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Support new Alpaca Data API
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@umitanuki umitanuki released this 11 May 06:36
· 448 commits to master since this release
v0.48
d887c78

Alpaca Data API's new endpoints are supported as of this version.

  • get_last_trade()
  • get_last_quote()
  • StreamConn() can now connect to streams of trade, quotes and minute bars provided by Alpaca streaming endpoint

Now all users (with or without live brokerage account) can access realtime quotes/trades both in REST and streaming.

As part of these changes, this release defaults streaming connection to the Alpaca streaming endpoint. If you want to keep using Polygon streaming endpoint, you will need to specify data_stream in the StreamConn() initializer, as

conn = StreamConn(data_stream="polygon")
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