Requests#
CorporateActionsRequest#
- class alpaca.data.requests.CorporateActionsRequest(*, symbols: Optional[List[str]] = None, types: Optional[List[CorporateActionsType]] = None, start: Optional[date] = None, end: Optional[date] = None, limit: Optional[int] = 1000, sort: Optional[Sort] = Sort.ASC)#
This request class is used to submit a request for corporate actions data. ref. https://docs.alpaca.markets/reference/corporateactions-1
- symbols#
The list of ticker identifiers.
- Type:
Optional[List[str]]
- types#
The types of corporate actions to filter by. (default: all types)
- Type:
Optional[List[CorporateActionsType]]
- start#
The inclusive start of the interval. Format: YYYY-MM-DD. (default: current day)
- Type:
Optional[date]
- end#
The inclusive end of the interval. Format: YYYY-MM-DD. (default: current day)
- Type:
Optional[date])
- limit#
Upper limit of number of data points to return. (default: 1000)
- Type:
Optional[int]
- sort#
The chronological order of response based on the timestamp. Defaults to ASC.
- Type:
Optional[Sort]