Alpa.MarketData.Snapshots (AlpaEx v1.0.3)

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Market snapshots from the Alpaca Market Data API v2.

A snapshot provides a comprehensive view of a stock including:

  • Latest trade
  • Latest quote (NBBO)
  • Minute bar
  • Daily bar
  • Previous daily bar

Summary

Functions

get(symbol, opts \\ [])

Get a snapshot for a single symbol.

get_multi(symbols, opts \\ [])

Get snapshots for multiple symbols.

Functions

get(symbol, opts \\ [])

@spec get(
  String.t(),
  keyword()
) :: {:ok, Alpa.Models.Snapshot.t()} | {:error, Alpa.Error.t()}

Get a snapshot for a single symbol.

Options

  • :feed - Data feed: "iex", "sip"

Examples

iex> Alpa.MarketData.Snapshots.get("AAPL")
{:ok, %Alpa.Models.Snapshot{
  symbol: "AAPL",
  latest_trade: %Alpa.Models.Trade{...},
  latest_quote: %Alpa.Models.Quote{...},
  minute_bar: %Alpa.Models.Bar{...},
  daily_bar: %Alpa.Models.Bar{...},
  prev_daily_bar: %Alpa.Models.Bar{...}
}}

get_multi(symbols, opts \\ [])

@spec get_multi(
  [String.t()],
  keyword()
) ::
  {:ok, %{required(String.t()) => Alpa.Models.Snapshot.t()}}
  | {:error, Alpa.Error.t()}

Get snapshots for multiple symbols.

Options

  • :feed - Data feed: "iex", "sip"

Examples

iex> Alpa.MarketData.Snapshots.get_multi(["AAPL", "MSFT", "GOOGL"])
{:ok, %{
  "AAPL" => %Alpa.Models.Snapshot{...},
  "MSFT" => %Alpa.Models.Snapshot{...},
  "GOOGL" => %Alpa.Models.Snapshot{...}
}}