Historical Data#

StockHistoricalDataClient#

class alpaca.data.historical.stock.StockHistoricalDataClient(api_key: Optional[str] = None, secret_key: Optional[str] = None, oauth_token: Optional[str] = None, use_basic_auth: bool = False, raw_data: bool = False, url_override: Optional[str] = None, sandbox: bool = False)#

The REST client for interacting with Alpaca Market Data API stock data endpoints.

Learn more on https://alpaca.markets/docs/market-data/

__init__(api_key: Optional[str] = None, secret_key: Optional[str] = None, oauth_token: Optional[str] = None, use_basic_auth: bool = False, raw_data: bool = False, url_override: Optional[str] = None, sandbox: bool = False) → None#

Instantiates a Historical Data Client.

Parameters:

  • api_key (Optional[str], optional) – Alpaca API key. Defaults to None.

  • secret_key (Optional[str], optional) – Alpaca API secret key. Defaults to None.

  • oauth_token (Optional[str]) – The oauth token if authenticating via OAuth. Defaults to None.

  • use_basic_auth (bool, optional) – If true, API requests will use basic authorization headers. Set to true if using broker api sandbox credentials

  • raw_data (bool, optional) – If true, API responses will not be wrapped and raw responses will be returned from methods. Defaults to False. This has not been implemented yet.

  • url_override (Optional[str], optional) – If specified allows you to override the base url the client points to for proxy/testing.

  • sandbox (bool) – True if using sandbox mode. Defaults to False.

Get Stock Bars#

StockHistoricalDataClient.get_stock_bars(request_params: StockBarsRequest) → Union[BarSet, Dict[str, Any]]#

Returns bar data for an equity or list of equities over a given time period and timeframe.

Parameters:

request_params (GetStockBarsRequest) – The request object for retrieving stock bar data.

Returns:

The bar data either in raw or wrapped form

Return type:

Union[BarSet, RawData]

Get Stock Quotes#

StockHistoricalDataClient.get_stock_quotes(request_params: StockQuotesRequest) → Union[QuoteSet, Dict[str, Any]]#

Returns level 1 quote data over a given time period for a security or list of securities.

Parameters:

request_params (GetStockQuotesRequest) – The request object for retrieving stock quote data.

Returns:

The quote data either in raw or wrapped form

Return type:

Union[QuoteSet, RawData]

Get Stock Trades#

StockHistoricalDataClient.get_stock_trades(request_params: StockTradesRequest) → Union[TradeSet, Dict[str, Any]]#

Returns the price and sales history over a given time period for a security or list of securities.

Parameters:

request_params (GetStockTradesRequest) – The request object for retrieving stock trade data.

Returns:

The trade data either in raw or wrapped form

Return type:

Union[TradeSet, RawData]

Get Stock Latest Quote#

StockHistoricalDataClient.get_stock_latest_quote(request_params: StockLatestQuoteRequest) → Union[Dict[str, Quote], Dict[str, Any]]#

Retrieves the latest quote for an equity symbol or list of equity symbols.

Parameters:

request_params (StockLatestQuoteRequest) – The request object for retrieving the latest quote data.

Returns:

The latest quote in raw or wrapped format

Return type:

Union[Dict[str, Quote], RawData]

Get Stock Latest Trade#

StockHistoricalDataClient.get_stock_latest_trade(request_params: StockLatestTradeRequest) → Union[Dict[str, Trade], Dict[str, Any]]#

Retrieves the latest trade for an equity symbol or list of equities.

Parameters:

request_params (StockLatestTradeRequest) – The request object for retrieving the latest trade data.

Returns:

The latest trade in raw or wrapped format

Return type:

Union[Dict[str, Trade], RawData]

Get Stock Latest Bar#

StockHistoricalDataClient.get_stock_latest_bar(request_params: StockLatestBarRequest) → Union[Dict[str, Bar], Dict[str, Any]]#

Retrieves the latest minute bar for an equity symbol or list of equity symbols.

Parameters:

request_params (StockLatestBarRequest) – The request object for retrieving the latest bar data.

Returns:

The latest minute bar in raw or wrapped format

Return type:

Union[Dict[str, Bar], RawData]

Get Stock Snapshot#

StockHistoricalDataClient.get_stock_snapshot(request_params: StockSnapshotRequest) → Union[Dict[str, Snapshot], Dict[str, Any]]#

Returns snapshots of queried symbols. Snapshots contain latest trade, latest quote, latest minute bar, latest daily bar and previous daily bar data for the queried symbols.

Parameters:

request_params (StockSnapshotRequest) – The request object for retrieving snapshot data.

Returns:

The snapshot data either in raw or wrapped form

Return type:

Union[SnapshotSet, RawData]