---
title: "Alpha Vantage"
description: "Instead of using the data from QuantConnect or your brokerage, you can use Alpha Vantage for historical data."
canonical: https://www.quantconnect.com/docs/v2/local-platform/datasets/alpha-vantage
markdown: https://www.quantconnect.com/docs/v2/local-platform/datasets/alpha-vantage.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/02%20Local%20Platform/09%20Datasets/05%20Alpha%20Vantage
modified: 2026-10-30
index: https://www.quantconnect.com/llms.txt
---

# Alpha Vantage

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Local Platform](https://www.quantconnect.com/docs/v2/local-platform.md) > Datasets > Alpha Vantage

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

## Introduction

Instead of using the data from QuantConnect or your brokerage, you can use Alpha Vantage for historical data. This page explains our integration with their API and its functionality. To use Alpha Vantage, you need to [get a free](https://www.alphavantage.co/support/#api-key) or [premium API key](https://www.alphavantage.co/premium/).

To view the implementation of the Alpha Vantage integration, see the [Lean.DataSource.AlphaVantage repository](https://github.com/QuantConnect/Lean.DataSource.AlphaVantage).

## Supported Datasets

The Alpha Vantage data provider serves asset price data directly from [Alpha Vantage's Time Series Stock Data APIs](https://www.alphavantage.co/documentation/#time-series-data). Our integration supports [US Equity](https://www.quantconnect.com/docs/v2/writing-algorithms/securities/asset-classes/us-equity.md) securities. It only provides the raw price data, so [download the US Equity Security Master with the CLI](https://www.quantconnect.com/datasets/quantconnect-us-equity-security-master/cli) to get adjusted prices.

## Universe Selection

[Universe selection](https://www.quantconnect.com/docs/v2/writing-algorithms/universes/equity.md) is available with the Alpha Vantage data provider if you download the data from the [Dataset Market](https://www.quantconnect.com/datasets). The dataset listings show how to download the universe selection data with the CLI. For live trading, you'll need to periodically download the new data from QuantConnect Cloud, which you can automate with Python scripts. For example, the following tutorials explain how to download historical data and download daily updates:

- [US ETF Constituents](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/us-etf-constituents.md)
- [US Equity Coarse Universe](https://www.quantconnect.com/docs/v2/lean-cli/datasets/quantconnect/us-equity-coarse-fundamental.md)

## Alternative Data

If you have licensed alternative data with QuantConnect, it works as expected with the Alpha Vantage data provider for research, backtesting, and live trading.

## Research

To use Alpha Vantage data in the Research Environment on Local Platform, first [start the Research Environment with the CLI](https://www.quantconnect.com/docs/v2/lean-cli/datasets/alpha-vantage.md#03-Research) and [request the data you need](https://www.quantconnect.com/docs/v2/research-environment/datasets/key-concepts.md). All the data you request will be cached in your hard drive, so you can then [open the Research Environment with the Local Platform UX](https://www.quantconnect.com/docs/v2/local-platform/research/getting-started.md#03-Open-Notebooks) and access it.

## Backtesting

To run an on-premises backtest on Local Platform with Alpha Vantage data, first [backtest the algorithm on your local machine with the CLI](https://www.quantconnect.com/docs/v2/lean-cli/datasets/alpha-vantage.md#02-Backtesting). All the data your backtest requests will be cached in your hard drive, so you can then [run the backtest on-premises with the Local Platform UX](https://www.quantconnect.com/docs/v2/local-platform/backtesting/getting-started.md#02-Run-Backtests) and access it.

## Optimization

To run an on-premises optimization on Local Platform with Alpha Vantage data, first [backtest the algorithm on your local machine with the CLI](https://www.quantconnect.com/docs/v2/lean-cli/datasets/alpha-vantage.md#02-Backtesting). All the data your backtest requests will be cached in your hard drive, so you can then [run the optimization on-premises with the Local Platform UX](https://www.quantconnect.com/docs/v2/local-platform/optimization/getting-started.md#02-Launch-Optimization-Jobs) and access it.

## Live Trading

The Alpha Vantage data provider is not currently supported for live trading on Local Platform.

## Pricing

To view the prices of the Alpha Vantage API packages, see the [Premium API Key](https://www.alphavantage.co/premium/) page on the Alpha Vantage website.