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initial commit
2024-06-07 14:47:02 +00:00
openapi: 3.0.0
info:
title: Market Data API
description: 'Access Alpaca’s historical and real-time US stock market and crypto data through REST API and WebSocket. There are APIs for Stock Pricing, Crypto Pricing, and News.'
version: 2.0.0
contact:
name: Alpaca Support
email: support@alpaca.markets
url: 'https://alpaca.markets/support'
termsOfService: 'https://s3.amazonaws.com/files.alpaca.markets/disclosures/library/TermsAndConditions.pdf'
servers:
- url: 'https://data.alpaca.markets'
description: Production
- description: Sandbox
url: 'https://data.sandbox.alpaca.markets'
tags:
- name: Stock Pricing Data API
- name: Crypto Pricing Data API
- name: News
- name: Logo
- name: Screener
- name: Forex
paths:
/v2/stocks/bars:
get:
tags:
- Stock Pricing Data API
summary: Get Bar data for multiple stock symbols
parameters:
- $ref: '#/components/parameters/stock-symbols'
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/timeframe'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/adjustment'
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiBarsResponse'
examples:
example-1:
value:
bars:
AAPL:
- t: '2022-02-28T05:00:00Z'
o: 163.02
h: 165.42
l: 162.43
c: 165.12
v: 90552883
'n': 743379
vw: 164.274348
TSLA:
- t: '2022-02-28T05:00:00Z'
o: 815.72
h: 876.86
l: 814.7075
c: 870.43
v: 32122773
'n': 848700
vw: 855.748243
next_page_token: null
operationId: getBarsForMultipleStockSymbols
description: |-
The Multi Bars API returns aggregate historical data for multiple given ticker symbols over a specified time period.
Returned results are sorted by symbol first then by Bar timestamp. This means that you are likely to see only one symbol in your first response if there are enough Bars for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Bars were found for them.
/v2/stocks/bars/latest:
get:
summary: Get Latest Bar data for multiple stock symbols
tags:
- Stock Pricing Data API
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestMultiBarsResponse'
examples:
example-1:
value:
bars:
AAPL:
t: '2022-03-10T20:01:00Z'
o: 158.715
h: 158.73
l: 158.61
c: 158.615
v: 1211
'n': 21
vw: 158.680756
TSLA:
t: '2022-03-10T20:01:00Z'
o: 834.27
h: 834.27
l: 832.46
c: 832.46
v: 1257
'n': 48
vw: 833.55574
operationId: getLatestBarsForMultipleStockSymbols
description: The Bars API returns aggregate historical data for the requested security. Returns the latest bar data for the queried stock symbols.
parameters:
- $ref: '#/components/parameters/stock-symbols'
- $ref: '#/components/parameters/feed'
'/v2/stocks/{symbol}/bars':
get:
tags:
- Stock Pricing Data API
summary: Bars
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/timeframe'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/feed'
- $ref: '#/components/parameters/adjustment'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/BarsResponse'
examples:
getBarsStocks-example-1:
value:
bars:
- t: '2021-02-01T16:01:00Z'
o: 133.32
h: 133.74
l: 133.31
c: 133.5
v: 9876
- t: '2021-02-01T16:02:00Z'
o: 133.5
h: 133.58
l: 133.44
c: 133.58
v: 3567
symbol: AAPL
next_page_token: MjAyMS0wMi0wMVQxNDowMjowMFo7MQ==
operationId: getBarsForStockSymbol
description: The Bars API returns aggregate historical data for the requested security. Returns bars for the queried stock symbol.
parameters:
- $ref: '#/components/parameters/stock-symbol'
'/v2/stocks/{symbol}/bars/latest':
get:
tags:
- Stock Pricing Data API
summary: Get Latest Bars for Symbol
operationId: getLatestBarForStockSymbol
description: The Bars API returns aggregate historical data for the requested security. Returns the latest bar data for the queried stock symbol.
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestBarResponse'
examples:
example-1:
value:
symbol: AAPL
bar:
t: '2022-03-10T19:26:00Z'
o: 158.035
h: 158.21
l: 158.035
c: 158.21
v: 800
'n': 15
vw: 158.113144
parameters:
- $ref: '#/components/parameters/feed'
parameters:
- $ref: '#/components/parameters/stock-symbol'
/v2/stocks/trades:
get:
tags:
- Stock Pricing Data API
summary: Get Trade data for multiple stock symbols
parameters:
- $ref: '#/components/parameters/stock-symbols'
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiTradesResponse'
examples:
geMultiTradesStocks-example-1:
value:
trades:
SPY:
- t: '2021-02-06T13:04:56.334320128Z'
x: C
p: 387.62
s: 100
c:
- ' '
- T
i: 52983525029461
z: B
- t: '2021-02-06T13:09:42.325484032Z'
x: C
p: 387.69
s: 100
c:
- ' '
- T
i: 52983525033813
z: B
next_page_token: MjAyMS0wMi0wNlQxMzowOTo0Mlo7MQ==
operationId: getTradesForMultipleStockSymbols
description: |-
The Multi Trades API provides historical trade data for multiple given ticker symbols over a specified time period.
Returned results are sorted by symbol first then by Trade timestamp. This means that you are likely to see only one symbol in your first response if there are enough Trades for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Trades were found for them.
/v2/stocks/trades/latest:
get:
summary: Get Latest Trades data for multiple stock symbols
tags:
- Stock Pricing Data API
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestMultiTradesResponse'
examples:
example-1:
value:
trades:
TSLA:
t: '2022-03-11T17:24:55.143671726Z'
x: V
p: 801.83
s: 100
c:
- '@'
i: 9924
z: C
AAPL:
t: '2022-03-11T17:24:56.321817175Z'
x: V
p: 155.105
s: 300
c:
- '@'
i: 7741
z: C
operationId: getLatestTradesForMultipleStockSymbols
description: Returns the latest trades data for the queried stock symbols.
parameters:
- $ref: '#/components/parameters/stock-symbols'
- $ref: '#/components/parameters/feed'
'/v2/stocks/{symbol}/trades':
get:
tags:
- Stock Pricing Data API
summary: Trades
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- name: symbol
in: path
schema:
type: string
required: true
description: The symbol to query for
example: AAPL
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/TradesResponse'
examples:
getTradeStocks-example-1:
value:
trades:
- t: '2021-02-06T13:04:56.334320128Z'
x: C
p: 387.62
s: 100
c:
- ' '
- T
i: 52983525029461
z: B
- t: '2021-02-06T13:09:42.325484032Z'
x: C
p: 387.69
s: 100
c:
- ' '
- T
i: 52983525033813
z: B
symbol: SPY
next_page_token: MjAyMS0wMi0wNlQxMzowOTo0Mlo7MQ==
operationId: getTradesForStockSymbol
description: The Trades API provides historical trade data for a given ticker symbol on a specified date. Returns trades for the queried stock signal.
parameters:
- $ref: '#/components/parameters/stock-symbol'
'/v2/stocks/{symbol}/trades/latest':
get:
tags:
- Stock Pricing Data API
summary: Latest Trade
parameters:
- name: symbol
in: path
schema:
type: string
required: true
description: The symbol to query for
example: AAPL
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
examples:
example-1:
value:
symbol: AAPL
trade:
t: '2022-02-01T17:46:51.111055251Z'
x: V
p: 173.06
s: 100
c:
- '@'
i: 6519
z: C
schema:
$ref: '#/components/schemas/LatestTradeResponse'
operationId: getLatestTradeForStockSymbol
description: The Latest Trade API provides the latest trade data for a given ticker symbol.
parameters:
- $ref: '#/components/parameters/stock-symbol'
/v2/stocks/quotes:
get:
tags:
- Stock Pricing Data API
summary: Get Quotes for multiple stock symbols
parameters:
- $ref: '#/components/parameters/stock-symbols'
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/feed'
responses:
'200':
description: |
Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiQuotesReponse'
examples:
example-1:
value:
quotes:
AAPL:
- t: '2022-03-11T13:13:49.975594385Z'
ax: V
ap: 159.97
as: 1
bx: V
bp: 0
bs: 0
c:
- R
z: C
next_page_token: QUFQTHwyMDIyLTAzLTExVDEzOjEzOjQ5Ljk3NTU5NDM4NVp8MDFEQzVERDY=
operationId: getQuotesForMultipleStockSymbols
description: |-
The Multi Quotes API provides NBBO quotes for multiple given ticker symbols over a specified time period.
