Alphavantage historical intraday speeds are horrible

I'm trying out using Alphavantage because their intraday data contains pre-market/afterhours data and they are fairly low priced, but so far it's unusable due to the download speed. Does anyone else have this experience?

I pull 2 years of minute data on a symbol and backtest a strategy and move on to the next. The process of downloading this data for a single symbol is ranging between 4.5-7.5 minutes. Is it always this slow?? I'm not even hitting the free account rate limit of 5 requests/minute. My only hope is that raw download speed is limited for free accounts. For comparison, this same procedure on Finnhub gets me 2-4 symbols / minute. I haven't tried on Polygon yet.

I liked the pricing schedule for Alphavantage at 150 req/min, but it seems like they're running into bottlenecks that would prevent me from ever getting this rate except for maybe single quote queries for live monitoring. For the sake of my rant, if I wanted to download data for every symbol it would take between 29-43 days to download at this rate!

Does anyone have any suggestions or workarounds for this?

Submitted October 19, 2020 at 12:19PM by waynegacie
via https://ift.tt/2HiIAho

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