Requests

OrderRequest

class alpaca.trading.requests.OrderRequest(*, symbol: str, qty: Optional[float] = None, notional: Optional[float] = None, side: OrderSide, type: OrderType, time_in_force: TimeInForce, order_class: Optional[OrderClass] = None, extended_hours: Optional[bool] = None, client_order_id: Optional[str] = None, take_profit: Optional[TakeProfitRequest] = None, stop_loss: Optional[StopLossRequest] = None, position_intent: Optional[PositionIntent] = None)

A base class for requests for creating an order. You probably shouldn’t directly use this class when submitting an order. Instead, use one of the order type specific classes.

symbol

The symbol identifier for the asset being traded

Type:

str

qty

The number of shares to trade. Fractional qty for stocks only with market orders.

Type:

Optional[float]

notional

The base currency value of the shares to trade. For stocks, only works with MarketOrders. Does not work with qty.

Type:

Optional[float]

side

Whether the order will buy or sell the asset.

Type:

OrderSide

type

The execution logic type of the order (market, limit, etc).

Type:

OrderType

time_in_force

The expiration logic of the order.

Type:

TimeInForce

extended_hours

Whether the order can be executed during regular market hours.

Type:

Optional[float]

client_order_id

A string to identify which client submitted the order.

Type:

Optional[str]

order_class

The class of the order. Simple orders have no other legs.

Type:

Optional[OrderClass]

take_profit

For orders with multiple legs, an order to exit a profitable trade.

Type:

Optional[TakeProfitRequest]

stop_loss

For orders with multiple legs, an order to exit a losing trade.

Type:

Optional[StopLossRequest]

position_intent

An enum to indicate the desired position strategy: BTO, BTC, STO, STC.

Type:

Optional[PositionIntent]

MarketOrderRequest

class alpaca.trading.requests.MarketOrderRequest(*, symbol: str, qty: Optional[float] = None, notional: Optional[float] = None, side: OrderSide, type: OrderType, time_in_force: TimeInForce, order_class: Optional[OrderClass] = None, extended_hours: Optional[bool] = None, client_order_id: Optional[str] = None, take_profit: Optional[TakeProfitRequest] = None, stop_loss: Optional[StopLossRequest] = None, position_intent: Optional[PositionIntent] = None)

Used to submit a market order.

symbol

The symbol identifier for the asset being traded

Type:

str

qty

The number of shares to trade. Fractional qty for stocks only with market orders.

Type:

Optional[float]

notional

The base currency value of the shares to trade. For stocks, only works with MarketOrders. Does not work with qty.

Type:

Optional[float]

side

Whether the order will buy or sell the asset.

Type:

OrderSide

type

The execution logic type of the order (market, limit, etc).

Type:

OrderType

time_in_force

The expiration logic of the order.

Type:

TimeInForce

extended_hours

Whether the order can be executed during regular market hours.

Type:

Optional[float]

client_order_id

A string to identify which client submitted the order.

Type:

Optional[str]

order_class

The class of the order. Simple orders have no other legs.

Type:

Optional[OrderClass]

take_profit

For orders with multiple legs, an order to exit a profitable trade.

Type:

Optional[TakeProfitRequest]

stop_loss

For orders with multiple legs, an order to exit a losing trade.

Type:

Optional[StopLossRequest]

position_intent

An enum to indicate the desired position strategy: BTO, BTC, STO, STC.

Type:

Optional[PositionIntent]

StopOrderRequest

class alpaca.trading.requests.StopOrderRequest(*, symbol: str, qty: Optional[float] = None, notional: Optional[float] = None, side: OrderSide, type: OrderType, time_in_force: TimeInForce, order_class: Optional[OrderClass] = None, extended_hours: Optional[bool] = None, client_order_id: Optional[str] = None, take_profit: Optional[TakeProfitRequest] = None, stop_loss: Optional[StopLossRequest] = None, position_intent: Optional[PositionIntent] = None, stop_price: float)

Used to submit a stop order.

symbol

The symbol identifier for the asset being traded

Type:

str

qty

The number of shares to trade. Fractional qty for stocks only with market orders.

Type:

Optional[float]

notional

The base currency value of the shares to trade. For stocks, only works with MarketOrders. Does not work with qty.

Type:

Optional[float]

side

Whether the order will buy or sell the asset.

Type:

OrderSide

type

The execution logic type of the order (market, limit, etc).

Type:

OrderType

time_in_force

The expiration logic of the order.

