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| 1 | +# Alpaca Market Data API Implementation Audit |
| 2 | + |
| 3 | +## 📊 Stock Market Data API Endpoints |
| 4 | + |
| 5 | +### Current Implementation Status |
| 6 | + |
| 7 | +| Endpoint | Path | Status | Implementation | |
| 8 | +|----------|------|--------|----------------| |
| 9 | +| **Historical Bars** | GET `/v2/stocks/bars` | ✅ Implemented | `history.get_stock_data()`, `history.get_historical_data()` | |
| 10 | +| **Latest Bars** | GET `/v2/stocks/bars/latest` | ✅ Implemented | `history.get_latest_bars()` | |
| 11 | +| **Historical Trades** | GET `/v2/stocks/trades` | ✅ Implemented | `trades.get_trades()`, `trades.get_trades_multi()` | |
| 12 | +| **Latest Trades** | GET `/v2/stocks/trades/latest` | ✅ Implemented | `trades.get_latest_trade()`, `trades.get_latest_trades_multi()` | |
| 13 | +| **Historical Quotes** | GET `/v2/stocks/quotes` | ✅ Implemented | `quotes.get_historical_quotes()` | |
| 14 | +| **Latest Quotes** | GET `/v2/stocks/quotes/latest` | ✅ Implemented | `latest_quote.get()` | |
| 15 | +| **Snapshots** | GET `/v2/stocks/{symbol}/snapshot` | ✅ Implemented | `snapshots.get_snapshot()`, `snapshots.get_snapshots()` | |
| 16 | +| **Historical Auctions** | GET `/v2/stocks/auctions` | ✅ Implemented | `auctions.get_auctions()`, `auctions.get_daily_auctions()` | |
| 17 | +| **Company Logos** | GET `/v1beta1/logos/{symbol}` | ✅ Implemented | `logos.get_logo()`, `logos.get_logo_url()`, `logos.save_logo()` | |
| 18 | +| **Exchange Codes** | GET `/v2/stocks/meta/exchanges` | ✅ Implemented | `metadata.get_exchange_codes()` | |
| 19 | +| **Condition Codes** | GET `/v2/stocks/meta/conditions` | ✅ Implemented | `metadata.get_condition_codes()` | |
| 20 | + |
| 21 | +## ✅ UPDATE: All Endpoints Now Implemented! |
| 22 | + |
| 23 | +As of this latest update, **ALL** market data endpoints have been implemented: |
| 24 | +- ✅ **Latest Bars** - Added `history.get_latest_bars()` method |
| 25 | +- ✅ **Historical Quotes** - Added complete `quotes.py` module with `get_historical_quotes()` |
| 26 | +- ✅ **Historical Auctions** - Added complete `auctions.py` module with `get_auctions()` and `get_daily_auctions()` |
| 27 | +- ✅ **Company Logos** - Added complete `logos.py` module with multiple retrieval methods |
| 28 | + |
| 29 | +## ✅ Implemented Features |
| 30 | + |
| 31 | +### 1. Historical Bars (Complete) |
| 32 | +- ✅ `history.get_stock_data()` - Gets historical bars with various timeframes |
| 33 | +- ✅ `history.get_historical_data()` - Wrapper for stock data retrieval |
| 34 | +- ✅ `history.get_latest_bars()` - Gets latest bars for symbols |
| 35 | +- ✅ Batch processing for multiple symbols |
| 36 | + |
| 37 | +### 2. Trades |
| 38 | +- ✅ `trades.get_trades()` - Get historical trades for a symbol |
| 39 | +- ✅ `trades.get_latest_trade()` - Get latest trade for a symbol |
| 40 | +- ✅ `trades.get_trades_multi()` - Get trades for multiple symbols |
| 41 | +- ✅ `trades.get_latest_trades_multi()` - Get latest trades for multiple symbols |
| 42 | +- ✅ `trades.get_all_trades()` - Get all trades with pagination |
| 43 | + |
| 44 | +### 3. Quotes (Complete) |
