A simple start to threading in python with alpha vantage

threading_alpha_vantage.py

from alpha_vantage.timeseries import TimeSeries
import threading
import os

# I use an environment vairable to get my key, 
# you can also just hardcode your key in the code to test this
KEY = os.path.expandvars("$ALPHA_VANTAGE_HIGHER_KEY")
ts = TimeSeries(key=KEY, output_format='pandas')
# 10 tickers from the NASDAQ-100
tickers = ['ATVI','ADBE','AMD','ALXN','ALGN', 'GOOG', 'AMZN', 'AAL', 'ADI', 'AMAT']

# The simplest way to approach downloading data
def get_tickers_series():
    for ticker in tickers:
        ts.get_daily(symbol=ticker, outputsize='full')

def get_tickers_paralell():
    threads = list()
    for ticker in tickers:
        ticker_thread = threading.Thread(target=ts.get_daily, kwargs={'symbol':ticker, 'outputsize': 'full'})
        threads.append(ticker_thread)
        ticker_thread.start()  
    for tick_thread in threads:
        # JOIN IS IMPORTANT TO CALL
        # This waits for the threads to finish
        tick_thread.join()

# Now we measure performance        
import timeit
print("Time it took to get 10 tickers in a row:")
print(timeit.timeit('get_tickers_series()', setup='from __main__ import get_tickers_series', number=1))
print("Time it took to get 10 tickers in paralell:")
print(timeit.timeit('get_tickers_paralell()', setup='from __main__ import get_tickers_paralell', number=1))