Alpaca Provider¶

Provider: AlpacaDataProvider Website: alpaca.markets API Key: Required (key + secret pair) Free Tier: 200 requests/min, real-time IEX feed

Overview¶

Alpaca provides long-history, high-frequency US market data across equities and crypto over a single historical REST API. One provider serves both asset classes: plain tickers route to the stock bars endpoint, BASE/QUOTE symbols route to the crypto bars endpoint.

Best For: Free US intraday equities, US crypto bars

Pricing: | Tier | Price | Features | |------|-------|----------| | Basic | $0/mo | 200 req/min, real-time IEX feed, no recent-15-min SIP access | | Algo Trader Plus | $99/mo | 10,000 req/min, full SIP (consolidated tape) |

Quick Start¶

import os
os.environ["ALPACA_API_KEY"] = "your_key_here"
os.environ["ALPACA_API_SECRET"] = "your_secret_here"

from ml4t.data.providers import AlpacaDataProvider

provider = AlpacaDataProvider()

# US stocks
df = provider.fetch_ohlcv("AAPL", "2024-01-01", "2024-12-01")

# Crypto (BASE/QUOTE symbol routes to the crypto endpoint)
df = provider.fetch_ohlcv("BTC/USD", "2024-01-01", "2024-01-31")

# Intraday with RFC-3339 datetime bounds
df = provider.fetch_ohlcv(
    "BTC/USD", "2024-01-01T00:00:00Z", "2024-01-01T01:00:00Z", frequency="minute"
)

# Multi-year intraday backfills with minute multiples (5m / 15m / 30m)
df = provider.fetch_ohlcv("AAPL", "2021-01-01", "2024-12-31", frequency="15m")

provider.close()

Async usage:

async with AlpacaDataProvider() as provider:
    df = await provider.fetch_ohlcv_async("AAPL", "2024-01-01", "2024-12-01")

Symbol Format¶

Asset class	Format	Examples
US stocks	Plain ticker	AAPL, MSFT
Crypto	BASE/QUOTE	BTC/USD, ETH/USD

Symbols are uppercased into requests and into the output symbol column; the crypto slash is preserved (e.g. BTC/USD).

Supported Frequencies¶

Frequency	Availability
`daily` / `1d`	✅
`hourly` / `1h`	✅
`minute` / `1m`	✅
`5m` / `5minute`	✅
`15m` / `15minute`	✅
`30m` / `30minute`	✅

start/end accept YYYY-MM-DD dates or RFC-3339 datetimes (both inclusive); datetime bounds are the natural shape for sub-day minute/hour windows.

Feeds and Adjustment¶

feed="iex" (default): the free feed, real-time but served from a single exchange (IEX, roughly 2-3% of US volume).
feed="sip": the consolidated tape (100% of US volume, all exchanges). Real-time on paid plans; the free Basic plan can still query SIP bars, only not the most recent 15 minutes.
feed="otc" (over-the-counter) and feed="boats" (Blue Ocean overnight) are also accepted. Any other value raises DataValidationError at construction.
adjustment="raw" (default, Alpaca's own default): stock bars are not adjusted for splits or dividends. Pass adjustment="split", "dividend", or "all" for adjusted bars. Crypto has no adjustment concept.

provider = AlpacaDataProvider(feed="sip", adjustment="all")

API Key Setup¶

# .env file (project convention)
ALPACA_API_KEY=your_key_here
ALPACA_API_SECRET=your_secret_here

Alpaca's own SDK/CLI names APCA_API_KEY_ID / APCA_API_SECRET_KEY are also accepted. Get a free key at alpaca.markets.

Rate Limits¶

Tier	Limit
Basic (free)	200 req/min
Algo Trader Plus	10,000 req/min

The provider throttles client-side to 200 req/min by default (override with the rate_limit constructor argument), honors 429 Retry-After/rate-limit-reset headers, and retries transient failures per pagination page.

Not Yet Implemented¶

Feature	Priority
Quotes / trades (tick) endpoints	MEDIUM
Options bars	LOW
News API	LOW