About Market Data API
Gain seamless access to a wealth of data with Alpaca Market Data API, offering real-time and historical equities & crypto information spanning over 7+ years.
Overview
The Market Data API v2 offers seamless access to market data through both HTTP and WebSocket protocols. With a focus on historical and real-time data, developers can efficiently integrate these APIs into their applications.
To simplify the integration process, we provide user-friendly SDKs in Python, Go, NodeJS, and C#. These SDKs offer comprehensive functionalities, making it easier for developers to work with the Market Data APIs & Web Sockets.
To start using the APIs, developers have two convenient options: they can either access it through the public workspace on Postman or directly from our GitHub repository.
By leveraging Alpaca Market Data API v2 and its associated SDKs, developers can seamlessly incorporate historical and real-time market data into their applications, enabling them to build powerful and data-driven financial products.
Subscription Plans
The Market Data API v2 offers Market Data access under three distinct plans: Free, Algo Trader Plus, and Broker Professional.
The Free plan serves as the default option for both Paper and Live trading accounts, ensuring all users can access essential data with zero cost.
In addition to the Free plan, we also provide two premium options: Algo Trader Plus and Broker Professional. These plans cater to the needs of traders and brokers who require advanced data features and increased data usage allowances.
Free | Algo Trader Plus | Broker Professional | |
---|---|---|---|
Pricing | Free | $99/month | $99/mo/device |
Securities coverage | US Stocks & ETFs | US Stocks & ETFs | US Stocks & ETFs |
Real-time market coverage | IEX | All US Stock Exchanges | All US Stock Exchanges |
Websocket subscriptions | 30 symbols | Unlimited | Unlimited |
Historical data timeframe | 7+ years | 7+ years | 7+ years |
Historical data delay* | 15 minutes | no delay | no delay |
Historical API calls | 200/min | 10,000/min | 10,000/min |
Our data sources are directly fed by the CTA (Consolidated Tape Association), which is administered by NYSE (New York Stock Exchange), and the UTP (Unlisted Trading Privileges) stream, which is administered by Nasdaq. The synergy of these two sources ensures comprehensive market coverage, encompassing 100% of market volume.
Free vs Algo Trader Plus
- Users on the Free Market Data plan have access to the IEX (Investors Exchange LLC) stream, but with some limitations. Historical data is available without restrictions, there is a 15-minute delay on the data.
- This also means that users on the Free Market Data plan may not be able to access the most recent SIP (Securities Information Processor) data or use certain latest endpoints that rely exclusively on SIP data.
Broker Professional
We offer custom pricing and tailored solutions for Broker API partners seeking to leverage our comprehensive market data. Our goal is to meet the specific needs and requirements of our valued partners, ensuring they have access to the data and tools necessary to enhance their services and provide exceptional value to their customers.
For detailed information about our pricing options and the benefits of becoming a Broker API partner, kindly reach out to our sales team.
Exchanges
Alpaca supports a range of stock exchanges, each identified by a unique tape ID, which is returned in all market data requests. To help you easily map the tape code to the corresponding exchange, here is the list:
Exchange Code | Exchange Name |
---|---|
A | NYSE American (AMEX) |
B | NASDAQ OMX BX |
C | National Stock Exchange |
D | FINRA ADF |
E | Market Independent |
H | MIAX |
I | International Securities Exchange |
J | Cboe EDGA |
K | Cboe EDGX |
L | Long Term Stock Exchange |
M | Chicago Stock Exchange |
N | New York Stock Exchange |
P | NYSE Arca |
Q | NASDAQ OMX |
S | NASDAQ Small Cap |
T | NASDAQ Int |
U | Members Exchange |
V | IEX |
W | CBOE |
X | NASDAQ OMX PSX |
Y | Cboe BYX |
Z | Cboe BZX |
Conditions
Every feed or stock exchange utilizes its unique set of codes to identify trade and quote conditions. Consequently, the same condition may vary in code representation depending on the data's originator.
Trade conditions
CTS
Below is a table containing codes that indicate specific trade conditions applicable under the CTA (Consolidated Tape Association) Plan:
For further details on this topic, please refer to page 64 of the Consolidated Tape System (CTS) Specification.
Code | Value |
---|---|
Space | Regular Sale |
B | Average Price Trade |
C | Cash Trade (Same Day Clearing) |
E | Automatic Execution |
F | Inter-market Sweep Order |
H | Price Variation Trade |
I | Odd Lot Trade |
K | Rule 127 (NYSE only) or Rule 155 (NYSE MKT only) |
L | Sold Last (Late Reporting) |
M | Market Center Official Close |
N | Next Day Trade (Next Day Clearing) |
O | Market Center Opening Trade |
P | Prior Reference Price |
Q | Market Center Official Open |
R | Seller |
T | Extended Hours Trade |
U | Extended Hours Sold (Out Of Sequence) |
V | Contingent Trade |
X | Cross Trade |
Z | Sold (Out Of Sequence) |
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 |
UTDF
Below is a table containing condition codes from the UTP (Unlisted Trading Privileges) Plan:
For further details on this topic, please refer to page 43 of the UTP Specification.
Code | Value |
---|---|
@ | Regular Sale |
A | Acquisition |
B | Bunched Trade |
C | Cash Sale |
D | Distribution |
E | Placeholder |
F | Intermarket Sweep |
G | Bunched Sold Trade |
H | Price Variation Trade |
I | Odd Lot Trade` |
K | Rule 155 Trade (AMEX) |
L | Sold Last |
M | Market Center Official Close |
N | Next Day |
O | Opening Prints |
P | Prior Reference Price |
Q | Market Center Official Open |
R | Seller |
S | Split Trade |
T | Form T |
U | Extended trading hours (Sold Out of Sequence) |
V | Contingent Trade |
W | Average Price Trade |
X | Cross Trade |
Y | Yellow Flag Regular Trade |
Z | Sold (Out Of Sequence) |
1 | Stopped Stock (Regular Trade) |
4 | Derivatively Priced |
5 | Re-Opening Prints |
6 | Closing Prints |
7 | Qualified Contingent Trade (QCT) |
8 | Placeholder For 611 Exempt |
9 | Corrected Consolidated Close (per listing market) |
Quote conditions
CQS
Below is a table containing codes that indicate specific conditions applicable to a quote under the CTA (Consolidated Tape Association) Plan:
For further details on this topic, please refer to Appendix G of the CQS Specification.
Code | Value |
---|---|
A | Slow Quote Offer Side |
B | Slow Quote Bid Side |
E | Slow Quote LRP Bid Side |
F | Slow Quote LRP Offer Side |
H | Slow Quote Bid And Offer Side |
O | Opening Quote |
R | Regular Market Maker Open |
W | Slow Quote Set Slow List |
C | Closing Quote |
L | Market Maker Quotes Closed |
U | Slow Quote LRP Bid And Offer |
N | Non Firm Quote |
4 | On Demand Intra Day Auction |
UQDF
Below is a table containing codes that represent specific conditions applicable to quotes under the UTP (Unlisted Trading Privileges) Plan:
For further details on this topic, please refer to the UQDF Specification.
Code | Value |
---|---|
A | Manual Ask Automated Bid |
B | Manual Bid Automated Ask |
F | Fast Trading |
H | Manual Bid And Ask |
I | Order Imbalance |
L | Closed Quote |
N | Non Firm Quote |
O | Opening Quote Automated |
R | Regular Two Sided Open |
U | Manual Bid And Ask Non Firm |
Y | No Offer No Bid One Sided Open |
X | Order Influx |
Z | No Open No Resume |
4 | On Demand Intra Day Auction |
Updated 14 days ago