Requests#

BaseOptionLatestDataRequest#

class alpaca.data.requests.BaseOptionLatestDataRequest(*, symbol_or_symbols: Union[str, List[str]], feed: Optional[OptionsFeed] = None)#

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

symbol_or_symbols#

The option identifier or list of option identifiers.

Type:

Union[str, List[str]]

feed#

The source feed of the data. opra or indicative. Default: opra if the user has the options subscription, indicative otherwise.

Type:

Optional[OptionsFeed]

OptionBarsRequest#

class alpaca.data.requests.OptionBarsRequest(*, 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)#

The request model for retrieving bar data for option contracts.

See BaseBarsRequest for more information on available parameters.

symbol_or_symbols#

The ticker identifier or list of ticker identifiers.

Type:

Union[str, List[str]]

timeframe#

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

Type:

TimeFrame

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]

sort#

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

Type:

Optional[Sort]

OptionTradesRequest#

class alpaca.data.requests.OptionTradesRequest(*, 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)#

This request class is used to submit a request for option trade data.

See BaseTimeseriesDataRequest for more information on available parameters.

symbol_or_symbols#

The option identifier or list of option 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]

sort#

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

Type:

Optional[Sort]

OptionLatestQuoteRequest#

class alpaca.data.requests.OptionLatestQuoteRequest(*, symbol_or_symbols: Union[str, List[str]], feed: Optional[OptionsFeed] = None)#

This request class is used to submit a request for the latest option quote data.

See BaseOptionLatestDataRequest for more information on available parameters.

symbol_or_symbols#

The option identifier or list of option identifiers.

Type:

Union[str, List[str]]

feed#

The source feed of the data. opra or indicative. Default: opra if the user has the options subscription, indicative otherwise.

Type:

Optional[OptionsFeed]

OptionLatestTradeRequest#

class alpaca.data.requests.OptionLatestTradeRequest(*, symbol_or_symbols: Union[str, List[str]], feed: Optional[OptionsFeed] = None)#

This request class is used to submit a request for the latest option trade data.

See BaseOptionLatestDataRequest for more information on available parameters.

symbol_or_symbols#

The option identifier or list of option identifiers.

Type:

Union[str, List[str]]

feed#

The source feed of the data. opra or indicative. Default: opra if the user has the options subscription, indicative otherwise.

Type:

Optional[OptionsFeed]

OptionSnapshotRequest#

class alpaca.data.requests.OptionSnapshotRequest(*, symbol_or_symbols: Union[str, List[str]], feed: Optional[OptionsFeed] = None)#

This request class is used to submit a request for snapshot data for options.

symbol_or_symbols#

The option identifier or list of option identifiers.

Type:

Union[str, List[str]]

feed#

The source feed of the data. opra or indicative. Default: opra if the user has the options subscription, indicative otherwise.

Type:

Optional[OptionsFeed]

OptionChainRequest#

class alpaca.data.requests.OptionChainRequest(*, underlying_symbol: str, feed: Optional[OptionsFeed] = None)#

This request class is used to submit a request for option chain data for options.

underlying_symbol#

The underlying_symbol for option contracts.

Type:

str

feed#

The source feed of the data. opra or indicative. Default: opra if the user has the options subscription, indicative otherwise.

Type:

Optional[OptionsFeed]