Enums#

Exchange#

class alpaca.data.enums.Exchange(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)#

The exchanges that provide data feeds to Alpaca.

Z#

Cboe BZ

Type:

str

I#

International Securities Exchange

Type:

str

M#

Chicago Stock Exchange

Type:

str

U#

Members Exchange

Type:

str

L#

Long Term Stock Exchange

Type:

str

W#

CBOE

Type:

str

X#

NASDAQ OMX PSX

Type:

str

B#

NASDAQ OMX BX

Type:

str

D#

FINRA ADF

Type:

str

J#

Cboe EDGA

Type:

str

P#

NYSE Arca

Type:

str

Q#

NASDAQ OMX

Type:

str

S#

NASDAQ Small Cap

Type:

str

V#

IEX

Type:

str

A#

NYSE American (AMEX)

Type:

str

E#

Market Independent

Type:

str

N#

New York Stock Exchange

Type:

str

T#

NASDAQ Int

Type:

str

Y#

Cboe BYX

Type:

str

C#

National Stock Exchange

Type:

str

H#

MIAX

Type:

str

K#

Cboe EDGX

Type:

str

DataFeed#

class alpaca.data.enums.DataFeed(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)#

Equity market data feeds. OTC and SIP are available with premium data subscriptions.

IEX#

Investor’s exchange data feed

Type:

str

SIP#

Securities Information Processor feed

Type:

str

OTC#

Over the counter feed

Type:

str

Adjustment#

class alpaca.data.enums.Adjustment(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)#

Data normalization based on types of corporate actions.

RAW#

Unadjusted data

Type:

str

SPLIT#

Stock-split adjusted data

Type:

str

DIVIDEND#

Dividend adjusted data

Type:

str

ALL#

Data adjusted for all corporate actions

Type:

str

CryptoFeed#

class alpaca.data.enums.CryptoFeed(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)#

Crypto location

US#

United States crypto feed

Type:

str

MostActivesBy#

class alpaca.data.enums.MostActivesBy(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)#

Most actives possible filters.

volume#

Retrieve most actives by trading volume.

Type:

str

trades#

Retrieve most actives by number of trades.

Type:

str

MarketType#

class alpaca.data.enums.MarketType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)#

Most actives possible filters.

stocks#
Type:

str

crypto#
Type:

str