Introduction

This library acts as a C++ Wrapper of Alpha Vantage REST API. You can find the official documentation of the REST API here.

This software uses jsmn library to parser the JSON format (https://github.com/zserge/jsmn) - see the licence in Avapi/jsmn/LICENCE. Furthermore to develop we have used the APIs curl (https://curl.haxx.se), using GnuTLS for the SSL/TLS support - see the licence in Avapi/curl/LICENCE.

Alpha Vantage APIs are grouped into five categories:

1. Time Series Data
2. Foreign Exchange (FX)
3. Digital & Crypto Currencies
4. Technical Indicators
5. Sector Performances

Time Series Data

Time Series Data provides realtime and historical equity data in four different temporal resolutions:

1. Intraday
2. Daily
3. Weekly
4. Monthly

Daily, weekly, and monthly time series contain up to 20 years of historical data. Intraday time series typically span the past 10 to 15 active trading days.

Foreign Exchange (FX)

Realtime currency exchange rates for physical and digital currencies.

Digital & Crypto Currencies

APIs under this section provide a wide range of data feed for digital and crypto currencies such as Bitcoin.

Technical indicator

Technical indicator values are updated realtime: the latest data point is derived from the current trading day of a given equity.

Sector

This API returns the realtime and historical sector performances calculated from S&P500 incumbents.

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Authors: Antonio Papa and Simone Giuliani

Email: if you have any queries or suggestions please send us an email: sgiuliani.apapa at gmail.com