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A problem I've bumped into with Alpaca compared to other services is my bot needs 1 second bars, and I believe Alpaca goes down to 1min bars and nothing smaller
by proverbialbunny 6y ago
A problem I've bumped into with Alpaca compared to other services is my bot needs 1 second bars, and I believe Alpaca goes down to 1min bars and nothing smaller.
- anegri 6y agoYeah there are definitely a number of limitations if you are using just alpaca (which I limited myself to for this), which is why this project is intended for just a few basic use cases.
- larrykubin 6y agoDid you try the Alpaca Market Data (streaming) they just released? You should be able to get real-time data now that is aggregated from multiple exchanges.
- proverbialbunny 6y agoThat's the 1 min bars I was talking about. https://alpaca.markets/docs/api-documentation/api-v2/market-data/streaming/ https://alpaca.markets/docs/api-documentation/api-v2/market-... >Trades, quotes and minute bars are supported.
- Vindicis 6y agoCouldn't you just make your own off the tick data you're streaming?
- proverbialbunny 6y agoAlpaca streams bars not ticks.
- nemothekid 6y agoPolygon offers 1 second bars (https://polygon.io/sockets https://polygon.io/sockets) for $200/mo.
- proverbialbunny 6y agoCool! Know of any cheap 1 sec bar or less historical data sources? IBS does live tick data for around $10 a month, smaller than 1sec. I hate IBS, but I hate paying $200 a month more, especially when I'm backtesting most months.
- nemothekid 6y agoI came across https://tradier.com/products/brokerage-api https://tradier.com/products/brokerage-api which seems to provide historical data for free. I'm taking a look currently, so I'm unsure how good the data is.