Models¶

Bar¶

class alpaca.data.models.bars.Bar(symbol: str, raw_data: Dict[str, Any])¶

Represents one bar/candlestick of aggregated trade data over a specified interval.

symbol¶

The ticker identifier for the security whose data forms the bar.

Type:: str

timestamp¶

The opening timestamp of the bar.

Type:: datetime

open¶

The opening price of the interval.

Type:: float

high¶

The high price during the interval.

Type:: float

low¶

The low price during the interval.

Type:: float

close¶

The closing price of the interval.

Type:: float

volume¶

The volume traded over the interval.

Type:: float

trade_count¶

The number of trades that occurred.

Type:: Optional[float]

vwap¶

The volume weighted average price.

Type:: Optional[float]

exchange¶

The exchange the bar was formed on.

Type:: Optional[float]

BarSet¶

class alpaca.data.models.bars.BarSet(raw_data: Dict[str, Any])¶

A collection of Bars.

data¶

The collection of Bars keyed by symbol.

Type:: Dict[str, List[Bar]]

Quote¶

class alpaca.data.models.quotes.Quote(symbol: str, raw_data: Dict[str, Any])¶

Level 1 ask/bid pair quote data. Contains information about size and origin exchange.

symbol¶

The ticker identifier for the security whose data forms the quote.

Type:: str

timestamp¶

The time of submission of the quote.

Type:: datetime

bid_price¶

The bidding price of the quote.

Type:: float

bid_size¶

The size of the quote bid.

Type:: float

bid_exchange¶

The exchange the quote bid originates. Defaults to None.

Type:: Optional[Union[str, Exchange]]

ask_price¶

The asking price of the quote.

Type:: float

ask_size¶

The size of the quote ask.

Type:: float

ask_exchange¶

The exchange the quote ask originates. Defaults to None.

Type:: Optional[Union[str, Exchange]]

conditions¶

The quote conditions. Defaults to None.

Type:: Optional[Union[List[str], str]]

tape¶

The quote tape. Defaults to None.

Type:: Optional[str]

QuoteSet¶

class alpaca.data.models.quotes.QuoteSet(raw_data: Dict[str, Any])¶

A collection of Quotes.

data¶

The collection of Quotes keyed by symbol.

Type:: Dict[str, List[Quote]]

Trade¶

class alpaca.data.models.trades.Trade(symbol: str, raw_data: Dict[str, Any])¶

A transaction from the price and sales history of a security.

symbol¶

The ticker identifier for the security whose data forms the trade.

Type:: str

timestamp¶

The time of submission of the trade.

Type:: datetime

exchange¶

The exchange the trade occurred.

Type:: Optional[Exchange]

price¶

The price that the transaction occurred at.

Type:: float

size¶

The quantity traded

Type:: float

id¶

The trade ID

Type:: Optional[int]

conditions¶

The trade conditions. Defaults to None.

Type:: Optional[Union[List[str], str]]

tape¶

The trade tape. Defaults to None.

Type:: Optional[str]

TradeSet¶

class alpaca.data.models.trades.TradeSet(raw_data: Dict[str, Any])¶

A collection of Trade objects.

data¶

The collection of Trades keyed by symbol.

Type:: Dict[str, List[Trade]]]

Snapshot¶

class alpaca.data.models.snapshots.Snapshot(symbol: str, raw_data: Dict[str, Dict[str, Any]])¶

A Snapshot contains the latest trade, latest quote, minute bar daily bar and previous daily bar data for a given ticker symbol.

symbol¶

The identifier for the snapshot security.

Type:: str

latest_trade¶

The latest transaction on the price and sales tape

Type:: Optional[Trade]

latest_quote¶

Level 1 ask/bid pair quote data.

Type:: Optional[Quote]

minute_bar¶

The latest minute OHLC bar data

Type:: Optional[Bar]

daily_bar¶

The latest daily OHLC bar data

Type:: Optional[Bar]

previous_daily_bar¶

The 2nd to latest (2 trading days ago) daily OHLC bar data

Type:: Optional[Bar]

OptionsGreeks¶

class alpaca.data.models.snapshots.OptionsGreeks(raw_data: Dict[str, Any])¶

Options Greeks are a set of risk measures that are used in the options market to evaluate the risk and reward of an option.

delta¶

The rate of change of an option’s price relative to a change in the price of the underlying asset.