Type:

TimeInForce

extended_hours

Whether the order can be executed during regular market hours.

Type:

Optional[float]

client_order_id

A string to identify which client submitted the order.

Type:

Optional[str]

order_class

The class of the order. Simple orders have no other legs.

Type:

Optional[OrderClass]

take_profit

For orders with multiple legs, an order to exit a profitable trade.

Type:

Optional[TakeProfitRequest]

stop_loss

For orders with multiple legs, an order to exit a losing trade.

Type:

Optional[StopLossRequest]

stop_price

The price at which the stop order is converted to a market order or a stop limit order is converted to a limit order.

Type:

float

position_intent

An enum to indicate the desired position strategy: BTO, BTC, STO, STC.

Type:

Optional[PositionIntent]

LimitOrderRequest

class alpaca.trading.requests.LimitOrderRequest(*, symbol: str, qty: Optional[float] = None, notional: Optional[float] = None, side: OrderSide, type: OrderType, time_in_force: TimeInForce, order_class: Optional[OrderClass] = None, extended_hours: Optional[bool] = None, client_order_id: Optional[str] = None, take_profit: Optional[TakeProfitRequest] = None, stop_loss: Optional[StopLossRequest] = None, position_intent: Optional[PositionIntent] = None, limit_price: Optional[float] = None)

Used to submit a limit order.

symbol

The symbol identifier for the asset being traded

Type:

str

qty

The number of shares to trade. Fractional qty for stocks only with market orders.

Type:

Optional[float]

notional

The base currency value of the shares to trade. For stocks, only works with MarketOrders. Does not work with qty.

Type:

Optional[float]

side

Whether the order will buy or sell the asset.

Type:

OrderSide

type

The execution logic type of the order (market, limit, etc).

Type:

OrderType

time_in_force

The expiration logic of the order.

Type:

TimeInForce

extended_hours

Whether the order can be executed during regular market hours.

Type:

Optional[float]

client_order_id

A string to identify which client submitted the order.

Type:

Optional[str]

order_class

The class of the order. Simple orders have no other legs.

Type:

Optional[OrderClass]

take_profit

For orders with multiple legs, an order to exit a profitable trade.

Type:

Optional[TakeProfitRequest]

stop_loss

For orders with multiple legs, an order to exit a losing trade.

Type:

Optional[StopLossRequest]

limit_price

The worst fill price for a limit or stop limit order.

Type:

Optional[float]

position_intent

An enum to indicate the desired position strategy: BTO, BTC, STO, STC.

Type:

Optional[PositionIntent]

StopLimitOrderRequest

class alpaca.trading.requests.StopLimitOrderRequest(*, symbol: str, qty: Optional[float] = None, notional: Optional[float] = None, side: OrderSide, type: OrderType, time_in_force: TimeInForce, order_class: Optional[OrderClass] = None, extended_hours: Optional[bool] = None, client_order_id: Optional[str] = None, take_profit: Optional[TakeProfitRequest] = None, stop_loss: Optional[StopLossRequest] = None, position_intent: Optional[PositionIntent] = None, stop_price: float, limit_price: float)

Used to submit a stop limit order.

symbol

The symbol identifier for the asset being traded

Type:

str

qty

The number of shares to trade. Fractional qty for stocks only with market orders.

Type:

Optional[float]

notional

The base currency value of the shares to trade. For stocks, only works with MarketOrders. Does not work with qty.

Type:

Optional[float]

side

Whether the order will buy or sell the asset.

Type:

OrderSide

type

The execution logic type of the order (market, limit, etc).

Type:

OrderType

time_in_force

The expiration logic of the order.

Type:

TimeInForce

extended_hours

Whether the order can be executed during regular market hours.

Type:

Optional[float]

client_order_id

A string to identify which client submitted the order.

Type:

Optional[str]

order_class

The class of the order. Simple orders have no other legs.

Type:

Optional[OrderClass]

take_profit

For orders with multiple legs, an order to exit a profitable trade.

Type:

Optional[TakeProfitRequest]

stop_loss

For orders with multiple legs, an order to exit a losing trade.

Type:

Optional[StopLossRequest]

stop_price

The price at which the stop order is converted to a market order or a stop limit order is converted to a limit order.

Type:

float

limit_price

The worst fill price for a limit or stop limit order.

Type:

float

position_intent

An enum to indicate the desired position strategy: BTO, BTC, STO, STC.