Returned results are sorted by symbol first then by Quote timestamp. This means that you are likely to see only one symbol in your first response if there are enough Quotes for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Quotes were found for them.
/v2/stocks/quotes/latest:
get:
summary: Get Latest Quotes for multiple stock symbols
tags:
- Stock Pricing Data API
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestMultiQuotesResponse'
examples:
example-1:
value:
quotes:
AAPL:
t: '2022-03-11T18:40:13.514830169Z'
ax: V
ap: 156.47
as: 3
bx: V
bp: 156.45
bs: 1
c:
- R
z: C
TSLA:
t: '2022-03-11T18:40:12.416216587Z'
ax: V
ap: 850
as: 1
bx: V
bp: 798
bs: 2
c:
- R
z: C
operationId: getLatestQuotesForMultipleStockSymbols
description: Returns the latest quotes data for the queried stock symbols.
parameters:
- $ref: '#/components/parameters/stock-symbols'
- $ref: '#/components/parameters/feed'
'/v2/stocks/{symbol}/quotes':
get:
tags:
- Stock Pricing Data API
summary: Get Quotes for stock symbol
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- name: symbol
in: path
schema:
type: string
required: true
description: The symbol to query for
example: AAPL
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/QuotesResponse'
examples:
getQuotesStocks-example-1:
value:
quotes:
- t: '2022-02-01T09:00:00.000448Z'
ax: K
ap: 175
as: 1
bx: Q
bp: 174.96
bs: 4
c:
- R
z: C
- t: '2022-02-01T09:00:00.000448Z'
ax: K
ap: 175
as: 12
bx: Q
bp: 174.96
bs: 4
c:
- R
z: C
symbol: AAPL
next_page_token: null
operationId: getQuotesForStockSymbol
description: The Quotes API provides NBBO quotes for a single given ticker symbol at a specified date. Returns quotes (NBBOs) for the querried stock symbol.
parameters:
- $ref: '#/components/parameters/stock-symbol'
'/v2/stocks/{symbol}/quotes/latest':
get:
tags:
- Stock Pricing Data API
summary: Get Latest Quote for stock symbol
parameters:
- name: symbol
in: path
schema:
type: string
required: true
description: The symbol to query for
example: AAPL
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/LatestQuoteResponse'
examples:
example-1:
value:
symbol: AAPL
quote:
t: '2022-02-01T17:51:03.204726425Z'
ax: V
ap: 173.24
as: 4
bx: V
bp: 173.21
bs: 4
c:
- R
z: C
operationId: getLatestQuoteForStockSymbol
description: The Latest Quote API provides the latest quote data for a given ticker symbol.
parameters:
- $ref: '#/components/parameters/stock-symbol'
/v2/stocks/snapshots:
get:
tags:
- Stock Pricing Data API
summary: Get Snapshots for multiple stock symbols
parameters:
- $ref: '#/components/parameters/stock-symbols'
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiSnapshotResponse'
examples:
example-1:
value:
AAPL:
latestTrade:
t: '2022-03-11T19:08:43.947998695Z'
x: V
p: 156.055
s: 100
c:
- '@'
i: 10593
z: C
latestQuote:
t: '2022-03-11T19:09:06.125564144Z'
ax: V
ap: 157.2
as: 5
bx: V
bp: 156.08
bs: 1
c:
- R
z: C
minuteBar:
t: '2022-03-11T19:08:00Z'
o: 156.02
h: 156.1
l: 156.02
c: 156.055
v: 4483
'n': 26
vw: 156.055956
dailyBar:
t: '2022-03-11T05:00:00Z'
o: 158.94
h: 159.25
l: 154.76
c: 156.055
v: 1180799
'n': 10408
vw: 156.545239
prevDailyBar:
t: '2022-03-10T05:00:00Z'
o: 160.23
h: 160.38
l: 155.98
c: 158.52
v: 1889292
'n': 17072
vw: 157.845202
TSLA:
latestTrade:
t: '2022-03-11T19:08:59.479520429Z'
x: V
p: 796.95
s: 100
c:
- '@'
i: 13647
z: C
latestQuote:
t: '2022-03-11T19:09:06.159593323Z'
ax: V
ap: 850
as: 1
bx: V
bp: 796.49
bs: 1
c:
- R
z: C
minuteBar:
t: '2022-03-11T19:08:00Z'
o: 796.78
h: 797.4
l: 796.78
c: 796.95
v: 2139
'n': 46
vw: 797.116889
dailyBar:
t: '2022-03-11T05:00:00Z'
o: 840.38
h: 843.055
l: 795.33
c: 796.95
v: 466980
'n': 13232
vw: 811.369454
prevDailyBar:
t: '2022-03-10T05:00:00Z'
o: 851.5
h: 853.355
l: 810.76
c: 838.21
v: 578475
'n': 16118
vw: 828.766436
operationId: getSnapshotsForMultipleStockSymbols
description: 'The Snapshot API for multiple tickers provides the latest trade, latest quote, minute bar daily bar and previous daily bar data for the given ticker symbols.'
'/v2/stocks/{symbol}/snapshot':
get:
tags:
- Stock Pricing Data API
summary: Get a Snapshot for a stock symbol
parameters:
- name: symbol
in: path
schema:
type: string
required: true
description: The symbol to query for
example: AAPL
- $ref: '#/components/parameters/feed'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/Snapshot'
examples:
getSnapshotStocks-example-1:
value:
symbol: AAPL
latestTrade:
t: '2021-05-11T20:00:00.435997104Z'
x: Q
p: 125.91
s: 5589631
c:
- '@'
- M
i: 179430
z: C
latestQuote:
t: '2021-05-11T22:05:02.307304704Z'
ax: P
ap: 125.68
as: 12
bx: P
bp: 125.6
bs: 4
c:
- R
minuteBar:
t: '2021-05-11T22:02:00Z'
o: 125.66
h: 125.66
l: 125.66
c: 125.66
v: 396
dailyBar:
t: '2021-05-11T04:00:00Z'
o: 123.5
h: 126.27
l: 122.77
c: 125.91
v: 125863164
prevDailyBar:
t: '2021-05-10T04:00:00Z'
o: 129.41
h: 129.54
l: 126.81
c: 126.85
v: 79569305
operationId: getSnapshotForStockSymbol
description: 'The Snapshot API for one ticker provides the latest trade, latest quote, minute bar daily bar and previous daily bar data for a given ticker symbol. This endpoint returns the snapshot for the requested security.'
parameters:
- $ref: '#/components/parameters/stock-symbol'
/v1beta1/crypto/trades:
get:
tags:
- Crypto Pricing Data API
summary: Get Trade data for multiple crypto symbols
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/crypto-exchanges'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/crypto-symbols'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiTradesResponse'
examples:
example-1:
value:
trades:
BTCUSD:
- t: '2022-03-02T06:00:00.028455Z'
x: CBSE
p: 44299.16
s: 0.001
tks: B
i: 289852921
- t: '2022-03-02T06:00:00.028455Z'
x: CBSE
p: 44299.15
s: 0.001
tks: B
i: 289852922
next_page_token: QlRDVVNEfDIwMjItMDMtMDJUMDY6MDA6MDAuMDI4NDU1MDAwWnxDQlNFfDA5MjIzMzcyMDM3MTQ0NjI4NzMw
operationId: getTradesForMultipleCryptoSymbols
description: |-
The Multi Trades API provides historical trade data for a list of given crypto symbols on a specified date. Returns trades for the queried crypto symbols.
Returned results are sorted by symbol first then by Trade timestamp. This means that you are likely to see only one symbol in your first response if there are enough Trades for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Trades were found for them.