Type:: float

gamma¶

The rate of change in an option’s delta relative to a change in the price of the underlying asset.

Type:: float

rho¶

The rate of change in an option’s price relative to a change in the risk-free rate of interest.

Type:: float

theta¶

The rate of change in an option’s price relative to a change in time.

Type:: float

vega¶

The rate of change in an option’s price relative to a change in the volatility of the underlying asset.

Type:: float

OptionsSnapshot¶

class alpaca.data.models.snapshots.OptionsSnapshot(symbol: str, raw_data: Dict[str, Dict[str, Any]])¶

An options snapshot contains the latest trade, latest quote, greeks and implied volatility data for a given symbol.

symbol¶

The identifier for the snapshot security.

Type:: str

latest_trade¶

The latest transaction on the price and sales tape

Type:: Optional[Trade]

latest_quote¶

Level 1 ask/bid pair quote data.

Type:: Optional[Quote]

implied_volatility¶

The implied volatility of the option

Type:: Optional[float]

greeks¶

The option greeks data

Type:: Optional[OptionGreeks]

Orderbook¶

class alpaca.data.models.orderbooks.Orderbook(symbol: str, raw_data: Dict[str, Any])¶

Level 2 ask/bid pair orderbook data.

symbol¶

The ticker identifier for the security whose data forms the orderbook.

Type:: str

timestamp¶

The time of submission of the orderbook.

Type:: datetime

bids¶

The list of bid quotes for the orderbook

Type:: List[OrderbookQuote]

asks¶

The list of ask quotes for the orderbook

Type:: List[OrderbookQuote]

reset¶

if true, the orderbook message contains the whole server side orderbook.

Type:: bool

This indicates to the client that they should reset their orderbook.

Typically sent as the first message after subscription.

OrderbookQuote¶

class alpaca.data.models.orderbooks.OrderbookQuote(*, p: float, s: float)¶: A single bid or ask quote in the orderbook

ActiveStock¶

class alpaca.data.models.screener.ActiveStock(*, symbol: str, volume: float, trade_count: float)¶

Represent one asset that was a most active on the most actives endpoint.

symbol¶

Symbol of market moving asset.

Type:: str

volume¶

Cumulative volume for the current trading day.

Type:: float

trade_count¶

Cumulative trade count for the current trading day.

Type:: float

MostActives¶

class alpaca.data.models.screener.MostActives(*, most_actives: List[ActiveStock], last_updated: datetime)¶

Represent the response model for the MostActives endpoint. .. attribute:: most_actives

list of top N most active symbols.

type:

List[ActiveStock]

last_updated¶

Time when the MostActives were last computed. Formatted as a RFC 3339 formatted datetime with nanosecond precision.

Type:: datetime

Mover¶

class alpaca.data.models.screener.Mover(*, symbol: str, percent_change: float, change: float, price: float)¶

Represent one asset that was a top mover on the top market movers endpoint. .. attribute:: symbol

Symbol of market moving asset.

type:

str

percent_change¶

Percentage difference change for the day.

Type:: float

change¶

Difference in change for the day.

Type:: float

price¶

Current price of market moving asset.

Type:: float

Movers¶

class alpaca.data.models.screener.Movers(*, gainers: List[Mover], losers: List[Mover], market_type: MarketType, last_updated: datetime)¶

Represent the response model for the top market movers endpoint. .. attribute:: gainers

list of top N gainers.

type:

List[Mover]

losers¶

list of top N losers.

Type:: List[Mover]

market_type¶

Market type (stocks or crypto).

Type:: MarketType

last_updated¶

Time when the movers were last computed. Formatted as a RFC 3339 formatted datetime with nanosecond precision.

Type:: datetime

CorporateAction¶

alpaca.data.models.corporate_actions.CorporateAction¶: alias of ForwardSplit | ReverseSplit | UnitSplit | StockDividend | CashDividend | SpinOff | CashMerger | StockMerger | StockAndCashMerger | Redemption | NameChange | WorthlessRemoval | RightsDistribution

CorporateActionsSet¶

class alpaca.data.models.corporate_actions.CorporateActionsSet(raw_data: Dict[str, Any])¶

A collection of Corporate actions. ref. https://docs.alpaca.markets/reference/corporateactions-1

data¶

The collection of corporate actions.

Type:: Dict[str, List[CorporateAction]]