Enums

Exchange

class alpaca.data.enums.Exchange(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

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, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

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, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

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

CryptoFeed

class alpaca.data.enums.CryptoFeed(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Crypto location

US

United States crypto feed

Type:

str

MostActivesBy

class alpaca.data.enums.MostActivesBy(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Most actives possible filters.

volume

Retrieve most actives by trading volume.

Type:

str

trades

Retrieve most actives by number of trades.

Type:

str

MarketType

class alpaca.data.enums.MarketType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

Most actives possible filters.

stocks

Type:

str

crypto

Type:

str

CorporateActionsType

class alpaca.data.enums.CorporateActionsType(value, names=None, *, module=None, qualname=None, type=None, start=1, boundary=None)

The type of corporate action. ref. https://docs.alpaca.markets/reference/corporateactions-1

REVERSE_SPLIT

Reverse split

Type:

str

FORWARD_SPLIT

Forward split

Type:

str

UNIT_SPLIT

Unit split

Type:

str

CASH_DIVIDEND

Cash dividend

Type:

str

STOCK_DIVIDEND

Stock dividend

Type:

str

SPIN_OFF

Spin off

Type:

str

CASH_MERGER

Cash merger

Type:

str

STOCK_MERGER

Stock merger

Type:

str

STOCK_AND_CASH_MERGER

Stock and cash merger

Type:

str

REDEMPTION

Redemption

Type:

str

NAME_CHANGE

Name change

Type:

str

WORTHLESS_REMOVAL

Worthless removal

Type:

str

RIGHTS_DISTRIBUTION

Rights distribution

Type:

str