Type:

Optional[PositionIntent]

TrailingStopOrderRequest

class alpaca.trading.requests.TrailingStopOrderRequest(*, symbol: str, qty: Optional[float] = None, notional: Optional[float] = None, side: OrderSide, type: OrderType, time_in_force: TimeInForce, order_class: Optional[OrderClass] = None, extended_hours: Optional[bool] = None, client_order_id: Optional[str] = None, take_profit: Optional[TakeProfitRequest] = None, stop_loss: Optional[StopLossRequest] = None, position_intent: Optional[PositionIntent] = None, trail_price: Optional[float] = None, trail_percent: Optional[float] = None)

Used to submit a trailing stop order.

symbol

The symbol identifier for the asset being traded

Type:

str

qty

The number of shares to trade. Fractional qty for stocks only with market orders.

Type:

Optional[float]

notional

The base currency value of the shares to trade. For stocks, only works with MarketOrders. Does not work with qty.

Type:

Optional[float]

side

Whether the order will buy or sell the asset.

Type:

OrderSide

type

The execution logic type of the order (market, limit, etc).

Type:

OrderType

time_in_force

The expiration logic of the order.

Type:

TimeInForce

extended_hours

Whether the order can be executed during regular market hours.

Type:

Optional[float]

client_order_id

A string to identify which client submitted the order.

Type:

Optional[str]

order_class

The class of the order. Simple orders have no other legs.

Type:

Optional[OrderClass]

take_profit

For orders with multiple legs, an order to exit a profitable trade.

Type:

Optional[TakeProfitRequest]

stop_loss

For orders with multiple legs, an order to exit a losing trade.

Type:

Optional[StopLossRequest]

trail_price

The absolute price difference by which the trailing stop will trail.

Type:

Optional[float]

trail_percent

The percent price difference by which the trailing stop will trail.

Type:

Optional[float]

position_intent

An enum to indicate the desired position strategy: BTO, BTC, STO, STC.

Type:

Optional[PositionIntent]

GetOrdersRequest

class alpaca.trading.requests.GetOrdersRequest(*, status: Optional[QueryOrderStatus] = None, limit: Optional[int] = None, after: Optional[datetime] = None, until: Optional[datetime] = None, direction: Optional[Sort] = None, nested: Optional[bool] = None, side: Optional[OrderSide] = None, symbols: Optional[List[str]] = None)

Contains data for submitting a request to retrieve orders.

status

Order status to be queried. open, closed or all. Defaults to open. Not same as OrderStatus property of Order.

Type:

Optional[QueryOrderStatus]

limit

The maximum number of orders in response. Defaults to 50 and max is 500.

Type:

Optional[int]

after

The response will include only ones submitted after this timestamp.

Type:

Optional[datetime]

until

The response will include only ones submitted until this timestamp.

Type:

Optional[datetime]

direction

The chronological order of response based on the submission time. asc or desc. Defaults to desc.

Type:

Optional[Sort]

nested

If true, the result will roll up multi-leg orders under the legs field of primary order.

Type:

Optional[bool]

side

Filters down to orders that have a matching side field set.

Type:

Optional[OrderSide]

symbols

List of symbols to filter by.

Type:

Optional[List[str]]

GetOrderByIdRequest

class alpaca.trading.requests.GetOrderByIdRequest(*, nested: bool)

Contains data for submitting a request to retrieve a single order by its order id.

nested

If true, the result will roll up multi-leg orders under the legs field of primary order.

Type:

bool

ReplaceOrderRequest

class alpaca.trading.requests.ReplaceOrderRequest(*, qty: Optional[int] = None, time_in_force: Optional[TimeInForce] = None, limit_price: Optional[float] = None, stop_price: Optional[float] = None, trail: Optional[float] = None, client_order_id: Optional[str] = None)

Contains data for submitting a request to replace an order.

qty

Number of shares to trade

Type:

Optional[int]

time_in_force

The new expiration logic of the order.

Type:

Optional[TimeInForce]

limit_price

Required if type of order being replaced is limit or stop_limit

Type:

Optional[float]

stop_price

Required if type of order being replaced is stop or stop_limit

Type:

Optional[float]

trail

The new value of the trail_price or trail_percent value (works only for type=“trailing_stop”)

Type:

Optional[float]

client_order_id

A unique identifier for the order.

Type:

Optional[str]

TakeProfitRequest

class alpaca.trading.requests.TakeProfitRequest(*, limit_price: float)

Used for providing take profit details for a bracket order.

limit_price

The execution price for exiting a profitable trade.

