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Alpaca Market Data API Implementation Audit

📊 Stock Market Data API Endpoints

Current Implementation Status

Endpoint Path Status Implementation
Historical Bars GET /v2/stocks/bars ✅ Implemented history.get_stock_data(), history.get_historical_data()
Latest Bars GET /v2/stocks/bars/latest ✅ Implemented history.get_latest_bars()
Historical Trades GET /v2/stocks/trades ✅ Implemented trades.get_trades(), trades.get_trades_multi()
Latest Trades GET /v2/stocks/trades/latest ✅ Implemented trades.get_latest_trade(), trades.get_latest_trades_multi()
Historical Quotes GET /v2/stocks/quotes ✅ Implemented quotes.get_historical_quotes()
Latest Quotes GET /v2/stocks/quotes/latest ✅ Implemented latest_quote.get()
Snapshots GET /v2/stocks/{symbol}/snapshot ✅ Implemented snapshots.get_snapshot(), snapshots.get_snapshots()
Historical Auctions GET /v2/stocks/auctions ✅ Implemented auctions.get_auctions(), auctions.get_daily_auctions()
Company Logos GET /v1beta1/logos/{symbol} ✅ Implemented logos.get_logo(), logos.get_logo_url(), logos.save_logo()
Exchange Codes GET /v2/stocks/meta/exchanges ✅ Implemented metadata.get_exchange_codes()
Condition Codes GET /v2/stocks/meta/conditions ✅ Implemented metadata.get_condition_codes()

✅ UPDATE: All Endpoints Now Implemented!

As of this latest update, ALL market data endpoints have been implemented:

  • ✅ Latest Bars - Added history.get_latest_bars() method
  • ✅ Historical Quotes - Added complete quotes.py module with get_historical_quotes()
  • ✅ Historical Auctions - Added complete auctions.py module with get_auctions() and get_daily_auctions()
  • ✅ Company Logos - Added complete logos.py module with multiple retrieval methods

✅ Implemented Features

1. Historical Bars (Complete)

  • ✅ history.get_stock_data() - Gets historical bars with various timeframes
  • ✅ history.get_historical_data() - Wrapper for stock data retrieval
  • ✅ history.get_latest_bars() - Gets latest bars for symbols
  • ✅ Batch processing for multiple symbols

2. Trades

  • ✅ trades.get_trades() - Get historical trades for a symbol
  • ✅ trades.get_latest_trade() - Get latest trade for a symbol
  • ✅ trades.get_trades_multi() - Get trades for multiple symbols
  • ✅ trades.get_latest_trades_multi() - Get latest trades for multiple symbols
  • ✅ trades.get_all_trades() - Get all trades with pagination

3. Quotes (Complete)

  • ✅ quotes.get_historical_quotes() - Get historical quotes with bid/ask data
  • ✅ latest_quote.get() - Get latest quotes
  • ✅ Batch processing for multiple symbols
  • ✅ Spread calculation and analysis

4. Snapshots

  • ✅ snapshots.get_snapshot() - Get snapshot for single symbol
  • ✅ snapshots.get_snapshots() - Get snapshots for multiple symbols
  • ✅ Includes latest trade, quote, bars data

5. Auctions (Complete)

  • ✅ auctions.get_auctions() - Get historical auction data
  • ✅ auctions.get_daily_auctions() - Get daily aggregated auction summaries
  • ✅ Support for opening and closing auction prices
  • ✅ Intraday return calculations

6. Company Logos (Complete)

  • ✅ logos.get_logo() - Get logo as binary image data
  • ✅ logos.get_logo_url() - Get direct URL to logo
  • ✅ logos.save_logo() - Save logo to file
  • ✅ logos.get_logo_base64() - Get logo as base64 string
  • ✅ logos.get_multiple_logos() - Batch retrieval for multiple symbols
  • ✅ Support for placeholder images

7. Metadata

  • ✅ metadata.get_exchange_codes() - Get exchange code mappings
  • ✅ metadata.get_condition_codes() - Get condition code mappings
  • ✅ metadata.lookup_exchange() - Look up exchange by code
  • ✅ metadata.lookup_condition() - Look up condition by code
  • ✅ Caching support for metadata

8. Additional Features (Not in standard API)

  • ✅ assets.get() - Get asset information
  • ✅ assets.get_all() - Get all assets
  • ✅ screener.gainers() - Find top gaining stocks
  • ✅ screener.losers() - Find top losing stocks
  • ✅ predictor.get_losers_to_gainers() - ML-based predictions

📊 Summary

  • Total Market Data Endpoints: 11
  • Implemented: 11 (100%)
  • Missing: 0 (0%)

🎉 Complete Implementation Achieved!

All Alpaca Market Data API endpoints for stocks are now fully implemented. The library provides:

  • Complete historical and real-time data access
  • Full support for bars, trades, quotes, auctions, and snapshots
  • Metadata endpoints for exchange and condition codes
  • Additional analysis tools (screeners, predictors)
  • Batch processing and pagination support
  • Type-safe implementations with full mypy compliance

📝 Implementation Notes

  • All endpoints support feed selection (IEX/SIP/OTC)
  • Pagination is implemented for large data sets
  • Batch processing is available for multi-symbol requests
  • Type annotations and mypy compliance throughout
  • Proper error handling with custom exceptions
  • Consistent DataFrame output for data analysis