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Alpha Vantage · Google Sheets Guide

Pull Intraday Price Data and Find Peak Volume Candles in Google Sheets with Alpha Vantage

2026-05-13
4 min read
See the Excel version →

The Scenario

You are a day trader. It is 6:45 AM. The market opens in 75 minutes and you have 10 stocks on your watchlist in a Google Sheet. You want today's 5-minute candle data for every ticker so you can identify which time slot had the peak volume for each one before you place your first trade.

The painful version:

  • You open Alpha Vantage, navigate to the intraday endpoint documentation
  • You make an API call for ticker one, get back 78 JSON candles
  • You paste the OHLCV data into a new sheet tab, manually scan for the highest volume row
  • You do it for ticker two, then ticker three
  • By ticker four it is 7:30 AM and you have missed the first half-hour of pre-market volume.

The fast version is one prompt.

The Easy Way: One Prompt in SheetXAI

SheetXAI is an AI agent inside your spreadsheet that fetches intraday data for every ticker and writes the results into organized tabs so you can read the whole picture at once.

Open the SheetXAI sidebar and type:

Fetch today's 5-minute intraday OHLCV data from Alpha Vantage for each ticker in column A and paste the results into separate sheets named after each ticker. Then for each ticker, identify the candle with the highest volume and write the time and volume into columns B and C of the main sheet.

SheetXAI calls the Alpha Vantage intraday endpoint for each of your 10 tickers, creates a named tab per ticker with the full candle data, and writes the peak-volume summary back to the main sheet in two columns.

What You Get

A per-ticker intraday breakdown organized across your workbook:

  • 10 named tabs — one per ticker, each with the full 5-minute OHLCV candle table for today
  • Column B on the main sheet — the time of the highest-volume candle for each ticker
  • Column C on the main sheet — the volume at that peak candle

The peak-volume time tells you when institutional activity was highest for that ticker today. For gap-and-go setups, that is the window you care about most.

Want to add the open-to-high move for the peak candle? Add "also write the open price and the high price of the peak candle into columns D and E" to the prompt.

What If the Data Is Not Quite Ready

Intraday data has its own set of edge cases. SheetXAI handles them inline.

When the market has not opened yet and you want yesterday's data instead

It is pre-market and today's candles are not available yet. You want to run the analysis on yesterday's session.

Fetch the most recent full trading session's 5-minute intraday OHLCV data from Alpha Vantage for each ticker in column A. Create a named tab per ticker with the full candle table. Write the time and volume of the highest-volume candle for each ticker into columns B and C of the main sheet.

When you want 15-minute candles instead of 5-minute

Your intraday strategy works on 15-minute bars, not 5-minute bars.

Fetch today's 15-minute intraday OHLCV data from Alpha Vantage for each ticker in column A. For each ticker, identify the candle with the highest volume and write the time, volume, open, and close into columns B through E of the main sheet.

When you want to flag tickers where the peak-volume candle was in the first 30 minutes

Opening range breakout setups care specifically about volume spikes in the first 30 minutes.

After writing the peak-volume time into column B, flag any ticker where the peak-volume candle occurred before 10:00 AM ET with "ORB CANDIDATE" in column D.

When you need the full pre-market analysis package before trading opens

You need all 10 tickers' candle tabs, the peak-volume summary, an ORB flag, a pre-market gap percentage from yesterday's close, and a ranked list of the top 3 volume movers with a two-sentence setup note per ticker.

Fetch today's 5-minute intraday OHLCV data from Alpha Vantage for each ticker in column A and create a named tab per ticker. Write the highest-volume candle time and volume into columns B and C. Fetch yesterday's closing price for each ticker from Alpha Vantage daily data and calculate the gap percentage versus today's open. Write the gap into column D. Flag tickers with the peak volume candle before 10 AM ET as "ORB CANDIDATE" in column E. Rank the top 3 volume movers and write a two-sentence setup note for each into cells B15 through D17.

The pattern: the candle data, the summary, the flags, and the setup notes are all ready before the opening bell.

Try It

Get the 7-day free trial of SheetXAI and open any sheet with a day-trading watchlist, then ask it to pull Alpha Vantage intraday data and surface the peak-volume candles. The Alpha Vantage integration is included in every SheetXAI plan. For related workflows, see how to run a bulk technical indicator screen or the Alpha Vantage in Google Sheets overview.

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