/v1beta1/crypto/trades/latest:
get:
summary: Get Latest Trade data for multiple Crypto symbols
tags:
- Crypto Pricing Data API
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestMultiTradesResponse'
examples:
example-1:
value:
trades:
ETHUSD:
t: '2022-03-08T22:13:55.777631Z'
x: FTXU
p: 2562.8
s: 0.881
tks: S
i: 26271234
BTCUSD:
t: '2022-03-08T22:14:47.379901Z'
x: FTXU
p: 38510
s: 0.05
tks: B
i: 26271277
operationId: getLatestTradesForMultipleCryptoSymbols
description: 'Provides latest trade data for a list of given crypto symbols. '
parameters:
- $ref: '#/components/parameters/crypto-symbols'
- $ref: '#/components/parameters/crypto-exchange'
'/v1beta1/crypto/{symbol}/trades':
get:
tags:
- Crypto Pricing Data API
summary: Get Trade data for a crypto symbol
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/crypto-exchanges'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/TradesResponse'
examples:
example-1:
value:
trades:
- t: '2022-02-27T11:04:55.82622Z'
x: FTXU
p: 39330
s: 0.0003
tks: B
i: 25783365
symbol: BTCUSD
next_page_token: QlRDVVNEfDIwMjItMDItMjdUMTE6MDQ6NTUuODI2MjIwMDAwWnxGVFhVfDA5MjIzMzcyMDM2ODgwNTU5MTcz
operationId: getTradesForCryptoSymbol
description: The Trades API provides historical trade data for a given crypto symbol on a specified date. Returns trades for the queried crypto symbol
parameters:
- $ref: '#/components/parameters/crypto-symbol'
'/v1beta1/crypto/{symbol}/trades/latest':
get:
tags:
- Crypto Pricing Data API
summary: Latest Trades
parameters:
- $ref: '#/components/parameters/crypto-exchange'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/LatestTradeResponse'
examples:
example-1:
value:
symbol: BTCUSD
trade:
t: '2022-03-08T22:27:26.573044Z'
x: FTXU
p: 38614
s: 0.0019
tks: S
i: 26271424
operationId: getLatestTradesForCryptoSymbol
description: The Latest Trades API provides the latest historical trade data for a given crypto symbol. Returns trades for the queried crypto symbol.
parameters:
- $ref: '#/components/parameters/crypto-symbol'
/v1beta1/crypto/bars:
get:
tags:
- Crypto Pricing Data API
summary: Get Bars for multiple Crypto symbols
description: |-
returns aggregate historical data for the requested crypto symbols.
Returned results are sorted by symbol first then by Bar timestamp. This means that you are likely to see only one symbol in your first response if there are enough Bars for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Bars were found for them.
parameters:
- $ref: '#/components/parameters/crypto-symbols'
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/timeframe'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/crypto-exchanges'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiBarsResponse'
examples:
example-1:
value:
bars:
BTCUSD:
- t: '2022-02-28T06:00:00Z'
x: FTXU
o: 37866
h: 44340
l: 37494
c: 43241
v: 2817.008
'n': 10116
vw: 40876.4518611946
next_page_token: QlRDVVNEfER8MjAyMi0wMi0yOFQwNjowMDowMC4wMDAwMDAwMDBafEZUWFU=
operationId: getBarsForMultipleCryptoSymbols
/v1beta1/crypto/bars/latest:
get:
summary: Get Latest Bars for multiple Crypto symbols
tags:
- Crypto Pricing Data API
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestMultiBarsResponse'
examples:
example-1:
value:
bars:
LINKUSD:
t: '2022-03-08T17:33:00Z'
x: FTXU
o: 13.3565
h: 13.3565
l: 13.3565
c: 13.3565
v: 41.4
'n': 1
vw: 13.3565
BTCUSD:
t: '2022-03-08T17:40:00Z'
x: FTXU
o: 39055
h: 39055
l: 39055
c: 39055
v: 0.1
'n': 1
vw: 39055
operationId: getLatestBarsForMultipleCryptoSymbols
description: returns latest historical data for the requested crypto symbols for a specific exchange
parameters:
- $ref: '#/components/parameters/crypto-symbols'
- $ref: '#/components/parameters/crypto-exchange'
'/v1beta1/crypto/{symbol}/bars':
get:
tags:
- Crypto Pricing Data API
summary: Get Bar data for a crypto symbol
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/timeframe'
- $ref: '#/components/parameters/crypto-exchanges'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/BarsResponse'
examples:
example-1:
value:
bars:
- t: '2022-02-01T09:04:00Z'
x: CBSE
o: 38702.54
h: 39013.58
l: 38702.54
c: 39013.58
v: 201.67087877
'n': 2965
vw: 38889.6517051631
symbol: BTCUSD
next_page_token: QlRDVVNEfE18MjAyMi0wMi0wMVQwOTowNDowMC4wMDAwMDAwMDBafENCU0U=
operationId: getBarsForCryptoSymbol
description: The Bars API returns aggregate historical data for the requested securities.. Returns bars for the queried crypto symbol
parameters:
- $ref: '#/components/parameters/crypto-symbol'
'/v1beta1/crypto/{symbol}/bars/latest':
parameters:
- $ref: '#/components/parameters/crypto-symbol'
get:
summary: Get Latest Bar data for a Crypto symbol
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestBarResponse'
examples:
example-1:
value:
symbol: BTCUSD
bar:
t: '2022-03-08T21:05:00Z'
x: FTXU
o: 38576
h: 38576
l: 38576
c: 38576
v: 0.063
'n': 1
vw: 38576
operationId: getLatestBarsForCryptoSymbol
description: Gets latest historical bar data for the requested crypto symbol for a specific exchange
tags:
- Crypto Pricing Data API
parameters:
- $ref: '#/components/parameters/crypto-exchange'
/v1beta1/crypto/quotes:
get:
tags:
- Crypto Pricing Data API
summary: Get Quotes for multiple crypto symbols
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/crypto-exchanges'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
- $ref: '#/components/parameters/crypto-symbols'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiQuotesReponse'
examples:
example-1:
value:
quotes:
BTCUSD:
- t: '2022-03-02T06:00:00.057935872Z'
x: FTXU
bp: 44154.14
bs: 0.1048
ap: 44427.88
as: 2.3321
- t: '2022-03-02T06:00:00.132880896Z'
x: FTXU
bp: 44154.14
bs: 0.1048
ap: 44427.88
as: 2.3321
next_page_token: QlRDVVNEfDIwMjItMDMtMDJUMDY6MDA6MDAuMTMyODgwODk2WnxGVFhVfEM3QkQ4QjI5
operationId: getQuotesForMultipleCryptoSymbols
description: |-
The Multi Quotes API provides quotes for a list of given crypto symbols at a specified date. Returns quotes for each of the queried crypto symbols.
Returned results are sorted by symbol first then by Quote timestamp. This means that you are likely to see only one symbol in your first response if there are enough Quotes for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Quotes were found for them.
/v1beta1/crypto/quotes/latest:
get:
summary: Get Latest Quotes for multiple Crypto symbols
tags:
- Crypto Pricing Data API
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestMultiQuotesResponse'
examples:
example-1:
value:
quotes:
ETHUSD:
t: '2022-03-08T22:40:52.536436224Z'
x: FTXU
bp: 2562.99
bs: 23.798
ap: 2579.11
as: 22.155
BTCUSD:
t: '2022-03-08T22:40:52.662990848Z'
x: FTXU
bp: 38465.26
bs: 2.641
ap: 38698.75
as: 1.3746
operationId: getLatestQuotesForMultipleCryptoSymbols
description: Provides latest quotes for a list of given crypto symbols.
parameters:
- $ref: '#/components/parameters/crypto-symbols'
- $ref: '#/components/parameters/crypto-exchange'
'/v1beta1/crypto/{symbol}/quotes':
get:
tags:
- Crypto Pricing Data API
summary: Get Quotes for crypto symbol
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/crypto-exchanges'
- $ref: '#/components/parameters/limit'
- $ref: '#/components/parameters/page_token'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/QuotesResponse'
examples:
example-1:
value:
quotes:
- t: '2022-02-01T06:00:00.009249124Z'
x: ERSX
bp: 38422.64
bs: 1.56
ap: 38515.48
as: 1.5
- t: '2022-02-01T06:00:00.009249124Z'
x: ERSX
bp: 38419.54
bs: 3
ap: 38515.48
as: 1.5
symbol: BTCUSD
next_page_token: null
operationId: getQuotesForCryptoSymbol
description: The Quotes API provides quotes for a given crypto symbol at a specified date. Returns quotes for the queried crypto symbol
parameters:
- $ref: '#/components/parameters/crypto-symbol'
'/v1beta1/crypto/{symbol}/quotes/latest':
get:
tags:
- Crypto Pricing Data API
summary: Latest Quote
parameters:
- $ref: '#/components/parameters/crypto-exchange'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/LatestQuoteResponse'
examples:
example-1:
value:
symbol: BTCUSD
quote:
t: '2022-02-01T20:14:52.486171758Z'
x: ERSX
bp: 38511.45
bs: 1.5
ap: 38598.06
as: 1.556
operationId: getLatestQuoteForCryptoSymbol
description: Returns latest quote for the queried crypto symbol
parameters:
- $ref: '#/components/parameters/crypto-symbol'
/v1beta1/crypto/snapshots:
get:
tags:
- Crypto Pricing Data API
summary: Get Snapshots for multiple crypto symbols
parameters:
- $ref: '#/components/parameters/crypto-exchange'
- $ref: '#/components/parameters/crypto-symbols'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/MultiSnapshotResponse'
examples: {}
application/xml:
schema:
type: object
properties: {}
multipart/form-data:
schema:
type: object
properties: {}
operationId: getSnapshotsForMultipleCryptoSymbols
description: 'The Multi Snapshot API returns the latest trade, latest quote, minute bar daily bar, and previous daily bar data for list of given crypto symbols.'
