/// <summary>
/// Fetches daily time series from the Alpha Vantage API
/// </summary>
/// <param name="ticker">Stock symbol to fetch price data for</param>
/// <returns>json string containing pricing data</returns>
public async Task <TimeSeriesDailyAdjustedResponse> GetTimeSeriesDailyAdjusted(string ticker)
{
// build the URL to fetch data
NameValueCollection param = new NameValueCollection
{
{ "function", "TIME_SERIES_DAILY_ADJUSTED" },
{ "symbol", ticker },
{ "outputSize", _outputSize },
{ "apikey", _apiKey }
};
string[] array = (from key in param.AllKeys
from value in param.GetValues(key)
select $"{key}={HttpUtility.UrlEncode(value)}").ToArray();
string queryString = string.Join("&", array);
string uri = string.Concat(_baseUrl, queryString);
// call the api
HttpResponseMessage response = await _client.GetAsync(uri);
// parse the response
string statusCode = response.StatusCode.ToString();
string json = await response.Content.ReadAsStringAsync();
TimeSeriesDailyAdjustedResponse r = AlphaVantageReader.ReadTimeSeriesDailyAdjusted(statusCode, json);
return(r);
}
public static TimeSeriesDailyAdjustedResponse ReadTimeSeriesDailyAdjusted(string statusCode, string json)
{
TimeSeriesDailyAdjustedResponse t = new TimeSeriesDailyAdjustedResponse();
JObject response = JObject.Parse(json);
// fill out the time series object
t.ResponseCode = statusCode;
// set the error message if needed
if (!statusCode.Equals("OK"))
{
t.ErrorMessage = response["Information"].ToString();
}
else
{
// parse the metadata
t.Metadata = response["Meta Data"].ToString();
string symbol = response["Meta Data"]["2. Symbol"].ToString();
t.Ticker = symbol;
// parse the quotes
foreach (var q in response["Time Series (Daily)"].Values())
{
Quote quote = new Quote();
quote.QuoteDate = Convert.ToDateTime(((JProperty)q.Parent).Name);
quote.Symbol = symbol;
quote.Open = q["1. open"].Value <decimal>();
quote.High = q["2. high"].Value <decimal>();
quote.Low = q["3. low"].Value <decimal>();
quote.Close = q["4. close"].Value <decimal>();
quote.AdjustedClose = q["5. adjusted close"].Value <decimal>();
quote.Volume = q["6. volume"].Value <int>();
quote.Dividend = q["7. dividend amount"].Value <decimal>();
quote.SplitCoefficient = q["8. split coefficient"].Value <decimal>();
// add quote to the list of quotes
t.Quotes.Add(quote);
}
}
return(t);
}