Market Data

Overview

Alpaca Data API v2 provides market data through an easy to use HTTP API for historical data and through websocket for real-time data.

We provide easy to use SDKs written in Python, Go and NodeJS. The SDK in C# is currently in development, we will let you know once it’s ready for you to use.

Alpaca Data API v2 is currently in public beta. Please keep in mind that the public beta version may be less stable.

Public beta status

Last update: Apr 1, 2021

We finished backfilling all trades, quotes and bars for the 2016-2020 period, these are now available through the APIs.

2021 2020 2019 2018 2017 2016
Trades Done Done Done Done Done Done
Quotes Done Done Done Done Done Done
Bars Done Done Done Done Done Done

Subscription Plans

Alpaca Data API v2 provides market data in 2 two different plans: Free and Unlimited.

The Free plan is included in both paper-only and live trading accounts as the default plan for free.

During the public beta, no user will be charged with the Unlimited plan. To sign up click here.

Free Unlimited
Pricing Free $[49]/mo
Securities coverage US Stocks & ETFs US Stocks & ETFs
Real-time market coverage IEX All US Stock Exchanges
Websocket subscriptions 30 symbols Unlimited
Historical data timeframe 5+ years 5+ years
Historical data delay 15 minutes 1 minute
Historical API calls 200/min Unlimited

The Free plan consists of data from IEX (Investors Exchange LLC).

For the Unlimited plan, we receive direct feeds from the CTA (administered by NYSE) and UTP (administered by Nasdaq) SIPs. These 2 feeds combined offer 100% market volume.

Exchanges

List of stock exchanges which are supported by Alpaca.

The tape id of each exchange is returned in all market data requests. You can use this table to map the code to an exchange.

Exchange Code Name of Exchange
A NYSE American (AMEX)
B NASDAQ OMX BX
C National Stock Exchange
D FINRA ADF
E Market Independent
H MIAX
I International Securities Exchange
J Cboe EDGA
K Cboe EDGX
L Long Term Stock Exchange
M Chicago Stock Exchange
N New York Stock Exchange
P NYSE Arca
Q NASDAQ OMX
S NASDAQ Small Cap
T NASDAQ Int
U Members Exchange
V IEX
W CBOE
X NASDAQ OMX PSX
Y Cboe BYX
Z Cboe BZX

Conditions

Each feed/exchange uses its own set of codes to identify trade and quote conditions, so the same condition may have a different code depending on the originator of the data.

Trade conditions

CTS

The table below shows codes that denotes a particular condition applicable to the trade from the CTA Plan.

For more information, see page 64 of the Consolidated Tape System (CTS) Specification.

Code Value Code Value
Space Regular Sale Q Market Center Official Open
B Average Price Trade R Seller
C Cash Trade (Same Day Clearing) T Extended Hours Trade
E Automatic Execution U Extended Hours Sold (Out Of Sequence)
F Inter-market Sweep Order V Contingent Trade
H Price Variation Trade X Cross Trade
I Odd Lot Trade Z Sold (Out Of Sequence)
K Rule 127 (NYSE only) or Rule 155 (NYSE MKT only) 4 Derivatively Priced
L Sold Last (Late Reporting) 5 Market Center Reopening Trade
M Market Center Official Close 6 Market Center Closing Trade
N Next Day Trade (Next Day Clearing) 7 Qualified Contingent Trade
O Market Center Opening Trade 8 Reserved
P Prior Reference Price 9 Corrected Consolidated Close Price as per Listing Market

UTDF

The table below shows condition codes from the UTP Plan.

For more information, see page 43 of the UTP Specification.

Code Value Code Value
@ Regular Sale R Seller
A Acquisition S Split Trade
B Bunched Trade T Form T
C Cash Sale U Extended trading hours (Sold Out of Sequence)
D Distribution V Contingent Trade
E Placeholder W Average Price Trade
F Intermarket Sweep X Cross Trade
G Bunched Sold Trade Y Yellow Flag Regular Trade
H Price Variation Trade Z Sold (out of sequence)
I Odd Lot Trade 1 Stopped Stock (Regular Trade)
K Rule 155 Trade (AMEX) 4 Derivatively priced
L Sold Last 5 Re-Opening Prints
M Market Center Official Close 6 Closing Prints
N Next Day 7 Qualified Contingent Trade(“QCT”)
O Opening Prints 8 Placeholder For 611 Exempt
P Prior Reference Price 9 Corrected Consolidated Close (per listing market)
Q Market Center Official Open

Quote conditions

CQS

The table below shows codes that denotes a particular condition applicable to a quote from the CTA Plan.

For more information, see Appendix G of the CQS Specification.

Code Value
A Slow Quote Offer Side
B Slow Quote Bid Side
E Slow Quote LRP Bid Side
F Slow Quote LRP Offer Side
H Slow Quote Bid And Offer Side
O Opening Quote
R Regular Market Maker Open
W Slow Quote Set Slow List
C Closing Quote
L Market Maker Quotes Closed
U Slow Quote LRP Bid And Offer
N Non Firm Quote
4 On Demand Intra Day Auction

UQDF

The table below shows condition codes from the UTP Plan.

For more information, see the UQDF Specification.

Code Value
A Manual Ask Automated Bid
B Manual Bid Automated Ask
F Fast Trading
H Manual Bid And Ask
I Order Imbalance
L Closed Quote
N Non Firm Quote
O Opening Quote Automated
R Regular Two Sided Open
U Manual Bid And Ask Non Firm
Y No Offer No Bid One Sided Open
X Order Influx
Z No Open No Resume
4 On Demand Intra Day Auction

Please visit our Support page to learn more about our market data products.



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.