parameters: []
'/v1beta1/crypto/{symbol}/snapshot':
get:
tags:
- Crypto Pricing Data API
summary: Get a Snapshot for a crypto symbol
parameters:
- $ref: '#/components/parameters/crypto-exchange'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/Snapshot'
examples: {}
application/xml:
schema:
type: object
properties: {}
operationId: getSnapshotForCryptoSymbol
description: 'The Snapshot API returns the latest trade, latest quote, minute bar daily bar, and previous daily bar data for a given crypto symbol.'
parameters:
- $ref: '#/components/parameters/crypto-symbol'
/v1beta1/crypto/xbbos/latest:
get:
summary: Get Latest XBBO for multiple crypto symbols
tags:
- Crypto Pricing Data API
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/LatestMultiXBBOResponse'
examples:
example-1:
value:
xbbos:
BTCUSD:
t: '2022-03-08T22:59:49.514811056Z'
ax: ERSX
ap: 38556.7
as: 1.556151
bx: FTXU
bp: 38562
bs: 2.5781
operationId: getLatestXBBOForMultipleCryptoSymbols
description: Returns the latest XBBO for a given list crypto symbols that calculates the Best Bid and Offer across multiple exchanges. If exchanges is not specified then only the exchanges that can be traded on Alpaca are included in the calculation.
parameters:
- $ref: '#/components/parameters/crypto-symbols'
- $ref: '#/components/parameters/crypto-exchanges'
parameters: []
'/v1beta1/crypto/{symbol}/xbbo/latest':
get:
tags:
- Crypto Pricing Data API
summary: Get Latest XBBO for a single crypto symbol
parameters:
- $ref: '#/components/parameters/crypto-exchanges'
responses:
'200':
description: Successful response
content:
application/json:
schema:
$ref: '#/components/schemas/LatestXBBOResponse'
examples:
example-1:
value:
symbol: BTCUSD
xbbo:
t: '2022-02-01T20:21:03.323000342Z'
ax: FTXU
ap: 38529
as: 0.0688
bx: ERSX
bp: 38534
bs: 1.5
operationId: getLatestXBBOForCryptoSymbol
description: Returns the XBBO for a crypto symbol that calculates the Best Bid and Offer across multiple exchanges. If exchanges is not specified then only the exchanges that can be traded on Alpaca are included in the calculation.
parameters:
- $ref: '#/components/parameters/crypto-symbol'
/v1beta1/crypto/meta/spreads:
get:
summary: Get list of crypto spreads per exchange
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/CryptoSpreadsResponse'
examples:
example-1:
value:
spreads:
ERSX: 30
FTXU: 30
operationId: getCryptoMetaSpreads
description: Get list of crypto spreads for the different exchanges Alpaca supports in basis points.
tags:
- Crypto Pricing Data API
parameters: []
/v1beta1/news:
get:
summary: News API
parameters:
- $ref: '#/components/parameters/start'
- $ref: '#/components/parameters/end'
- $ref: '#/components/parameters/crypto-symbols'
- $ref: '#/components/parameters/limit'
- name: sort
in: query
schema:
type: string
enum:
- DESC
- ASC
description: 'Sort articles by updated date. Options: DESC, ASC'
example: DESC
- name: include_content
in: query
schema:
type: boolean
description: Boolean indicator to include content for news articles (if available)
- name: exclude_contentless
in: query
schema:
type: boolean
description: 'Boolean indicator to exclude news articles that do not contain content '
- $ref: '#/components/parameters/page_token'
responses:
'200':
description: Successful response
content:
application/json:
examples:
news-response-example:
value:
news:
- id: 24843171
headline: 'Apple Leader in Phone Sales in China for Second Straight Month in November With 23.6% Share, According to Market Research Data'
author: Charles Gross
created_at: '2021-12-31T11:08:42Z'
updated_at: '2021-12-31T11:08:43Z'
summary: 'This headline-only article is meant to show you why a stock is moving, the most difficult aspect of stock trading'
content: '<p>This headline-only article is meant to show you why a stock is moving, the most difficult aspect of stock trading....</p>'
url: 'https://www.benzinga.com/news/21/12/24843171/apple-leader-in-phone-sales-in-china-for-second-straight-month-in-november-with-23-6-share-according'
images: []
symbols:
- AAPL
source: benzinga
next_page_token: MTY0MDk0ODkyMzAwMDAwMDAwMHwyNDg0MzE3MQ==
schema:
$ref: '#/components/schemas/GetNewsResponse'
operationId: getNews
description: Returns latest news articles across stocks and crypto. By default returns latest 10 news articles.
tags:
- News
'/v1beta1/screener/{market_type}/movers':
parameters:
- schema:
type: string
enum:
- stocks
- crypto
name: market_type
in: path
description: Screen specific market (stocks or crypto)
required: true
get:
summary: Get Top Market Movers by Market type
tags:
- Screener
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/MarketMoversResponse'
examples:
example-1:
value:
gainers:
- symbol: AGRI
percent_change: 145.56
change: 2.46
price: 4.15
- symbol: GRCYW
percent_change: 85.63
change: 0.03
price: 0.0594
losers:
- symbol: MTACW
percent_change: -63.07
change: -0.26
price: 0.1502
- symbol: TIG
percent_change: -51.21
change: -3.61
price: 3.435
market_type: stocks
last_updated: '2022-03-10T17:53:30.088309839Z'
operationId: getTopMoversByMarketType
x-internal: true
description: Returns top market movers for stocks. By default will return top 5 market gainers and losers.
parameters:
- schema:
type: integer
default: 10
maximum: 50
in: query
name: top
description: Number of top market movers to fetch (gainers and losers). Will return number top for each. By default 10 gainers and 10 losers.
'/v1beta1/logos/{crypto_or_stock_symbol}':
get:
summary: Get Logo for symbol
tags:
- Logo
responses:
'200':
description: Returns the requested logo as an image.
content:
image/*:
schema:
type: string
format: binary
description: the requested logo
'404':
description: No Logo was found for this symbol. This code will only be returned if you set `placeholder` to false. Otherwise we will generate a placeholder image for this symbol
operationId: getLogoForSymbol
description: Returns logo image resource for provided symbol.
parameters:
- schema:
type: boolean
default: true
in: query
name: placeholder
description: If true then the api will generate a placeholder image if no logo was found. Defaults to true
parameters:
- schema:
type: string
name: crypto_or_stock_symbol
in: path
required: true
description: 'The crypto or stock symbol to query for. Note, currently all crypto symbols must be appended with "USD", ie "BTCUSD" would be how you query for BTC.'
