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.

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

1. 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.
2. 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:

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.

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.

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.

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.