Requests

CorporateActionsRequest

class alpaca.data.requests.CorporateActionsRequest(*, symbols: Optional[List[str]] = None, cusips: Optional[List[str]] = None, types: Optional[List[CorporateActionsType]] = None, start: Optional[date] = None, end: Optional[date] = None, ids: Optional[List[str]] = 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]]

cusips

The list of CUSIPs.

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])

ids

The list of corporate action IDs. This parameter is mutually exclusive with all other filters (symbols, types, start, end).

Type:

Optional[List[str]]

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]