/v2/stocks/meta/exchanges:
get:
summary: Get List of supported exchanges
responses:
'200':
description: OK
content:
application/json:
schema:
$ref: '#/components/schemas/ExchangesResponse'
examples:
example-1:
value:
Z: Cboe BZ
I: International Securities Exchange
M: Chicago Stock Exchange
U: Members Exchange
L: Long Term Stock Exchange
W: CBOE
X: NASDAQ OMX PSX
B: NASDAQ OMX BX
D: FINRA ADF
J: Cboe EDGA
P: NYSE Arca
Q: NASDAQ OMX
S: NASDAQ Small Cap
V: IEX
A: NYSE American (AMEX)
E: Market Independent
'N': New York Stock Exchange
T: NASDAQ Int
'Y': Cboe BYX
C: National Stock Exchange
H: MIAX
K: Cboe EDGX
operationId: getExchanges
description: Returns a json object representing the exchanges we support. The keys are the short form codes you will see in our responses and the values are their respective full names.
tags:
- Stock Pricing Data API
'/v2/stocks/meta/conditions/{type}':
parameters:
- schema:
type: string
enum:
- trade
- quote
example: trade
name: type
in: path
required: true
description: either "trade" or "quote"
get:
summary: Get list of Conditions
responses:
'200':
description: |-
OK
Response is a JSON object mapping a condition to a plain text description
content:
application/json:
schema:
type: object
additionalProperties: true
examples:
example-trading-A:
value:
'4': Derivatively Priced
'5': Market Center Reopening Trade
'6': Market Center Closing Trade
'7': Qualified Contingent Trade
'8': Reserved
'9': Corrected Consolidated Close Price as per Listing Market
F: Inter-market Sweep Order
O: Market Center Opening Trade
' ': Regular Sale
B: Average Price Trade
C: Cash Trade (Same Day Clearing)
E: Automatic Execution
M: Market Center Official Close
T: Extended Hours Trade
U: Extended Hours Sold (Out Of Sequence)
I: Odd Lot Trade
K: Rule 127 (NYSE only) or Rule 155 (NYSE MKT only)
R: Seller
X: Cross Trade
Z: Sold (Out Of Sequence)
'N': Next Day Trade (Next Day Clearing)
P: Prior Reference Price
Q: Market Center Official Open
V: Contingent Trade
H: Price Variation Trade
L: Sold Last (Late Reporting)
example-quote-C:
value:
'4': On Demand Intra Day Auction
U: Manual Bid And Ask Non Firm
B: Manual Bid Automated Ask
R: Regular Two Sided Open
A: Manual Ask Automated Bid
F: Fast Trading
H: Manual Bid And Ask
L: Closed Quote
'N': Non Firm Quote
I: Order Imbalance
O: Opening Quote Automated
'Y': No Offer No Bid One Sided Open
X: Order Influx
Z: No Open No Resume
operationId: getConditions
description: |-
Each feed/exchange uses its own set of codes to identify trade and quote conditions, so the same condition may have a different code depending on the originator of the data.
See [Our documentation](https://alpaca.markets/docs/market-data/#conditions) for more information
parameters:
- schema:
type: string
enum:
- A
- B
- C
example: A
in: query
name: tape
required: true
description: 'What kind of conditions to retrieve, "A" and "B" return CTS, where "C" will give you UTP '
tags:
- Stock Pricing Data API
components:
securitySchemes:
API_Key:
name: APCA-API-KEY-ID
type: apiKey
in: header
API_Secret:
name: APCA-API-SECRET-KEY
type: apiKey
in: header
schemas:
Trade:
title: Trade
type: object
description: A model representing a trade
x-examples:
trade-example-1:
t: '2021-02-06T13:04:56.334320128Z'
x: C
p: 387.62
s: 100
c:
- ' '
- T
i: 52983525029461
z: B
example-crypto:
t: '2022-02-27T11:04:55.82622Z'
x: FTXU
p: 39330
s: 0.0003
tks: B
i: 25783365
properties:
t:
type: string
description: Timestamp in RFC-3339 format with nanosecond precision
format: date-time
x:
type: string
description: Exchange where the trade happened.
p:
type: number
description: Trade price.
s:
type: number
description: Trade Size.
c:
type: array
description: Trade conditions (Stock trade only)
items:
type: string
i:
type: integer
description: Trade ID
format: int64
z:
type: string
description: Tape (Stock trade only)
tks:
type: string
description: Taker's side (crypto trade only)
required:
- x
- i
TradesResponse:
title: TradesResponse
type: object
description: |-
A model representing the result of hitting the Trades api.
Represents multiple Trades for a single symbol with support for paging.
x-examples:
trades-example-1:
trades:
- t: '2021-02-06T13:04:56.334320128Z'
x: C
p: 387.62
s: 100
c:
- ' '
- T
i: 52983525029461
z: B
- t: '2021-02-06T13:09:42.325484032Z'
x: C
p: 387.69
s: 100
c:
- ' '
- T
i: 52983525033813
z: B
symbol: SPY
next_page_token: MjAyMS0wMi0wNlQxMzowOTo0Mlo7MQ==
properties:
trades:
type: array
description: Array of trades
items:
$ref: '#/components/schemas/Trade'
symbol:
type: string
description: Symbol that was queried
example: AAPL
minLength: 1
next_page_token:
type: string
description: Token that can be used to query the next page
nullable: true
required:
- trades
- symbol
LatestTradeResponse:
title: LatestTradeResponse
type: object
description: |-
A model representing the result of hitting the Latest Trade api.
Represents a single Trade that should be the latest trade data for a given ticker symbol
x-examples:
latestTradesResponse-example-1:
symbol: AAPL
trade:
t: '2022-02-01T17:46:51.111055251Z'
x: V
p: 173.06
s: 100
c:
- '@'
i: 6519
z: C
crypto-example-1:
symbol: BTCUSD
trade:
t: '2022-03-08T22:27:26.573044Z'
x: FTXU
p: 38614
s: 0.0019
tks: S
i: 26271424
properties:
trade:
$ref: '#/components/schemas/Trade'
symbol:
type: string
description: Symbol that was queried
example: AAPL
minLength: 1
required:
- symbol
MultiTradesResponse:
title: MultiTradesResponse
type: object
description: |
A model representing the result of hitting the Multi Trades api; represents multiple trades for multiple symbols.
Returned results are sorted by symbol first then by Trade timestamp. This means that you are likely to see only one symbol in your first response if there are enough Trades for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Trades were found for them.
x-examples:
multiTradesResponse-example-1:
trades:
SPY:
- t: '2021-02-06T13:04:56.334320128Z'
x: C
p: 387.62
s: 100
c:
- ' '
- T
i: 52983525029461
z: B
- t: '2021-02-06T13:09:42.325484032Z'
x: C
p: 387.69
s: 100
c:
- ' '
- T
i: 52983525033813
z: B
next_page_token: MjAyMS0wMi0wNlQxMzowOTo0Mlo7MQ==
multiTradesResponse-with-multiple-symbols-at-once-example-1:
trades:
AAPL:
- t: '2021-02-06T13:04:56.334320128Z'
x: C
p: 387.62
s: 100
c:
- ' '
- T
i: 52983525029461
z: B
- t: '2021-02-06T13:09:42.325484032Z'
x: C
p: 387.69
s: 100
c:
- ' '
- T
i: 52983525033813
z: B
SPY:
- t: '2021-02-06T05:09:42.325484032Z'
x: C
p: 400.55
s: 100
c:
- ' '
- T
i: 52983525033954
z: B
next_page_token: MjAyMS0wMi0wNlQxMzowOTo0Mlo7MQ==
properties:
trades:
type: object
additionalProperties:
type: array
items:
$ref: '#/components/schemas/Trade'
next_page_token:
type: string
nullable: true
required:
- trades
LatestMultiTradesResponse:
description: ''
type: object
x-examples:
example-crypto-1:
trades:
ETHUSD:
t: '2022-03-08T22:13:55.777631Z'
x: FTXU
p: 2562.8
s: 0.881
tks: S
i: 26271234
BTCUSD:
t: '2022-03-08T22:14:47.379901Z'
x: FTXU
p: 38510
s: 0.05
tks: B
i: 26271277
example-1:
trades:
TSLA:
t: '2022-03-11T17:24:55.143671726Z'
x: V
p: 801.83
s: 100
c:
- '@'
i: 9924
z: C
AAPL:
t: '2022-03-11T17:24:56.321817175Z'
x: V
p: 155.105
s: 300
c:
- '@'
i: 7741
z: C
properties:
trades:
type: object
additionalProperties:
$ref: '#/components/schemas/Trade'
required:
- trades
Snapshot:
title: Snapshot
type: object
description: |
The Snapshot API for one ticker provides the latest trade, latest quote, minute bar daily bar and previous daily bar data for a given ticker symbol.
x-examples:
snapshot-example-1:
symbol: AAPL
latestTrade:
t: '2021-05-11T20:00:00.435997104Z'
x: Q
p: 125.91
s: 5589631
c:
- '@'
- M
i: 179430
z: C
latestQuote:
t: '2021-05-11T22:05:02.307304704Z'
ax: P
ap: 125.68
as: 12
bx: P
bp: 125.6
bs: 4
c:
- R
minuteBar:
t: '2021-05-11T22:02:00Z'
o: 125.66
h: 125.66
l: 125.66
c: 125.66
v: 396
dailyBar:
t: '2021-05-11T04:00:00Z'
o: 123.5
h: 126.27
l: 122.77
c: 125.91
v: 125863164
prevDailyBar:
t: '2021-05-10T04:00:00Z'
o: 129.41
h: 129.54
l: 126.81
c: 126.85
v: 79569305
properties:
latestTrade:
$ref: '#/components/schemas/Trade'
latestQuote:
$ref: '#/components/schemas/Quote'
minuteBar:
$ref: '#/components/schemas/Bar'
dailyBar:
$ref: '#/components/schemas/Bar'
prevDailyBar:
$ref: '#/components/schemas/Bar'
MultiSnapshotResponse:
title: MultiSnapshotResponse
type: object
description: |
A model representing the result of hitting the Multi Snapshots api; represents Snapshots for multiple symbols.
