This API provides stock market data on a websocket stream. This helps receive the most up to date market information that could help your trading strategy to act upon certain market movements. If you wish to access the latest pricing data, using the stream provides much better accuracy and performance than polling the latest historical endpoints.

You can find the general description of the real-time WebSocket Stream here. This page focuses on the stock stream.

URL

The URL for the stock stream is

wss://stream.data.alpaca.markets/v2/{feed}

Sandbox URL:

wss://stream.data.sandbox.alpaca.markets/v2/{feed}

The possible values for the {feed} parameter are described here.

Substitute iex, sip or delayed_sip to {feed}. The difference between SIP and IEX is described here.

Any attempt to access a data feed not available for your subscription will result in an error during authentication.

Channels

You can subscribe to the channels described in this section. For example

{"action":"subscribe","trades":["AAPL"],"quotes":["AMD","CLDR"],"bars":["*"]}

Trades

Schema

Example

{
  "T": "t",
  "i": 96921,
  "S": "AAPL",
  "x": "D",
  "p": 126.55,
  "s": 1,
  "t": "2021-02-22T15:51:44.208Z",
  "c": ["@", "I"],
  "z": "C"
}

Quotes

Schema

Example

{
  "T": "q",
  "S": "AMD",
  "bx": "U",
  "bp": 87.66,
  "bs": 1,
  "ax": "Q",
  "ap": 87.68,
  "as": 4,
  "t": "2021-02-22T15:51:45.335689322Z",
  "c": ["R"],
  "z": "C"
}

Bars

There are three separate channels where you can stream trade aggregates (bars).

Minute Bars (bars)

Minute bars are emitted right after each minute mark. They contain the trades from the previous minute. Trades from pre-market and aftermarket are also aggregated and sent out on the bars channel.

Note: Understanding which trades are excluded from minute bars is crucial for accurate data analysis. For more detailed information on how minute bars are calculated and excluded trades, please refer to this article Stock Minute Bars.

Daily Bars (dailyBars)

Daily bars are emitted right after each minute mark after the market opens. The daily bars contain all trades until the time they were emitted.

Updated Bars (updatedBars)

Updated bars are emitted after each half-minute mark if a “late” trade arrived after the previous minute mark. For example if a trade with a timestamp of 16:49:59.998 arrived right after 16:50:00, just after 16:50:30 an updated bar with t set to 16:49:00 will be sent containing that trade, possibly updating the previous bar’s closing price and volume.

Schema

Example

{
  "T": "b",
  "S": "SPY",
  "o": 388.985,
  "h": 389.13,
  "l": 388.975,
  "c": 389.12,
  "v": 49378,
  "t": "2021-02-22T19:15:00Z"
}

Trade Corrections

These messages indicate that a previously sent trade was incorrect and they contain the corrected trade.

Subscription to trade corrections and cancel/errors is automatic when you subscribe to the trade channel.

{"action":"subscribe","trades":["AAPL"]}
[{"T":"subscription","trades":["AAPL"],"quotes":[],"bars":[],"updatedBars":[],"dailyBars":[],"statuses":[],"lulds":[],
"corrections":["AAPL"],"cancelErrors":["AAPL"]}]

Schema

Example

{
  "T": "c",
  "S": "EEM",
  "x": "M",
  "oi": 52983525033527,
  "op": 39.1582,
  "os": 440000,
  "oc": [
    " ",
    "7"
  ],
  "ci": 52983525034326,
  "cp": 39.1809,
  "cs": 440000,
  "cc": [
    " ",
    "7"
  ],
  "z": "B",
  "t": "2023-04-06T14:25:06.542305024Z"
}

Trade Cancels/Errors

These messages indicate that a previously sent trade was canceled.

Subscription to trade corrections and cancel/errors is automatic when you subscribe to the trade channel.

{"action":"subscribe","trades":["AAPL"]}
[{"T":"subscription","trades":["AAPL"],"quotes":[],"bars":[],"updatedBars":[],"dailyBars":[],"statuses":[],"lulds":[],
"corrections":["AAPL"],"cancelErrors":["AAPL"]}]

Schema

Example

{
  "T": "x",
  "S": "GOOGL",
  "i": 465,
  "x": "D",
  "p": 105.31,
  "s": 300,
  "a": "C",
  "z": "C",
  "t": "2023-04-06T13:15:42.83540958Z"
}

LULDs

Limit Up - Limit Down messages provide upper and lower limit price bands to securities.

Schema

Example

{
  "T": "l",
  "S": "IONM",
  "u": 3.24,
  "d": 2.65,
  "i": "B",
  "t": "2023-04-06T13:34:45.565004401Z",
  "z": "C"
}

Trading Status

Identifies the trading status applicable to the security and reason for the trading halt if any. The status messages can be accessed from any {source} depending on your subscription.

To enable market data on a production environment please reach out to our sales team.

Schema

Example

{
  "T": "s",
  "S": "AAPL",
  "sc": "H",
  "sm": "Trading Halt",
  "rc": "T12",
  "rm": "Trading Halted; For information requested by NASDAQ",
  "t": "2021-02-22T19:15:00Z",
  "z": "C"
}

Status Codes

Tape A & B (CTA)

Tape C & O (UTP)

Reason Codes

Tape A & B (CTA)

Tape C & O (UTP)

Order imbalances

Order imbalance is a situation resulting from an excess of buy or sell orders for a specific security on a trading exchange, making it impossible to match the orders of buyers and sellers. Order imbalance messages are typically sent during limit-up and limit-down trading halts. You have to subscribe to these messages using the imbalances JSON key:

{"action":"subscribe","imbalances":["INAQU"]}

Schema

Example

{
  "T": "i",
  "S": "INAQU",
  "p": 9.12,
  "z": "C",
  "t": "2024-12-13T19:58:09.242138635Z"
}

Example

$ wscat -c wss://stream.data.alpaca.markets/v2/sip
connected (press CTRL+C to quit)
< [{"T":"success","msg":"connected"}]
> {"action": "auth", "key": "*****", "secret": "*****"}
< [{"T":"success","msg":"authenticated"}]
> {"action": "subscribe", "trades": ["AAPL"], "quotes": ["AMD", "CLDR"], "bars": ["*"],"dailyBars":["VOO"],"statuses":["*"]}
< [{"T":"subscription","trades":["AAPL"],"quotes":["AMD","CLDR"],"bars":["*"],"updatedBars":[],"dailyBars":["VOO"],"statuses":["*"],"lulds":[],"corrections":["AAPL"],"cancelErrors":["AAPL"]}]
< [{"T":"q","S":"AMD","bx":"K","bp":91.95,"bs":2,"ax":"Q","ap":91.98,"as":1,"c":["R"],"z":"C","t":"2023-04-06T11:54:21.670905508Z"}]
< [{"T":"t","S":"AAPL","i":628,"x":"K","p":162.92,"s":3,"c":["@","F","T","I"],"z":"C","t":"2023-04-06T11:54:26.838232225Z"},{"T":"t","S":"AAPL","i":75,"x":"Z","p":162.92,"s":3,"c":["@","F","T","I"],"z":"C","t":"2023-04-06T11:54:26.838562809Z"},{"T":"t","S":"AAPL","i":1465,"x":"P","p":162.91,"s":71,"c":["@","F","T","I"],"z":"C","t":"2023-04-06T11:54:26.83915973Z"}]
< [{"T":"q","S":"AMD","bx":"P","bp":91.9,"bs":1,"ax":"Q","ap":91.98,"as":1,"c":["R"],"z":"C","t":"2023-04-06T11:54:27.924933876Z"}]