitative Developer. Now owner of https://www.deriscope.com
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Update to Excel Interface to Alpha Vantage through Deriscope
This is an update to my earlier post about Deriscope.
I have published the article Introduction to Deriscope – Part 5: Live Feeds that describes how live feeds from various providers may be accessed in Excel.
Two of the mentioned examples concern Alpha Vantage.
Example 1: Asynchronous fetch of last traded prices
Example 2: Merging Alpha Vantage SMA (Simple Moving Average) Time Series with historical prices from Yahoo Finance.
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How Deriscope solves slow downloads and failed feeds
Alpha Vantage specializes in delivering time series of historical stock prices and statistical indicators such as SMA (Simple Moving Average).

Many Alpha Vantage users exploit the Intra-Day Time Series - which can return the latest prices spaced by one minute time interval - in order to get in Excel the most recent traded prices.

Unfortunately the retrieved time series feeds often fail or take long time to complete.

Deriscope - an Excel Add-In that provides spreadsheet formulas that bring Alpha Vantage feeds into the spreadsheet - confronts this problem by
a) making asynchronous calls so that the main user thread is not interrupted and
b) utilizing an internal memory buffer where the most recent healthy feeds are stored.

The following short video (1:51) demonstrates how all this works:
Live Prices from Alpha Vantage in Excel
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Important Deriscope bug fix
I have just uploaded the new Deriscope version 3.1.1 (you can download it for free here)  that fixes a serious bug that caused severe Excel sluggishness (almost freeze) as soon as the contents of an object containing an array were displayed in the taskpane.

This bug has affected particularly the acquisition of historical data from Alpha Vantage to the extent these data were stored in an object, the contents of which were displayed in the Deriscope taskpane.
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Getting data from AlphaVantage to Excel using Deriscope
Deriscope lets you calculate the theoretical option prices for a model of your choosing, whereby you supply the underlying stock price, stock volatility, interest rates etc.
If you are interested in quoted market option prices, these are not available either through Deriscope or through AlphaVantage. You would need another provider, such as IQBroker.
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Symbol Search API
Theo wrote:
I am currently working on this. I hope to have some links up over the weekend.

Thanks Theo, but no need to rush. I will be away from my desk until 26.01. I will not be able to use your links before that date.
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Getting data from AlphaVantage to Excel using Deriscope
Screenshots that show how Deriscope is used to access various AlphaVantage services from within Excel are available in the galleries at my profile.
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Symbol Search API
Theo wrote:

Theo I forgot to say: Currently I display tickers for a given country. This means I would need some means of entering a country code in the provided url. Alternatively you could provide an exchange-based api, but then I would also need a text file (hard-coded would be fine) that lists all countries with their respective exchanges.
By the way, your name "Theo" comes from the greek "Theofilos" but is common in Germany too. Do you come from Germany or Greece?
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Symbol Search API

Theo wrote:
BTW, Deriscope look like a deeply thought out research effort

Thanks for the nice words! I have indeed invested a lot of effort into this product. It is actually not a "research effort" any more as it has already reached version 3.0 and meant to be used in production. My biggest need is ... PROMOTION! But that's another story.

Theo wrote:
BTW, I note that the IEX list seems to include hundreds of exchange-traded products.

It does. IEX delives 8,507 tickers broken down as:
Common Stock: 5,416
ETF: 1,006
Preferred Series: 525
Other: 1,561

Theo wrote:
And my favorite: we don't have to wait for them to do it.

I fully agree with you on that!

Theo wrote:
What way of getting the data to your user's spreadsheets would work best for you? Would a CSV/text file with symbols that produce valid data from AV hosted on GitHub pages ...

The way I get data for my existing providers right now is two-fold:
For IEX I simply use their api here. It returns a json output.
For Yahoo Finance I use hard-coded text files that I have created myself.
I guess the best for me would be something similar to what IEX does. A url that returns the data either in json or csv.
Needless to say that if you provide me with such a utility, I will obviously mention your name and effort in the part of the Deriscope application where interactive usage description is displayed. Provided you have nothing against it of course!

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adjusted close and dividend
The way you have posed this question (four pages of code, the whole VB program indeed!) indicates that you are not a programmer. Perhaps you would be interested to hire one or find some ready Excel solution such as Deriscope that downloads Alpha Vantage prices to Excel without any coding needed.
Alternatively please try to rephrase your question by focusing on the exact point in your code that you are missing.
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Symbol Search API
Theo wrote:

It's only worth doing something like this if somebody wants the data and has a real use for it.

I would definitely use such a list in my Excel Deriscope Add-In. A lot of my users use Deriscope to get Alpha Vantage prices into Excel but often do not know what symbols are supported. It is a time waist for them to test each and every symbol.
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Excel Interface to Alpha Vantage
I am the author of Deriscope (https://www.deriscope.com), a free Excel Add-In specializing in Financial Derivatives Valuation.

Among else, Deriscope supplies stock live feeds into Excel from three different providers: Alpha Vantage, Yahoo Finance and IEX (The Investors Exchange), plus fx live feeds from TrueFX.

As of the time of this writing, the following applies:

Alpha Vantage: Very broad global coverage on FX rates among fiat and digital currencies, historical prices of stocks and indices and time series of several technical indicators.

Yahoo Finance: Very broad global coverage on historical prices of stocks and indices.

IEX: True real time prices and company quarterly financial data on US stocks and ETFs (no indices).

My verdict on these three providers:

With regard to live global stock prices: Alpha Vantage is the only one provider that can be used to get near real time prices on non-US stocks because Yahoo Finance stopped their service on November 1, 2017 and IEX only supports the US market. A few people have complained that the Intra-Day feeds from Alpha Vantage are not stable enough. Deriscope has overcome this problem by utilizing an internal asynchronous memory buffer, where the most recently received healthy quotes are always accessible.

With regard to live US stock prices: IEX feeds are obviously beyond competition here as they get updated every second.

With regard to historical data: Both Alpha Vantage and Yahoo Finance provide extensive coverage. But I have come across stock tickers (Canadian) for which Yahoo Finance returns no feeds, whereas Alpha Vantage does.

With regard to time series of Technical Indicators: The scope of  technical indicators supplied from Alpha Vantage is unparalleled! Deriscope's wizard enables the Excel user to browse through all of them and make parameter selections before generating the respective spreadsheet formulas.

Screenshots that show how Deriscope is used to access various AlphaVantage services from within Excel are available in the galleries at my profile.

Video tutorial on accessing live stock prices (one minute time delay) through Alpha Vantage:

Video tutorial on accessing historical stock prices and time series of technical indicators through Alpha Vantage:

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