The result is an object whose keys are the requested symbols and values are their respecitve Snapshot
additionalProperties:
$ref: '#/components/schemas/Snapshot'
x-examples:
example-1:
AAPL:
latestTrade:
t: '2022-03-11T19:08:43.947998695Z'
x: V
p: 156.055
s: 100
c:
- '@'
i: 10593
z: C
latestQuote:
t: '2022-03-11T19:09:06.125564144Z'
ax: V
ap: 157.2
as: 5
bx: V
bp: 156.08
bs: 1
c:
- R
z: C
minuteBar:
t: '2022-03-11T19:08:00Z'
o: 156.02
h: 156.1
l: 156.02
c: 156.055
v: 4483
'n': 26
vw: 156.055956
dailyBar:
t: '2022-03-11T05:00:00Z'
o: 158.94
h: 159.25
l: 154.76
c: 156.055
v: 1180799
'n': 10408
vw: 156.545239
prevDailyBar:
t: '2022-03-10T05:00:00Z'
o: 160.23
h: 160.38
l: 155.98
c: 158.52
v: 1889292
'n': 17072
vw: 157.845202
TSLA:
latestTrade:
t: '2022-03-11T19:08:59.479520429Z'
x: V
p: 796.95
s: 100
c:
- '@'
i: 13647
z: C
latestQuote:
t: '2022-03-11T19:09:06.159593323Z'
ax: V
ap: 850
as: 1
bx: V
bp: 796.49
bs: 1
c:
- R
z: C
minuteBar:
t: '2022-03-11T19:08:00Z'
o: 796.78
h: 797.4
l: 796.78
c: 796.95
v: 2139
'n': 46
vw: 797.116889
dailyBar:
t: '2022-03-11T05:00:00Z'
o: 840.38
h: 843.055
l: 795.33
c: 796.95
v: 466980
'n': 13232
vw: 811.369454
prevDailyBar:
t: '2022-03-10T05:00:00Z'
o: 851.5
h: 853.355
l: 810.76
c: 838.21
v: 578475
'n': 16118
vw: 828.766436
Quote:
title: Quote
type: object
description: |
The Quotes API provides NBBO quotes for a given ticker symbol at a specified date.
x-examples:
example-1:
t: '2022-03-11T13:13:49.975594385Z'
ax: V
ap: 18696.3338
as: 1
bx: V
bp: 0
bs: 0
c:
- R
z: C
example-crypto:
t: '2022-03-21T05:00:00.011543552Z'
x: FTXU
bp: 40761.35
bs: 0.465
ap: 41007.66
as: 2.8675
properties:
t:
type: string
description: Timestamp in RFC-3339 format with nanosecond precision
format: date-time
ax:
type: string
description: ask exchange (Stock quote only)
ap:
type: number
description: |
ask price
as:
type: number
description: |
ask size
bx:
type: string
description: bid exchange (Stock quote only)
bp:
type: number
description: |
bid price
bs:
description: bid size
type: number
c:
type: array
description: quote conditions (Stock quotes only)
items:
type: string
x:
type: string
description: Exchange (Crypto quote Only)
z:
type: string
description: Tape (Stock quote only)
required:
- t
QuotesResponse:
description: |
The Quotes API provides NBBO quotes for a given ticker symbol at a specified date.
type: object
x-examples:
quotesResponse-example-1:
quotes:
- t: '2022-02-01T09:00:00.000448Z'
ax: K
ap: 175
as: 1
bx: Q
bp: 174.96
bs: 4
c:
- R
z: C
- t: '2022-02-01T09:00:00.000448Z'
ax: K
ap: 175
as: 12
bx: Q
bp: 174.96
bs: 4
c:
- R
z: C
symbol: AAPL
next_page_token: QUFQTHwyMDIyLTAyLTAxVDA5OjAwOjAwLjAwMDQ0ODAwMFp8MzFDODgxNkY=
no-data-found-example:
quotes: null
symbol: AAPL
next_page_token: null
title: QuotesResponse
properties:
quotes:
type: array
uniqueItems: true
minItems: 1
nullable: true
items:
$ref: '#/components/schemas/Quote'
symbol:
type: string
minLength: 1
example: AAPL
next_page_token:
type: string
minLength: 1
nullable: true
required:
- quotes
- symbol
LatestQuoteResponse:
description: |-
A model representing the result of hitting the Latest Quote api.
Represents a single Quote that should be the latest quote data for a given ticker symbol
type: object
x-examples:
quotesResponse-example-1:
symbol: AAPL
quote:
t: '2022-02-01T17:51:03.204726425Z'
ax: V
ap: 173.24
as: 4
bx: V
bp: 173.21
bs: 4
c:
- R
z: C
title: LatestQuotesResponse
properties:
quote:
$ref: '#/components/schemas/Quote'
symbol:
type: string
minLength: 1
example: AAPL
required:
- quote
- symbol
MultiQuotesReponse:
title: MultiQuotesReponse
type: object
description: |
A model representing the result of hitting the Multi Quotes api; represents multiple Quotes for multiple symbols.
Returned results are sorted by symbol first then by Quote timestamp. This means that you are likely to see only one symbol in your first response if there are enough Quotes for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Quotes were found for them.
x-examples:
multiQuotesResponse-example-1:
quotes:
AAPL:
- t: '2022-02-01T09:00:00.000448Z'
ax: K
ap: 175
as: 1
bx: Q
bp: 174.96
bs: 4
c:
- R
z: C
next_page_token: QUFQTHwyMDIyLTAyLTAxVDA5OjAwOjAwLjAwMDQ0ODAwMFp8MjIzMEUxOUM=
multiTradesResponse-with-multiple-symbols-at-once-example-1:
quotes:
AAPL:
- t: '2022-02-01T09:00:00.000448Z'
ax: K
ap: 175
as: 1
bx: Q
bp: 174.96
bs: 4
c:
- R
z: C
GOOGL:
- t: '2022-02-01T09:00:00.000448Z'
ax: K
ap: 175
as: 1
bx: Q
bp: 175
bs: 4
c:
- R
z: C
next_page_token: QUFQTHwyMDIyLTAyLTAxVDA5OjAwOjAwLjAwMDQ0ODAwMFp8MjIzMEUxOUM=
properties:
quotes:
type: object
additionalProperties:
type: array
items:
$ref: '#/components/schemas/Quote'
next_page_token:
type: string
description: pass this token with your request again to get the next page of results
nullable: true
required:
- quotes
LatestMultiQuotesResponse:
description: ''
type: object
x-examples:
example-crypto:
quotes:
ETHUSD:
t: '2022-03-08T22:40:52.536436224Z'
x: FTXU
bp: 2562.99
bs: 23.798
ap: 2579.11
as: 22.155
BTCUSD:
t: '2022-03-08T22:40:52.662990848Z'
x: FTXU
bp: 38465.26
bs: 2.641
ap: 38698.75
as: 1.3746
example-1:
quotes:
AAPL:
t: '2022-03-11T18:40:13.514830169Z'
ax: V
ap: 156.47
as: 3
bx: V
bp: 156.45
bs: 1
c:
- R
z: C
TSLA:
t: '2022-03-11T18:40:12.416216587Z'
ax: V
ap: 850
as: 1
bx: V
bp: 798
bs: 2
c:
- R
z: C
properties:
quotes:
type: object
additionalProperties:
$ref: '#/components/schemas/Quote'
required:
- quotes
Bar:
title: Bar
type: object
description: |
The bars API returns aggregate historical data for the requested securities.
