0

I download adjusted time series from AlphaVantage using the following call (you need to insert your own API key):

https://www.alphavantage.co/query?function=TIME_SERIES_daily_adjusted&symbol=^GDAXI&outputsize=full&apikey=yourAPIkey

Next, I look at one particular (and faulty) data point at date 2003-04-18:

"5. adjusted close": "766464.0000"

Then, I reload the exact same API call and check the same data point again. However, this time there is a different value for adjusted close here! Every time I reload, different value (and always wrong, too). Why is this happening and how do I fix this wrong data?

diephy
  • 1

1 Answers1

0

For those who come across the same problem with AlphaVantage data, I try to answer my own question.

The random data problem only occurs on some (not all) non-trading days. For example, the above date is Good Friday in 2003. I have written a function to filter out all non-trading days from the downloaded AlphaVantage data, and that "fixed" the problem of the random-data days.

diephy
  • 1