Subscribe to Trade Events (SSE) (Legacy)

Deprecation notice

As part of the deprecation process, the legacy trade events API is now only available for existing broker-partners at: GET /v1/events/trades only for compatibility reasons.

All new broker partners will not have the option for the legacy trade event endpoint.

All new broker partners will have to integrate with the new /v2beta1/events/trades endpoint.

Also, all existing broker partners are now recommended to upgrade to the /v2beta1/events/trades endpoint, which provides faster event delivery times.

The Events API provides event push as well as historical queries via SSE (server sent events).

You can listen to events related to trade updates. Most market trades sent during market hours are filled instantly; you can listen to limit order updates through this endpoint.

Historical events are streamed immediately if queried, and updates are pushed as events occur.

Query Params Rules:

• since required if until specified
• since_id required if until_id specified
• since_ulid required if until_ulid specified
• since, since_id or since_ulid can’t be used at the same time
  Behavior:
• if since, since_id or since_ulid not specified this will not return any historic data
• if until, until_id or until_ulid reached stream will end (status 200)

Note for people using the clients generated from this OAS spec. Currently OAS-3 doesn't have full support for representing SSE style responses from an API, so if you are using a generated client and don't specify a since and until there is a good chance the generated clients will hang waiting for the response to end.

If you require the streaming capabilities we recommend not using the generated clients for this specific usecase until the OAS-3 standards come to a consensus on how to represent this correcting in OAS-3.

Deprecation note

Legacy event id (integer based) is unavailable for new broker partners, and it will be deprecated for existing brokers as well.
This deprecation is includes the since_id and until_id query parameter and the event_id field in the response.

Common events

These are the events that are the expected results of actions you may have taken by sending API requests.

The meaning of the timestamp field changes for each type; the meanings have been specified here for which types the timestamp field will be present.

• accepted Sent when an order recieved and accepted by Alpaca
• pending_new Sent when the order has been received by Alpaca and routed to the exchanges, but has not yet been accepted for execution.
• new Sent when an order has been routed to exchanges for execution.
• fill Sent when your order has been completely filled.
  • timestamp: The time at which the order was filled.
• partial_fill Sent when a number of shares less than the total remaining quantity on your order has been filled.
  • timestamp: The time at which the shares were filled.
• canceled Sent when your requested cancellation of an order is processed.
  • timestamp: The time at which the order was canceled.
• expired Sent when an order has reached the end of its lifespan, as determined by the order's time in force value.
  • timestamp: The time at which the order expired.
• done_for_day Sent when the order is done executing for the day, and will not receive further updates until the next trading day.
• replaced Sent when your requested replacement of an order is processed.
  • timestamp: The time at which the order was replaced.

Rarer events

These are events that may rarely be sent due to unexpected circumstances on the exchanges. It is unlikely you will need to design your code around them, but you may still wish to account for the possibility that they will occur.

• rejected Sent when your order has been rejected.
• held For multi-leg orders, the secondary orders (stop loss, take profit) will enter this state while waiting to be triggered.
• stopped Sent when your order has been stopped, and a trade is guaranteed for the order, usually at a stated price or better, but has not yet occurred.
• pending_cancel Sent when the order is awaiting cancellation. Most cancellations will occur without the order entering this state.
• pending_replace Sent when the order is awaiting replacement.
• calculated Sent when the order has been completed for the day - it is either filled or done_for_day - but remaining settlement calculations are still pending.
• suspended Sent when the order has been suspended and is not eligible for trading.
• order_replace_rejected Sent when the order replace has been rejected.
• order_cancel_rejected Sent when the order cancel has been rejected.