/alpaca-data

name: alpaca-data
description: "Market Data API de Alpaca: acciones, crypto, opciones. Historical y real-time data para 5000+ stocks."
license: MIT

Alpaca Data — Market Data API

API de datos de mercado con datos históricos y en tiempo real para acciones, crypto y opciones.

**Base URL:** `https://data.alpaca.markets` **SDK:** `pip install alpaca-py` **Docs:** [docs.alpaca.markets](https://docs.alpaca.markets/us/docs/about-market-data-api)

---

Autenticación

Obtener API Keys

1. Ir a [app.alpaca.markets](https://app.alpaca.markets) 2. Crear cuenta (paper trading es gratis) 3. Ir a "API Keys" → Generate New Keys 4. Guardar **API Key** y **Secret Key**

Configuración

import os
from alpaca.data.historical import StockHistoricalDataClient

# Keys (requerido para datos de acciones)
API_KEY = os.getenv("APCA_API_KEY_ID")
SECRET_KEY = os.getenv("APCA_API_SECRET_KEY")

client = StockHistoricalDataClient(API_KEY, SECRET_KEY)

# Crypto NO requiere keys
from alpaca.data.historical import CryptoHistoricalDataClient
crypto_client = CryptoHistoricalDataClient()

**⚠️ NUNCA hardcodear keys en código que se comparte.**

---

Rate Limits

| Plan | Requests/Min | Datos | |------|-------------|-------| | **Free (IEX)** | 200 | ~5 años historia, 1 exchange | | **Paid (SIP)** | Mayor | Todas las bolsas US, ~7 años |

Recomendaciones

• **Cachear datos** — los datos históricos no cambian
• **Batch requests** — pedir múltiples símbolos en una llamada
• **Usar `limit=10000`** — máximo por request
• **Paginar con `next_page_token`** — para datos grandes

---

Data Feeds

| Feed | Descripción | Costo | |------|-------------|-------| | `iex` | Investors Exchange (~2.5% del volumen) | Gratis | | `sip` | Todas las bolsas US (consolidado) | Paid | | `boats` | Blue Ocean ATS (horas extendidas) | Paid | | `otc` | Over-the-counter | Paid |

**Free tier = solo IEX**

---

Historical Stock Data

Bars (OHLCV)

from alpaca.data.requests import StockBarsRequest
from alpaca.data.timeframe import TimeFrame
from datetime import datetime

request = StockBarsRequest(
    symbol_or_symbols=["AAPL", "GOOGL"],
    timeframe=TimeFrame.Day,
    start=datetime(2023, 1, 1),
    end=datetime(2024, 12, 31),
    feed="iex"  # free tier
)

bars = client.get_stock_bars(request)
df = bars.df  # DataFrame

**TimeFrames disponibles:**

• `TimeFrame.Minute` / `TimeFrame(5, TimeFrame.Minute)`
• `TimeFrame.Hour`
• `TimeFrame.Day`
• `TimeFrame.Week`
• `TimeFrame.Month`

Quotes (Bid/Ask)

from alpaca.data.requests import StockQuotesRequest

request = StockQuotesRequest(
    symbol_or_symbols=["AAPL"],
    start=datetime(2024, 1, 1),
    end=datetime(2024, 1, 31),
    feed="iex"
)

quotes = client.get_stock_quotes(request)

Trades

from alpaca.data.requests import StockTradesRequest

request = StockTradesRequest(
    symbol_or_symbols=["AAPL"],
    start=datetime(2024, 1, 1),
    feed="iex"
)

trades = client.get_stock_trades(request)

Latest Data

# Latest bar
bars = client.get_stock_latest_bar(["AAPL", "GOOGL"])

# Latest quote
quotes = client.get_stock_latest_quote(["AAPL"])

# Latest trade
trades = client.get_stock_latest_trade(["AAPL"])

Snapshots

from alpaca.data.requests import SnapshotRequest

request = SnapshotRequest(
    symbol_or_symbols=["AAPL", "GOOGL"]
)
snapshots = client.get_snapshot(request)

---

Historical Crypto Data

**No requiere API keys**

from alpaca.data.historical import CryptoHistoricalDataClient
from alpaca.data.requests import CryptoBarsRequest
from alpaca.data.timeframe import TimeFrame
from datetime import datetime

client = CryptoHistoricalDataClient()

request = CryptoBarsRequest(
    symbol_or_symbols=["BTC/USD", "ETH/USD"],
    timeframe=TimeFrame.Day,
    start=datetime(2023, 1, 1),
    end=datetime(2024, 12, 31)
)

bars = client.get_crypto_bars(request)
df = bars.df

Crypto Orderbook

from alpaca.data.requests import CryptoLatestQuoteRequest

request = CryptoLatestQuoteRequest(symbol_or_symbols=["BTC/USD"])
quotes = client.get_crypto_latest_quote(request)

---

Historical Options Data

Option Chains

# Obtener contratos disponibles
from alpaca.data.requests import OptionContractsRequest

request = OptionContractsRequest(
    underlying_symbols=["AAPL"],
    expiration_date_gte="2024-01-01",  # desde esta fecha
    expiration_date_lte="2024-12-31",  # hasta esta fecha
    strike_price_gte=100,  # strikes mínimo
    strike_price_lte=200   # strikes máximo
)

contracts = client.get_option_contracts(request)

Option Bars/Trades/Quotes

from alpaca.data.requests import OptionBarsRequest

# Buscar contract ID primero
contract_id = "6e58f870-fe73-4583-81e4-b9a37892c36f"

request = OptionBarsRequest(
    symbol_or_contract_ids=[contract_id],
    start=datetime(2024, 1, 1),
    end=datetime(2024, 1, 31)
)

bars = client.get_option_bars(request)

---

Options Tickers Reference

Ver [./references/options_reference.md](./references/options_reference.md) para:

• Símbolos de opciones (AAPL240119C00100000)
• Parámetros de filtrado
• Trading levels requeridos

---

News

from alpaca.data.requests import StockNewsRequest

request = StockNewsRequest(
    symbol_or_symbols=["AAPL", "GOOGL"],
    start=datetime(2024, 1, 1),
    end=datetime(2024, 1, 31)
)

news = client.get_stock_news(request)

---

Screener

from alpaca.data.requests import MostActivesRequest

request = MostActivesRequest(
    by="volume",  # volume, share, number
    top=10,
    date="2024-01-15"
)

movers = client.get_most_actives(request)

---

WebSocket Real-Time (Opcional)

from alpaca.data.stream import StockDataStream

ws = StockDataStream(API_KEY, SECRET_KEY)

async def handle_bar(bar):
    print(bar)

ws.subscribe_bars(handle_bar, "AAPL", "GOOGL")
ws.run()

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Scripts de Descarga