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Alpaca

Alpaca Market Data Streaming API

Real-time market data over WebSocket. Stocks stream at wss://stream.data.alpaca.markets/v2/{feed} (iex, sip, delayed_sip, test) and crypto at wss://stream.data.alpaca.markets/v1beta3/crypto/us. Authenticate with an auth message, then subscribe to trades, quotes, bars, dailyBars, updatedBars, statuses, lulds, and (crypto) orderbooks per symbol or with a wildcard. This is a documented public wss:// API.

Documentation Provider Profile APIs.io AsyncAPI GitHub

Alpaca Market Data Streaming API is one of 16 APIs that Alpaca publishes on the APIs.io network, described by an AsyncAPI event-driven specification.

Tagged areas include Streaming, WebSocket, Market Data, Real-Time, and Trading. The published artifact set on APIs.io includes API documentation, an API reference, and an AsyncAPI specification.

This event API exposes 4 operations across 2 channels, and defines 11 schemas. It is described by AsyncAPI 2.6.0, at version 1.0.0.

The API connects through 2 servers: stream.data.alpaca.markets/v2/{feed} (wss), stream.data.alpaca.markets/v1beta3/crypto/us (wss).

4 operations 2 channels 11 schemas

Metadata

The identity and technical contract details declared by the specification.

Specification
AsyncAPI 2.6.0
API Version
1.0.0
Base URL
wss://stream.data.alpaca.markets
Contact
API Evangelist
License
API documentation - Alpaca Terms of Service
Resource Areas
1

Channels & Operations 4

Across 2 channels, the API surfaces 4 operations. Each is listed below with its action, channel, parameters, and response codes.

Channels 4
SUB
/v2/{feed}
Receive streamed market data and control acknowledgements.
receiveStockDataMessages 1 param body
PUB
/v2/{feed}
Send a control message (auth, subscribe, unsubscribe).
sendStockControlMessage 1 param body
SUB
/v1beta3/crypto/us
Receive streamed crypto market data.
receiveCryptoDataMessages body
PUB
/v1beta3/crypto/us
Send a crypto control message (auth, subscribe, unsubscribe).
sendCryptoControlMessage body

Messages & Schemas 11

The contract defines 11 schemas that model the data carried by its messages. Each schema is shown below with its type and property counts.

AuthMessage
message
First client message; authenticates the connection.
SubscribeMessage
message
Subscribe to one or more channels per symbol or with a wildcard.
UnsubscribeMessage
message
Remove channel subscriptions.
SuccessMessage
message
Server acknowledgement (connected / authenticated).
ErrorMessage
message
Server error (bad auth, invalid subscription, connection limit, etc.).
SubscriptionMessage
message
Server echo of the current active subscriptions after a subscribe/unsubscribe.
TradeMessage
message
A single executed trade.
QuoteMessage
message
A national best bid/offer (or crypto) quote.
BarMessage
message
An OHLCV aggregate bar (minute, daily, or updated).
TradingStatusMessage
message
A trading halt/resume or LULD status change for a symbol.
OrderbookMessage
message
A Level 2 orderbook snapshot or update (crypto stream only).

Specification

The full machine-readable AsyncAPI contract behind this narrative.

Source

alpaca-markets-asyncapi.yml Raw ↑

Other APIs Alpaca publishes across the network.

Alpaca Account API
AE Profile APIs.io
Alpaca Assets API
AE Profile APIs.io
Alpaca Broker - Accounts API
AE Profile APIs.io
Alpaca Broker - Funding API
AE Profile APIs.io
Alpaca Broker - Trading API
AE Profile APIs.io
Alpaca Market API
AE Profile APIs.io
Alpaca Market Data - Crypto API
AE Profile APIs.io
Alpaca Market Data - News API
AE Profile APIs.io
Alpaca Market Data - Options API
AE Profile APIs.io
Alpaca Market Data - Screener API
AE Profile APIs.io
Alpaca Market Data - Stocks API
AE Profile APIs.io
Alpaca Orders API
AE Profile APIs.io
#Streaming#WebSocket#Market Data#Real-Time#Trading
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API Details
ID
alpaca-markets:alpaca-markets-streaming-api
Base URL
wss://stream.data.alpaca.markets
Docs
https://docs.alpaca.markets/docs/streaming-market-data
Provider
Alpaca
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