Alpaca Market Data (Stocks, Options, Crypto)

Use Alpaca’s Market Data APIs to retrieve historical and real-time data for:

• •US stocks/ETFs (REST + WS)
• •US options (REST + WS; chains, contracts, quotes)
• •Crypto (REST + WS; includes orderbooks)

Plans & limitations (Trading API market-data subscriptions)

Basic (Free)

• •Equities real-time: IEX only
• •Equities WebSocket: 30 symbols
• •Historical REST rate limit: 200 calls/min
• •Historical data: since 2016, but latest 15 minutes limited
• •Options real-time: Indicative Pricing Feed
• •Options WebSocket: 200 quotes

Algo Trader Plus ($99/mo)

• •Equities real-time: All US stock exchanges
• •Equities WebSocket: Unlimited symbols
• •Historical REST rate limit: 10,000 calls/min (docs; pricing may say “unlimited”)
• •Historical data: since 2016, no “latest 15 minutes” restriction
• •Options real-time: OPRA feed (real-time)
• •Options WebSocket: 1000 quotes

Reference: https://docs.alpaca.markets/docs/about-market-data-api

Browser automation: create Alpaca account + generate API keys

Use this when APCA_API_KEY_ID / APCA_API_SECRET_KEY are missing and Rocie is allowed to create/log in to Alpaca via the browser.

1) Sign up / log in

• •Sign up (new account): https://app.alpaca.markets/signup
• •Log in (existing account): https://app.alpaca.markets/

2) Choose Paper vs Live before generating keys

Alpaca maintains separate API keys for paper trading vs live trading. If the user wants paper trading, switch to Paper first; if live, switch to Live first, then generate keys for that environment. ([Alpaca API Docs][3])

3) Generate keys in the dashboard (exact UI path)

1. •

   Open the Alpaca dashboard (after login).

2. •

   In the right sidebar, find API Keys.

3. •

   Click Generate New Keys.

4. •

   Copy both values:

   • •Key ID → APCA_API_KEY_ID
   • •Secret Key → APCA_API_SECRET_KEY
5. •

   Important: if you navigate away and later need the secret again, you must regenerate keys (the secret isn’t always retrievable after first display).

4) Export keys for Rocie’s CLI agents

Store keys in the environment (prefer process env / secrets manager rather than plaintext files):

• •APCA_API_KEY_ID=...
• •APCA_API_SECRET_KEY=...

5) If user asks “paper trading”

Confirm Rocie generated keys while the dashboard was in Paper Trading, and remind that paper keys differ from live keys.

Base URLs

REST base: https://data.alpaca.markets

WebSocket base: wss://stream.data.alpaca.markets/{version}/{feed}

• •Test stream: wss://stream.data.alpaca.markets/v2/test (symbol FAKEPACA) Reference: https://docs.alpaca.markets/docs/streaming-market-data

Most-used endpoints (copy/paste targets)

Stocks (REST, v2)

• •Bars (multi-symbol): GET /v2/stocks/bars
• •Latest quotes (multi): GET /v2/stocks/quotes/latest
• •Latest trades (multi): GET /v2/stocks/trades/latest
• •Snapshots (multi): GET /v2/stocks/snapshots

Options (REST, v1beta1 + Trading API)

Market data (options snapshots/chain):

• •Option chain (by underlying): GET /v1beta1/options/snapshots/{underlying_symbol}
• •Options snapshots (by contracts): GET /v1beta1/options/snapshots
• •Latest options quotes: GET /v1beta1/options/quotes/latest

Contracts reference (search/list contracts; host depends on live vs paper):

• •GET https://paper-api.alpaca.markets/v2/options/contracts Reference: https://docs.alpaca.markets/reference/get-options-contracts

Crypto (REST, v1beta3)

• •Latest orderbooks: GET /v1beta3/crypto/{loc}/latest/orderbooks Reference: https://docs.alpaca.markets/reference/cryptolatestorderbooks-1

Workflow (CLI agent)

1) REST auth headers

Most endpoints require these headers:

• •APCA-API-KEY-ID: $APCA_API_KEY_ID
• •APCA-API-SECRET-KEY: $APCA_API_SECRET_KEY

2) REST examples

Stock latest quote (single symbol):

curl -s "https://data.alpaca.markets/v2/stocks/AAPL/quotes/latest"   -H "APCA-API-KEY-ID: $APCA_API_KEY_ID"   -H "APCA-API-SECRET-KEY: $APCA_API_SECRET_KEY" | jq .

Stock historical bars (multi-symbol):

curl -s "https://data.alpaca.markets/v2/stocks/bars?symbols=AAPL,MSFT&timeframe=1Day&limit=10"   -H "APCA-API-KEY-ID: $APCA_API_KEY_ID"   -H "APCA-API-SECRET-KEY: $APCA_API_SECRET_KEY" | jq .

Options chain (by underlying):

curl -s "https://data.alpaca.markets/v1beta1/options/snapshots/SPY"   -H "APCA-API-KEY-ID: $APCA_API_KEY_ID"   -H "APCA-API-SECRET-KEY: $APCA_API_SECRET_KEY" | jq .

Crypto latest orderbooks (location per docs; common: us):

curl -s "https://data.alpaca.markets/v1beta3/crypto/us/latest/orderbooks?symbols=BTC/USD,ETH/USD"   -H "APCA-API-KEY-ID: $APCA_API_KEY_ID"   -H "APCA-API-SECRET-KEY: $APCA_API_SECRET_KEY" | jq .

3) WebSocket quick test

wscat -c "wss://stream.data.alpaca.markets/v2/test"
# send:
# {"action":"subscribe","trades":["FAKEPACA"]}

4) WebSocket rule of thumb

• •Use WS for “live” requests (quotes/trades/bars) and to avoid REST rate limits.
• •If WS auth fails with “feed not available”, it’s usually a plan mismatch.

Output conventions

• •Always include: asset class, symbols, time range/timeframe, and whether data is REST vs WS.
• •If results are large: save raw JSON in the workspace and summarize.