stocks.csx

#r "nuget: CsvHelper, 12.1.2"

using System;
using System.Linq;
using System.Net.Http;
using System.Web;
using CsvHelper;
using static System.Web.HttpUtility;

const string apikey = "YOUR KEY";

var alphaHttp = new HttpClient { BaseAddress = new Uri("https://www.alphavantage.co/query") };

string QueryString<T>(T type, string prefix = "?") =>
    prefix + string.Join("&", 
        from prop in typeof(T).GetProperties()
        let value = UrlEncode(prop.GetValue(type)?.ToString())
        select $"{prop.Name}={value}"
    );

async Task<IReadOnlyList<T>> QueryFunctionCsvAsync<T>(T header, string query)
{
    using (var response = await alphaHttp.GetStreamAsync(query))
    using (var sr = new StreamReader(response))
    using (var csv = new CsvReader(sr))
        return csv.GetRecords<T>().ToList();
}

var timeSeriesIntraDay =
    await QueryFunctionCsvAsync(
        // CSV header format:
        header: new
        {
            timestamp = default(DateTime), open = 0.0m, high = 0.0m, low = 0.0m, close = 0.0m, volume = 0L
        },
        // Function query
        query: QueryString(new
        {
            function = "TIME_SERIES_INTRADAY",
            datatype = "csv",
            symbol   = "AAPL",
            interval = "5min",
            apikey,
        })
    );

foreach (var row in timeSeriesIntraDay)
    Console.WriteLine(row);