x-examples:
stock-example-1:
t: '2022-03-10T19:26:00Z'
o: 158.035
h: 158.21
l: 158.035
c: 158.21
v: 800
'n': 15
vw: 158.113144
crypto-example-1:
t: '2022-03-10T19:30:00Z'
x: FTXU
o: 39284
h: 39284
l: 39200
c: 39200
v: 1.1271
'n': 9
vw: 39233.9329252063
properties:
t:
type: string
description: Timestamp in RFC-3339 format with nanosecond precision.
format: date-time
x:
type: string
description: Exchange. Only present on Bars for Crypto symbols
enum:
- FTXU
- ERSX
- CBSE
o:
type: number
description: Open price
h:
type: number
description: High price.
l:
type: number
description: |
Low price.
c:
type: number
description: Close price.
v:
description: Volume.
type: number
'n':
type: integer
description: Number of trades.
format: int64
vw:
description: Volume weighted average price.
type: number
required:
- t
- o
- h
- l
- c
- v
BarsResponse:
description: ''
type: object
x-examples:
barsResponse-stock-example-1:
bars:
- t: '2021-02-01T16:01:00Z'
o: 133.32
h: 133.74
l: 133.31
c: 133.5
v: 9876
- t: '2021-02-01T16:02:00Z'
o: 133.5
h: 133.58
l: 133.44
c: 133.58
v: 3567
symbol: AAPL
next_page_token: MjAyMS0wMi0wMVQxNDowMjowMFo7MQ==
barsResponse-crypto-example-1:
bars:
- t: '2022-03-10T06:00:00Z'
x: CBSE
o: 39230.55
h: 40302.06
l: 38560.85
c: 39259.91
v: 11328.17046589
'n': 353132
vw: 39208.3129673941
- t: '2022-03-10T06:00:00Z'
x: ERSX
o: 39246.4
h: 40151
l: 38791
c: 39270
v: 153.254034
'n': 230
vw: 39255.8594375793
- t: '2022-03-10T06:00:00Z'
x: FTXU
o: 39170
h: 40290
l: 38560
c: 39200
v: 1511.2828
'n': 5248
vw: 39214.2388224758
symbol: BTCUSD
next_page_token: null
title: BarsResponse
properties:
bars:
type: array
uniqueItems: true
minItems: 1
description: The array of Bar data
items:
$ref: '#/components/schemas/Bar'
symbol:
type: string
minLength: 1
example: AAPL
description: the stock ticker or crypto symbol this set of bar data is for
next_page_token:
type: string
minLength: 1
nullable: true
required:
- bars
- symbol
- next_page_token
LatestBarResponse:
description: |-
A model representing the result of hitting one of the Latest Bar api endpoints.
Represents a single Bar that should be the latest Bar data for a given ticker symbol
type: object
x-examples:
crypto-example-1:
symbol: BTCUSD
bar:
t: '2022-03-08T21:05:00Z'
x: FTXU
o: 38576
h: 38576
l: 38576
c: 38576
v: 0.063
'n': 1
vw: 38576
stock-example-1:
symbol: AAPL
bar:
t: '2022-03-10T19:26:00Z'
o: 158.035
h: 158.21
l: 158.035
c: 158.21
v: 800
'n': 15
vw: 158.113144
properties:
symbol:
type: string
minLength: 1
bar:
$ref: '#/components/schemas/Bar'
required:
- symbol
- bar
MultiBarsResponse:
description: |
A model representing the result of hitting the Multi Bars api; represents multiple Bars for multiple symbols.
Returned results are sorted by symbol first then by Bar timestamp. This means that you are likely to see only one symbol in your first response if there are enough Bars in the duration you specified for that symbol to hit the limit you requested on that request.
In these situations if you keep requesting again with the next_page_token you will eventually reach the next symbols if any Bars were found for them in the timeframe.
type: object
x-examples:
multiBarsResponse-with-multiple-symbols-at-once-example-1:
bars:
AAPL:
- t: '2022-02-01T09:04:00Z'
o: 175.14
h: 175.16
l: 175.12
c: 175.16
v: 1395
'n': 61
vw: 175.174624
- t: '2022-02-01T09:05:00Z'
o: 175.21
h: 175.21
l: 175.1
c: 175.13
v: 1821
'n': 61
vw: 175.143635
TSLA:
- t: '2022-02-01T09:05:00Z'
o: 944.99
h: 944.99
l: 944.99
c: 944.99
v: 2520
'n': 207
vw: 944.437393
next_page_token: null
multiBarsResponse-with-page-token-example-1:
bars:
BTCUSD:
- t: '2022-02-28T06:00:00Z'
x: FTXU
o: 37866
h: 44340
l: 37494
c: 43241
v: 2817.008
'n': 10116
vw: 40876.4518611946
next_page_token: QlRDVVNEfER8MjAyMi0wMi0yOFQwNjowMDowMC4wMDAwMDAwMDBafEZUWFU=
title: MultiBarsResponse
properties:
bars:
type: object
additionalProperties:
type: array
items:
$ref: '#/components/schemas/Bar'
next_page_token:
type: string
nullable: true
required:
- bars
LatestMultiBarsResponse:
title: LatestMultiBarsResponse
type: object
x-examples:
example-1:
bars:
LINKUSD:
t: '2022-03-08T17:33:00Z'
x: FTXU
o: 13.3565
h: 13.3565
l: 13.3565
c: 13.3565
v: 41.4
'n': 1
vw: 13.3565
BTCUSD:
t: '2022-03-08T17:40:00Z'
x: FTXU
o: 39055
h: 39055
l: 39055
c: 39055
v: 0.1
'n': 1
vw: 39055
description: |
A model representing the result of hitting the Latest Multi Bars api; represents the latest Bars for multiple symbols.
properties:
bars:
type: object
additionalProperties:
$ref: '#/components/schemas/Bar'
required:
- bars
News:
description: Model representing a news article from the Alpaca Market Data API
type: object
x-examples:
news-example-1:
id: 24803233
headline: Benzinga's Top 5 Articles For 2021 — Or 'Who Let The Dog Out?'
author: Sue Strachan
created_at: '2021-12-29T15:11:03Z'
updated_at: '2021-12-30T20:37:41Z'
summary: '2021 may have been the Year of the Ox in the Chinese calendar, but for Benzinga, it was the Year of the Dog, or should we say, Year of the Dogecoin (CRYPTO: DOGE).'
content: "<p>2021 may have been the Year of the Ox in the Chinese calendar, but for Benzinga, it was the Year of the Dog, or should we say, Year of the <strong>Dogecoin</strong> (CRYPTO: <a class=\"ticker\" href=\"https://www.benzinga.com/quote/doge/usd\">DOGE</a>).</p>\r\n\r\n<p>The memecoin created in 2013...."
url: 'https://www.benzinga.com/news/21/12/24843171/apple-leader-in-phone-sales-in-china-for-second-straight-month-in-november-with-23-6-share-according'
images:
- size: large
url: 'https://cdn.benzinga.com/files/imagecache/2048x1536xUP/images/story/2012/doge_12.jpg'
- size: small
url: 'https://cdn.benzinga.com/files/imagecache/1024x768xUP/images/story/2012/doge_12.jpg'
- size: thumb
url: 'https://cdn.benzinga.com/files/imagecache/250x187xUP/images/story/2012/doge_12.jpg'
symbols:
- AMZN
- BTCUSD
- COIN
- DOGEUSD
- SPCE
- TSLA
- TWTR
source: benzinga
properties:
id:
type: integer
format: int64
description: News article ID
headline:
type: string
minLength: 1
description: Headline or title of the article
author:
type: string
minLength: 1
description: Original author of news article
created_at:
type: string
format: date-time
description: Date article was created (RFC 3339)
updated_at:
type: string
format: date-time
description: Date article was updated (RFC 3339)
summary:
type: string
minLength: 1
description: Summary text for the article (may be first sentence of content)
content:
type: string
minLength: 1
description: Content of the news article (might contain HTML)
url:
type: string
format: uri
description: URL of article (if applicable)
nullable: true
images:
type: array
uniqueItems: true
description: List of images (URLs) related to given article (may be empty)
items:
$ref: '#/components/schemas/NewsImage'
symbols:
type: array
description: List of related or mentioned symbols
items:
type: string
source:
type: string
minLength: 1
description: Source where the news originated from (e.g. Benzinga)
required:
- id
- headline
- author
- created_at
- updated_at
- summary
- content
- images
- symbols
- source
NewsImage:
description: A model representing images for news article. simply a url to the image along with a size parameter suggesting the display size of the image
type: object
x-examples:
newsimage-example-1:
size: thumb
url: 'https://cdn.benzinga.com/files/imagecache/250x187xUP/images/story/2012/doge_12.jpg'
title: NewsImage
properties:
size:
type: string
minLength: 1
description: 'Possible values for size are thumb, small and large.'
