Data Overview

Alpha Vantage provides stock market data across multiple time horizons — from real-time intraday ticks to long-term monthly aggregates. Each entity returns price and volume fields for the stock symbol you specify.

Report types

Entity	Granularity	Best for
Time series intradays	1, 5, 15, 30, or 60 minutes	Day trading, intraday pattern analysis
Time series dailies	Daily	Trend analysis, long-term tracking
Time series daily adjusteds	Daily (adjusted)	Accurate historical return calculations
Time series weeklies	Weekly	Medium-term portfolio review
Time series weekly adjusteds	Weekly (adjusted)	Adjusted weekly return tracking
Time series monthlies	Monthly	High-level performance reporting
Time series monthly adjusteds	Monthly (adjusted)	Long-term adjusted return analysis
Quotes	Real-time snapshot	Live price monitoring, dashboards

Available data fields

Price fields

Field	Description
Open	Price at the start of the period
High	Highest price during the period
Low	Lowest price during the period
Close	Price at the end of the period
Adjusted close	Close price adjusted for dividends and splits (adjusted entities only)

Volume and corporate action fields

Field	Description
Volume	Number of shares traded during the period
Dividend amount	Dividend paid during the period (adjusted entities only)
Split coefficient	Stock split ratio during the period (adjusted entities only)

Quote-specific fields

Field	Description
Symbol	Ticker symbol
Price	Current trading price
Change	Price change from previous close
Change percent	Percentage change from previous close
Latest trading day	Date of the most recent trade
Previous close	Closing price from the previous session

Parameters

Parameter	Required	Options	Notes
Stock symbol	Yes	Any valid ticker (e.g., MSFT, TSCO.LON)	Include exchange suffix for non-US stocks
Interval	Required for intraday	1min, 5min, 15min, 30min, 60min	Not used for daily/weekly/monthly
Adjusted data	Optional	On/Off	Intraday only
Output size	Optional	compact, full	Compact = last 100 points; Full = complete history

Common data combinations

Here are some of the most useful ways to combine entities and parameters:

• Daily OHLC + volume — use Time series dailies with full output for complete price history of a stock

• Intraday 5-minute prices — use Time series intradays with a 5min interval for same-day trading analysis

• Adjusted monthly closes — use Time series monthly adjusteds to calculate accurate long-term returns after accounting for dividends and splits

• Live quote snapshot — use Quotes to display the current price and daily change in a real-time dashboard

Use cases by role

Finance teams

• Pull adjusted daily or monthly data into spreadsheets to calculate portfolio returns and benchmark performance

• Automate end-of-day price snapshots into a data warehouse for auditing and compliance records

• Track dividend-adjusted close prices to generate accurate total return reports for stakeholders

Analysts

Developers & Data Engineers

Platform-specific notes

• For non-US stock symbols, always append the exchange suffix (e.g., TSCO.LON for Tesco on the London Stock Exchange)

• The compact output size returns only the last 100 data points — use full if you need complete history

• Adjusted entities (daily, weekly, monthly adjusted) require an Alpha Vantage premium subscription

• Intraday adjusted data is controlled by a toggle in Advanced settings, not by selecting a separate entity

• Alpha Vantage returns data in reverse chronological order — most recent records appear first

• Free API keys are limited to 25 requests per day and 5 requests per minute; scheduling too many importers on a free plan may trigger rate limit errors