Real-Time Data#

StockDataStream#

class alpaca.data.live.stock.StockDataStream(api_key: str, secret_key: str, raw_data: bool = False, feed: DataFeed = DataFeed.IEX, websocket_params: Optional[Dict] = None, url_override: Optional[str] = None)#

A WebSocket client for streaming live stock data.

async close() → None#

Closes the websocket connection.

register_trade_cancels(handler: Callable[[Union[TradeCancel, Dict]], Awaitable[None]]) → None#

Register a trade cancel handler. You can only subscribe to trade cancels by subscribing to the underlying trades.

Parameters:

handler (Callable[[Union[TradeCancel, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

register_trade_corrections(handler: Callable[[Union[TradeCorrection, Dict]], Awaitable[None]]) → None#

Register a trade correction handler. You can only subscribe to trade corrections by subscribing to the underlying trades.

Parameters:

handler (Callable[[Union[TradeCorrection, Dict]]) – The coroutine callback function to handle the incoming data.

run() → None#

Starts up the websocket connection’s event loop

stop() → None#

Stops the websocket connection.

async stop_ws() → None#

Signals websocket connection should close by adding a closing message to the stop_stream_queue

subscribe_bars(handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str) → None#

Subscribe to minute bars

Parameters:

  • handler (Callable[[Union[Trade, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

  • *symbols – List of ticker symbols to subscribe to. “*” for everything.

subscribe_daily_bars(handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str) → None#

Subscribe to daily bars

Parameters:

  • handler (Callable[[Union[Bar, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

  • *symbols – List of ticker symbols to subscribe to. “*” for everything.

subscribe_quotes(handler: Callable[[Union[Quote, Dict]], Awaitable[None]], *symbols: str) → None#

Subscribe to quotes

Parameters:

  • handler (Callable[[Union[Trade, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

  • *symbols – List of ticker symbols to subscribe to. “*” for everything.

subscribe_trades(handler: Callable[[Union[Trade, Dict]], Awaitable[None]], *symbols: str) → None#

Subscribe to trades.

Parameters:

  • handler (Callable[[Union[Trade, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

  • *symbols – List of ticker symbols to subscribe to. “*” for everything.

subscribe_trading_statuses(handler: Callable[[Union[TradingStatus, Dict]], Awaitable[None]], *symbols) → None#

Subscribe to trading statuses (halts, resumes)

Parameters:

  • handler (Callable[[Union[TradingStatus, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

  • *symbols – List of ticker symbols to subscribe to. “*” for everything.

subscribe_updated_bars(handler: Callable[[Union[Bar, Dict]], Awaitable[None]], *symbols: str) → None#

Subscribe to updated minute bars

Parameters:

  • handler (Callable[[Union[Bar, Dict]], Awaitable[None]]) – The coroutine callback function to handle the incoming data.

  • *symbols – List of ticker symbols to subscribe to. “*” for everything.

unsubscribe_bars(*symbols: str) → None#

Unsubscribe from minute bars

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.

unsubscribe_daily_bars(*symbols: str) → None#

Unsubscribe from daily bars

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.

unsubscribe_quotes(*symbols: str) → None#

Unsubscribe from quotes

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.

unsubscribe_trades(*symbols: str) → None#

Unsubscribe from trades

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.

unsubscribe_trading_statuses(*symbols: str) → None#

Unsubscribe from trading statuses

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.

unsubscribe_updated_bars(*symbols: str) → None#

Unsubscribe from updated bars

Parameters:

*symbols (str) – List of ticker symbols to unsubscribe from. “*” for everything.