Enums

Exchange

class alpaca.data.enums.Exchange(value)

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)

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)

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