Get All Orders

How to get all orders when there is a maximum of 500 orders per API call?

The code snippet is written in Python:

Imports: pandas, alpaca_trade_api

import alpaca_trade_api as alpacaapi
import pandas as pd
ALPACA_API_ENDPOINT_PAPER = 'https://paper-api.alpaca.markets'
YOUR_API_KEY_ID = "XXXXXX"
YOUR_API_SECRET_KEY = "XXXXXXX"
 
api = alpacaapi.REST(YOUR_API_KEY_ID, YOUR_API_SECRET_KEY, ALPACA_API_ENDPOINT_PAPER)

# Initialize things needed for the while loop
 
CHUNK_SIZE = 500
all_orders = []
start_time = pd.to_datetime('now', utc=True)
check_for_more_orders = True
 
while check_for_more_orders:
 # Fetch a 'chunk' of orders and append it to our list
 api_orders = api.list_orders(status='all',
                                    until=start_time.isoformat(),
                                    direction='desc',
                                    limit=CHUNK_SIZE,
                                    nested=False,
                                    )
 all_orders.extend(api_orders)
 
 if len(api_orders) == CHUNK_SIZE:
   # Since length equals the CHUNK_SIZE there may be more orders
   # Set the ending timestamp for the next chunk of orders
   # A hack to work around complex orders having the same submitted_at time
   # and avoid potentially missing one, is to get more than we need
   start_time = all_orders[-3].submitted_at
 
 else:
   # That was the final chunk so exit
   check_for_more_orders = False
 
# Convert the list into a dataframe and drop any duplicate orders
orders_df = pd.DataFrame([order._raw for order in all_orders])
orders_df.drop_duplicates('id', inplace=True)

Please note that this article is for general information only. All examples are for illustrative purposes only. Alpaca does not recommend any specific securities, cryptocurrencies or investment strategies.