example: thumb
enum:
- thumb
- small
- large
readOnly: true
url:
type: string
minLength: 1
description: url to image from news article
format: uri
readOnly: true
required:
- size
- url
GetNewsResponse:
title: GetNewsResponse
type: object
properties:
news:
type: array
items:
$ref: '#/components/schemas/News'
next_page_token:
type: string
description: Pagination token for next page
XBBO:
description: XBBO or Cross Best Bid and Offer represents the Best Bid and Offer for an exchange
type: object
x-examples:
example-1:
t: '2022-02-01T20:21:03.323000342Z'
ax: FTXU
ap: 38529
as: 0.0688
bx: ERSX
bp: 38534
bs: 1.5
properties:
t:
type: string
format: date-time
description: Timestamp in RFC-3339 format with nanosecond precision.
ax:
type: string
minLength: 1
description: Ask exchange.
ap:
type: number
description: Ask price.
as:
type: number
description: Ask size.
bx:
type: string
minLength: 1
description: Bid exchange.
bp:
type: number
description: Bid price.
bs:
type: number
description: Bid size.
required:
- t
- ax
- ap
- as
- bx
- bp
- bs
title: XBBO
LatestXBBOResponse:
description: Represents the Latest XBBO for a crypto symbol that calculates the Best Bid and Offer across multiple exchanges.
type: object
x-examples:
example-1:
symbol: BTCUSD
xbbo:
t: '2022-02-01T20:21:03.323000342Z'
ax: FTXU
ap: 38529
as: 0.0688
bx: ERSX
bp: 38534
bs: 1.5
properties:
symbol:
type: string
minLength: 1
xbbo:
$ref: '#/components/schemas/XBBO'
required:
- symbol
- xbbo
title: LatestXBBOResponse
LatestMultiXBBOResponse:
description: ''
type: object
x-examples:
example-1:
xbbos:
BTCUSD:
t: '2022-03-08T22:59:49.514811056Z'
ax: ERSX
ap: 38556.7
as: 1.556151
bx: FTXU
bp: 38562
bs: 2.5781
properties:
xbbos:
type: object
additionalProperties:
$ref: '#/components/schemas/XBBO'
required:
- xbbos
CryptoSpreadsResponse:
description: ''
type: object
x-examples:
example-1:
spreads:
ERSX: 30
FTXU: 30
properties:
spreads:
type: object
additionalProperties:
type: integer
required:
- spreads
MarketMoversResponse:
title: MarketMovers
type: object
description: 'Contains list of market movers '
x-internal: true
x-examples:
example-1:
gainers:
- symbol: AAPL
percent_change: 10
change: 0.1
price: 150.23
losers:
- symbol: TSLA
percent_change: 15
change: 0.15
price: 220.24
market_type: stocks
last_updated: '2022-01-14T20:46:00.392227'
properties:
gainers:
type: array
description: List of top N gainers
items:
$ref: '#/components/schemas/MarketMoverAsset'
losers:
description: List of top N losers
type: array
items:
$ref: '#/components/schemas/MarketMoverAsset'
market_type:
type: string
enum:
- stocks
- crypto
description: Market type (stocks or crypto)
last_updated:
type: string
description: Time the movers where last computed
required:
- gainers
- losers
- market_type
- last_updated
MarketMoverAsset:
title: MarketMoverAsset
type: object
description: Name or source of given news article
x-examples:
example-1:
symbol: AGRI
percent_change: 145.56
change: 2.46
price: 4.15
x-internal: true
properties:
symbol:
type: string
description: Symbol of market moving asset
percent_change:
type: number
description: Percentage difference change for the day
change:
type: number
description: Difference in change for the day
price:
type: number
description: Current price of market moving asset
required:
- symbol
- percent_change
- change
- price
ExchangesResponse:
title: ExchangesResponse
type: object
additionalProperties:
type: string
x-examples:
example-1:
Z: Cboe BZ
I: International Securities Exchange
M: Chicago Stock Exchange
U: Members Exchange
L: Long Term Stock Exchange
W: CBOE
X: NASDAQ OMX PSX
B: NASDAQ OMX BX
D: FINRA ADF
J: Cboe EDGA
P: NYSE Arca
Q: NASDAQ OMX
S: NASDAQ Small Cap
V: IEX
A: NYSE American (AMEX)
E: Market Independent
'N': New York Stock Exchange
T: NASDAQ Int
'Y': Cboe BYX
C: National Stock Exchange
H: MIAX
K: Cboe EDGX
description: Returns an object representing the exchanges we support. The keys are the short form codes you will see in our responses and the values are their respective full names.
parameters:
crypto-exchanges:
name: exchanges
in: query
required: false
schema:
type: string
example: 'ERSX,CBSE'
description: 'A comma separated list of which crypto exchanges to pull the data from. Alpaca currently supports `ERSX`, `CBSE`, and `FTXU`'
crypto-exchange:
name: exchange
in: query
required: true
schema:
type: string
enum:
- ERSX
- CBSE
- FTXU
example: ERSX
description: 'Which crypto exchange to pull the data from. Alpaca currently supports `ERSX`, `CBSE`, and `FTXU`'
crypto-symbols:
name: symbols
in: query
required: true
schema:
type: string
example: 'BTCUSD,ETHUSD'
description: 'The comma-separated list of crypto symbols to query for. Note, currently all crypto symbols must be appended with "USD", ie "BTCUSD,ETHUSD" would get both BTC and ETH'
crypto-symbol:
name: symbol
in: path
required: true
schema:
type: string
example: BTCUSD
description: 'The crypto symbol to query for. Note, currently all crypto symbols must be appended with "USD", ie "BTCUSD" would be how you query for BTC.'
timeframe:
name: timeframe
in: query
required: true
schema:
type: string
description: 'Timeframe for the aggregation. Values are customizeable, frequently used examples: 1Min, 15Min, 1Hour, 1Day. Limits: 1Min-59Min, 1Hour-23Hour.'
page_token:
name: page_token
in: query
required: false
schema:
type: string
description: Pagination token to continue from. The value to pass here is returned in specific requests when more data is available than the request limit allows.
start:
name: start
in: query
required: false
schema:
type: string
format: date-time
example: '2021-01-01T00:00:00Z'
description: Filter data equal to or after this time in RFC-3339 format. Fractions of a second are not accepted.
end:
name: end
in: query
required: false
schema:
type: string
format: date-time
example: '2021-01-01T00:00:00Z'
description: Filter data equal to or before this time in RFC-3339 format. Fractions of a second are not accepted.
limit:
name: limit
in: query
required: false
schema:
type: integer
minimum: 1
maximum: 10000
description: 'Number of data points to return. Must be in range 1-10000, defaults to 1000.'
stock-symbol:
name: symbol
in: path
required: true
schema:
type: string
example: AAPL
description: The stock ticker symbol to query for.
feed:
name: feed
in: query
required: false
schema:
type: string
enum:
- iex
- sip
- otc
example: sip
description: 'Which feed to pull market data from. This is either `iex`, `otc`, or `sip`. `sip` and `otc` are only available to those with a subscription'
adjustment:
name: adjustment
in: query
required: false
schema:
type: string
enum:
- raw
- split
- dividend
- all
description: specifies the corporate action adjustment(s) for bars data
stock-symbols:
name: symbols
in: query
required: true
schema:
type: string
example: 'AAPL,TSLA'
description: The comma-separated list of stock ticker symbols to query for.
security:
- API_Key: []
API_Secret: []
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