Market Data

Overview

Alpaca Data API v1 provides the market data available to the client user through the REST and websocket streaming interfaces. Alpaca Data API consolidates data sources from five different exchanges.

  • IEX (Investors Exchange LLC)
  • NYSE National, Inc.
  • Nasdaq BX, Inc.
  • Nasdaq PSX
  • NYSE Chicago, Inc.

Authentication

The authentication is done the same way as Trading API, and make sure you set the following fields in the HTTP header:

  • APCA-API-KEY-ID
  • APCA-API-SECRET-KEY

Endpoint

Please note the Data API endpoint is different from the Trading API endpoint. Although the Trading API documented herein references v2, the Data API endpoint should still point to v1 as follows:

https://data.alpaca.markets/v1

This URL is the same between paper trading and live trading.

Streaming trades, quotes and bars

Alpaca Data API provides websocket streaming for trades, quotes and minute bars with the same API key. For the details about the streaming, please see the reference page

Can I get the full volume data from Alpaca?

Yes, the Unlimited plan of Alpaca Data API v2 provides full volume data.



Suggestions or questions?
We're always happy to hear from you. You can contribute to these docs on GitHub, or you can join our Community Forum or Community Slack to get help from other community members and the Alpaca team.