Historical auctions

get

https://data.alpaca.markets/v2/stocks/auctions

The historical auctions endpoint provides auction prices for a list of stock symbols between the specified dates.

Query Params

symbols

string

required

A comma-separated list of stock symbols.

start

date-time

The inclusive start of the interval. Format: RFC-3339 or YYYY-MM-DD. Default: the beginning of the current day, but at least 15 minutes ago if the user doesn't have real-time access for the feed.

end

date-time

The inclusive end of the interval. Format: RFC-3339 or YYYY-MM-DD. Default: the current time if the user has a real-time access for the feed, otherwise 15 minutes before the current time.

limit

integer

1 to 10000

Defaults to 1000

The maximum number of data points to return in the response page. The API may return less, even if there are more available data points in the requested interval. Always check the next_page_token for more pages. The limit applies to the total number of data points, not per symbol!

asof

string

The as-of date of the queried stock symbol(s). Format: YYYY-MM-DD. Default: current day.

This date is used to identify the underlying entity of the provided symbol(s), so that name changes for this entity can be found. Data for past symbol(s) is returned if the query date range spans the name change.

The special value of "-" means symbol mapping is skipped. Data is returned based on the symbol alone without looking up previous names. The same happens if the queried symbol is not found on the given asof date.

Example: FB was renamed to META in 2022-06-09. Querying META with an asof date after 2022-06-09 will also yield FB data. The data for the FB ticker will be labeled as META because they are considered the same underlying entity as of 2022-06-09. Querying FB with an asof date after 2022-06-09 will only return data with the FB ticker, not with META. But with an asof date before 2022-06-09, META will also be returned (as FB).

feed

string

Defaults to sip

Only sip is valid for auctions.

currency

string

The currency of all prices in ISO 4217 format. Default: USD.

page_token

string

The pagination token from which to continue. The value to pass here is returned in specific requests when more data is available, usually because of a response result limit.

sort

string

enum

Defaults to asc

Sort data in ascending or descending order.

Allowed:

Responses

401

Authentication headers are missing or invalid. Make sure you authenticate your request with a valid API key.

403

The requested resource is forbidden.

500

Internal server error. We recommend retrying these later. If the issue persists, please contact us on Slack or on the Community Forum.

200OK

400One of the request parameters is invalid. See the returned message for details.

429Too many requests. You hit the rate limit. Use the X-RateLimit-... response headers to make sure you're under the rate limit.