| 45 | +- ✅ `quotes.get_historical_quotes()` - Get historical quotes with bid/ask data |
| 46 | +- ✅ `latest_quote.get()` - Get latest quotes |
| 47 | +- ✅ Batch processing for multiple symbols |
| 48 | +- ✅ Spread calculation and analysis |
| 49 | + |
| 50 | +### 4. Snapshots |
| 51 | +- ✅ `snapshots.get_snapshot()` - Get snapshot for single symbol |
| 52 | +- ✅ `snapshots.get_snapshots()` - Get snapshots for multiple symbols |
| 53 | +- ✅ Includes latest trade, quote, bars data |
| 54 | + |
| 55 | +### 5. Auctions (Complete) |
| 56 | +- ✅ `auctions.get_auctions()` - Get historical auction data |
| 57 | +- ✅ `auctions.get_daily_auctions()` - Get daily aggregated auction summaries |
| 58 | +- ✅ Support for opening and closing auction prices |
| 59 | +- ✅ Intraday return calculations |
| 60 | + |
| 61 | +### 6. Company Logos (Complete) |
| 62 | +- ✅ `logos.get_logo()` - Get logo as binary image data |
| 63 | +- ✅ `logos.get_logo_url()` - Get direct URL to logo |
| 64 | +- ✅ `logos.save_logo()` - Save logo to file |
| 65 | +- ✅ `logos.get_logo_base64()` - Get logo as base64 string |
| 66 | +- ✅ `logos.get_multiple_logos()` - Batch retrieval for multiple symbols |
| 67 | +- ✅ Support for placeholder images |
| 68 | + |
| 69 | +### 7. Metadata |
| 70 | +- ✅ `metadata.get_exchange_codes()` - Get exchange code mappings |
| 71 | +- ✅ `metadata.get_condition_codes()` - Get condition code mappings |
| 72 | +- ✅ `metadata.lookup_exchange()` - Look up exchange by code |
| 73 | +- ✅ `metadata.lookup_condition()` - Look up condition by code |
| 74 | +- ✅ Caching support for metadata |
| 75 | + |
| 76 | +### 8. Additional Features (Not in standard API) |
| 77 | +- ✅ `assets.get()` - Get asset information |
| 78 | +- ✅ `assets.get_all()` - Get all assets |
| 79 | +- ✅ `screener.gainers()` - Find top gaining stocks |
| 80 | +- ✅ `screener.losers()` - Find top losing stocks |
| 81 | +- ✅ `predictor.get_losers_to_gainers()` - ML-based predictions |
| 82 | + |
| 83 | +## 📊 Summary |
| 84 | + |
| 85 | +- **Total Market Data Endpoints**: 11 |
| 86 | +- **Implemented**: 11 (100%) |
| 87 | +- **Missing**: 0 (0%) |
| 88 | + |
| 89 | +## 🎉 Complete Implementation Achieved! |
| 90 | + |
| 91 | +All Alpaca Market Data API endpoints for stocks are now fully implemented. The library provides: |
| 92 | +- Complete historical and real-time data access |
| 93 | +- Full support for bars, trades, quotes, auctions, and snapshots |
| 94 | +- Metadata endpoints for exchange and condition codes |
| 95 | +- Additional analysis tools (screeners, predictors) |
| 96 | +- Batch processing and pagination support |
| 97 | +- Type-safe implementations with full mypy compliance |
| 98 | + |
| 99 | +## 📝 Implementation Notes |
| 100 | + |
| 101 | +- All endpoints support feed selection (IEX/SIP/OTC) |
| 102 | +- Pagination is implemented for large data sets |
| 103 | +- Batch processing is available for multi-symbol requests |
| 104 | +- Type annotations and mypy compliance throughout |
| 105 | +- Proper error handling with custom exceptions |
| 106 | +- Consistent DataFrame output for data analysis |
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