https://stocksharp.com/handlers/atom.ashx?category=tag&id=alpha vantage&type=blog Copyright @ StockSharp Platform LLC 2010 - 2025 2026-06-10T08:21:54Z https://stocksharp.com/images/logo.png https://stocksharp.com/topic/24524/ 2023-03-24T11:50:42Z 2023-03-26T16:12:49Z Pannipa https://stocksharp.com/users/164332/ info@stocksharp.com <div style="text-align:center"><p><img src="/file/141839/d51500a7e3c0b122e42068e16f447b75f88617ec.png" alt="d51500a7e3c0b122e42068e16f447b75f88617ec.png" /></p> </div> <p>Alpha Vantage is a Financial market data source available for traders to download historical market data (intraday and daly). With <a href="/store/market-data-downloader/" title="Hydra free market data downloader and database">Hydra</a> you can do in automatically and store it in local database for further use (strategy backtesting, market data analysing).</p> <p>Alpha Vantage has a free and premium options. In this article, will show you how to download historical market data from Alpha Vantage data sources via S#.Data using a free API connector and free market data option from Alpha Vantage.</p> <div style="text-align:center"><iframe src="https://www.youtube.com/embed/SS3BxALupJM" width="640" height="390" frameborder="0" allowfullscreen></iframe></div> <p>How can you download market data via S#.Data? This article has answers for you.</p> <p> Open up your S#.Data Application. Visit our instruction if you doesn't have <strong><a href="/store/market-data-downloader/" title="Hydra free market data downloader and database">Hydra</a></strong> application. <strong><a href="https://stocksharp.com/articles/12374">How I can get S#.Data</a></strong></p> <p><img src="/file/141836/Alpha-05.png" alt="Alpha 05.png" /></p> <p> The first page you found will be all possible supported <strong>sources</strong>. Or click <strong>Add Sources</strong> with the plus sign on your top left hand side. Find <strong>AlphaVantage</strong> from the list. Select <strong>Connection to AlphaVantage</strong>. And Click <strong>OK</strong>.</p> <p><img src="/file/141825/Alpha-01.png" alt="Alpha 01.png" /></p> <p> Navigate to the <strong><a href="https://www.alphavantage.co/" rel="nofollow" target="_blank">AlphaVantage</a></strong> website. Click on the <strong>GET YOUR FREE API KEY TODAY</strong> tab.</p> <p><img src="/file/141822/Alpha-03.png" alt="Alpha 03.png" /></p> <p> Register to receive an API key and Click on the <strong>GET FREE API KEY</strong> tab. After that you will receive your <strong>API key code</strong>, Copy it.</p> <p><img src="/file/141828/Alpha-06.png" alt="Alpha 06.png" /></p> <p> Back to the <strong>S#.Data(Hydra)</strong> application and paste the API Key in the <strong>Token box</strong> on the top right hand side of the screen. After that Click <strong>Add Securities</strong>, which is a plus sign on the bottom row toolbar.</p> <p><img src="/file/141829/Alpha-07.png" alt="Alpha 07.png" /></p> <p> Click on the Download Securities tab.</p> <p><img src="/file/141834/Alpha-08.png" alt="Alpha 08.png" /></p> <p> Put <strong>Instruments code</strong> search for AlphaVantage. You can use common codes such as AAPL for Apple Instrument. And click <strong>OK</strong>.</p> <p><img src="/file/141833/Alpha-09.png" alt="Alpha 09.png" /></p> <p> Double click on the Instruments tab on the left to move it to the right and click <strong>OK</strong>.</p> <p><img src="/file/141830/Alpha-10.png" alt="Alpha 10.png" /></p> <p> Select the <strong>Time Frame candle</strong> and click <strong>OK</strong>.</p> <p><img src="/file/141832/Alpha-11.png" alt="Alpha 11.png" /></p> <p> Press to select a <strong>Date</strong>. where you want to start with Market Data information. Press <strong>start</strong> at the top left hand corner of the screen to begin downloading Market Data information from AlphaVantage.</p> <p><img src="/file/141831/Alpha-12.png" alt="Alpha 12.png" /></p> <p> Once the data has finished downloading, press <strong>Stop</strong>. Right-click on the top bar and select <strong>View downloaded</strong>.</p> <p><img src="/file/141835/Alpha-13.png" alt="Alpha 13.png" /></p> <p> Click <strong>View Market Data information</strong> or <strong>Click View Chart candle</strong>.</p> <p><img src="/file/141826/Alpha-14.png" alt="Alpha 14.png" /></p> <p> Now everything is done.</p> <p>⚡️That's it, you can now download the market data of the stocks you want via <strong>S#.Data</strong> to be stored for use in your back testing. We also have many other interesting articles that you can find on the <span style="color:blue">StockSharp</span> website and on our many other social media sites. And we are also the leading provider of services and products for algorithm trading.</p>