Type:

float

StopLossRequest

class alpaca.trading.requests.StopLossRequest(*, stop_price: float, limit_price: Optional[float] = None)

Used for providing stop loss details for a bracket order.

stop_price

The price at which the stop loss is triggered.

Type:

float

limit_price

The execution price for exiting a losing trade. If not provided, the stop loss will execute as a market order.

Type:

Optional[float]

ClosePositionRequest

class alpaca.trading.requests.ClosePositionRequest(*, qty: Optional[str] = None, percentage: Optional[str] = None)

qty

The number of shares to liquidate.

Type:

str

percentage

The percentage of shares to liquidate.

Type:

str

GetAssetsRequest

class alpaca.trading.requests.GetAssetsRequest(*, status: Optional[AssetStatus] = None, asset_class: Optional[AssetClass] = None, exchange: Optional[AssetExchange] = None, attributes: Optional[str] = None)

When querying for available assets, this model provides the parameters that can be filtered by.

status

The active status of the asset.

Type:

Optional[AssetStatus]

asset_class

The type of asset (i.e. us_equity, crypto).

Type:

Optional[AssetClass]

exchange

The exchange the asset trades on.

Type:

Optional[AssetExchange]

attributes

Comma separated values to query for more than one attribute.

Type:

Optional[str]

GetPortfolioHistoryRequest

class alpaca.trading.requests.GetPortfolioHistoryRequest(*, period: Optional[str] = None, timeframe: Optional[str] = None, date_end: Optional[date] = None, extended_hours: Optional[bool] = None)

period

The duration of the data in number + unit, such as 1D. unit can be D for day, W for week, M for month and A for year. Defaults to 1M.

Type:

Optional[str]

timeframe

The resolution of time window. 1Min, 5Min, 15Min, 1H, or 1D. If omitted, 1Min for less than 7 days period, 15Min for less than 30 days, or otherwise 1D.

Type:

Optional[str]

date_end

The date the data is returned up to. Defaults to the current market date (rolls over at the market open if extended_hours is false, otherwise at 7am ET).

Type:

Optional[date]

extended_hours

If true, include extended hours in the result. This is effective only for timeframe less than 1D.

Type:

Optional[bool]

GetCalendarRequest

class alpaca.trading.requests.GetCalendarRequest(*, start: Optional[date] = None, end: Optional[date] = None)

Represents the optional filtering you can do when requesting a Calendar object

CreateWatchlistRequest

class alpaca.trading.requests.CreateWatchlistRequest(*, name: str, symbols: List[str])

Represents the fields you can specify when creating a Watchlist

name

Name of the Watchlist

Type:

str

symbols

Symbols of Assets to watch

Type:

List[str]

UpdateWatchlistRequest

class alpaca.trading.requests.UpdateWatchlistRequest(*, name: Optional[str] = None, symbols: Optional[List[str]] = None)

Represents the fields you can specify when updating a Watchlist

name

Name of the Watchlist

Type:

Optional[str]

symbols

Symbols of Assets to watch

Type:

Optional[List[str]]

CancelOrderResponse

class alpaca.trading.requests.CancelOrderResponse(*, id: UUID, status: int, body: Optional[Dict[str, Any]] = None)

Data returned after requesting to cancel an order. It contains the cancel status of an order.

id

The order id

Type:

UUID

status

The HTTP status returned after attempting to cancel the order.

Type:

int

body

an error description

Type:

Dict[str, Any]

GetCorporateAnnouncementsRequest

class alpaca.trading.requests.GetCorporateAnnouncementsRequest(*, ca_types: List[CorporateActionType], since: date, until: date, symbol: Optional[str] = None, cusip: Optional[str] = None, date_type: Optional[CorporateActionDateType] = None)

Contains parameters for querying corporate action data. .. attribute:: ca_types

A list of corporate action types.

type:

List[CorporateActionType]

since

The start (inclusive) of the date range when searching corporate action announcements. The date range is limited to 90 days.

Type:

date

until

The end (inclusive) of the date range when searching corporate action announcements. The date range is limited to 90 days.

Type:

date

symbol

The symbol of the company initiating the announcement.

Type:

Optional[str]

cusip

The CUSIP of the company initiating the announcement.

Type:

Optional[str]

date_type

The date type for the announcement.

Type:

Optional[CorporateActionDateType]