About Market Data API
Access real-time and up to 7+ years of historical equities & crypto data.
Overview
Alpaca Market Data API v2 provides market data through an easy to use HTTP API for historical data and through websocket for real-time data.
We provide easy to use SDKs written in Python, Go, NodeJS and C#.
Developers can easily access our Market Data APIs via Postman at our public workspace or GitHub.
Subscription Plans
Market Data API v2 provides access to data in 3 different plans: Free, Trader Professional, and Broker Professional.
The Free plan is included in both paper-only and live trading accounts as the default plan for free.
| 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 |
We receive direct feeds from the CTA (administered by NYSE) and UTP (administered by Nasdaq) SIPs. These 2 feeds combined offer 100% market volume.
*Free users are only allowed to access the IEX (Investors Exchange LLC) stream. This restriction does not apply to historical data, however, because of the 15-minute delay, they cannot access the most recent SIP data in that period. This includes the latest endpoints, where SIP is not available to Free users at all.
For Broker Professional plan
We provide separate pricing or Broker API partners looking to leverage market data. For more information, please contact us.
Exchanges
List of stock exchanges which are supported by Alpaca.
The tape id of each exchange is returned in all market data requests. You can use this table to map the code to an exchange.
| 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
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.
Trade conditions
CTS
The table below shows codes that denotes a particular condition applicable to the trade from the CTA Plan.
For more information, see 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
The table below shows condition codes from the UTP Plan.
For more information, see 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
The table below shows codes that denotes a particular condition applicable to a quote from the CTA Plan.
For more information, see 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
The table below shows condition codes from the UTP Plan.
For more information, see 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 15 days ago