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, type: Optional[ContractType] = None, strike_price_gte: Optional[float] = None, strike_price_lte: Optional[float] = None, expiration_date: Optional[Union[date, str]] = None, expiration_date_gte: Optional[Union[date, str]] = None, expiration_date_lte: Optional[Union[date, str]] = None, root_symbol: Optional[str] = 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]

type

Filter contracts by the type (call or put).

Type:

Optional[ContractType]

strike_price_gte

Filter contracts with strike price greater than or equal to the specified value.

Type:

Optional[float]

strike_price_lte

Filter contracts with strike price less than or equal to the specified value.

Type:

Optional[float]

expiration_date

Filter contracts by the exact expiration date (format: YYYY-MM-DD).

Type:

Optional[Union[date, str]]

expiration_date_gte

Filter contracts with expiration date greater than or equal to the specified date.

Type:

Optional[Union[date, str]]

expiration_date_lte

Filter contracts with expiration date less than or equal to the specified date.

Type:

Optional[Union[date, str]]

root_symbol

Filter contracts by the root symbol.

Type:

Optional[str]