Requests

BaseTimeseriesDataRequest

class alpaca.data.requests.BaseTimeseriesDataRequest(*, symbol_or_symbols: Union[str, List[str]], start: Optional[datetime] = None, end: Optional[datetime] = None, limit: Optional[int] = None, currency: Optional[SupportedCurrencies] = None, sort: Optional[Sort] = None)

A base class for requests for time series data between a start and an end. This shouldn’t be instantiated directly. Instead, you should use one of the data type specific classes.

symbol_or_symbols

The ticker identifier or list of ticker identifiers.

Type:

Union[str, List[str]]

start

The beginning of the time interval for desired data. Timezone naive inputs assumed to be in UTC.

Type:

Optional[datetime]

end

The end of the time interval for desired data. Timezone naive inputs assumed to be in UTC.

Type:

Optional[datetime]

limit

Upper limit of number of data points to return. Defaults to None.

Type:

Optional[int]

currency

The currency the data should be returned in. Default to USD.

Type:

Optional[SupportedCurrencies]

sort

(Optional[Sort]): The chronological order of response based on the timestamp. Defaults to ASC.

Type:

Optional[alpaca.common.enums.Sort]

BaseBarsRequest

class alpaca.data.requests.BaseBarsRequest(*, symbol_or_symbols: Union[str, List[str]], start: Optional[datetime] = None, end: Optional[datetime] = None, limit: Optional[int] = None, currency: Optional[SupportedCurrencies] = None, sort: Optional[Sort] = None, timeframe: TimeFrame)

A base request object for retrieving bar data for securities. You most likely should not use this directly and instead use the asset class specific request objects.

symbol_or_symbols

The ticker identifier or list of ticker identifiers.

Type:

Union[str, List[str]]

start

The beginning of the time interval for desired data. Timezone naive inputs assumed to be in UTC.

Type:

Optional[datetime]

end

The end of the time interval for desired data. Defaults to now. Timezone naive inputs assumed to be in UTC.

Type:

Optional[datetime]

limit

Upper limit of number of data points to return. Defaults to None.

Type:

Optional[int]

timeframe

The period over which the bars should be aggregated. (i.e. 5 Min bars, 1 Day bars)

Type:

TimeFrame

sort

The chronological order of response based on the timestamp. Defaults to ASC.

Type:

Optional[Sort]