71 lines
2.5 KiB
Markdown
71 lines
2.5 KiB
Markdown
# Historical Stock Data
|
||
|
||
This API provides historical market data for equities. Check the [API Reference](https://docs.alpaca.markets/reference/stockbars) for detailed descriptions of all REST endpoints.
|
||
|
||
# Data Sources
|
||
|
||
Alpaca offers market data from various data sources described below. You can use the `feed` parameter on all the stock endpoints to switch between them.
|
||
|
||
<Table align={["left","left"]}>
|
||
<thead>
|
||
<tr>
|
||
<th>
|
||
Source
|
||
</th>
|
||
|
||
<th>
|
||
Description
|
||
</th>
|
||
</tr>
|
||
</thead>
|
||
|
||
<tbody>
|
||
<tr>
|
||
<td>
|
||
**iex**
|
||
</td>
|
||
|
||
<td>
|
||
IEX ([The Investors Exchange](https://www.iexexchange.io/)) is ideal for initial app testing and situations where precise pricing may not be the primary focus. It's a single US exchange that accounts for approximately \~2.5% of the market volume.
|
||
|
||
ℹ️ This is the only feed that can be used without a subscription.
|
||
</td>
|
||
</tr>
|
||
|
||
<tr>
|
||
<td>
|
||
**sip**
|
||
</td>
|
||
|
||
<td>
|
||
This feed covers all US exchanges, originating directly from exchanges and is consolidated by the Securities Information Processors: [UTP](https://utpplan.com/) (Nasdaq) and [CTA](https://www.nyse.com/data/cta) (NYSE). These SIPs play a crucial role in connecting various U.S. markets, processing and consolidating all bid/ask quotes and trades from multiple trading venues into a single, easily accessible data feed.
|
||
|
||
Our data delivery ensures ultra-low latency and high reliability, as the information is transmitted directly to Alpaca's bare metal servers located in New Jersey, situated alongside many market participants.
|
||
|
||
SIP data is particularly advantageous for developing your trading app, where precise and up-to-date price information is essential for traders and internal operations. It accounts for 100% of the market volume, providing comprehensive coverage for your trading needs.
|
||
</td>
|
||
</tr>
|
||
|
||
<tr>
|
||
<td>
|
||
**boats**
|
||
</td>
|
||
|
||
<td>
|
||
[Blue Ocean ATS](https://blueocean-tech.io/) is the first alternative trading system to expand market hours, filling the gap to trade equities continuously throughout US evening hours.
|
||
</td>
|
||
</tr>
|
||
|
||
<tr>
|
||
<td>
|
||
**overnight**
|
||
</td>
|
||
|
||
<td>
|
||
Our "overnight" feed is Alpaca's derived feed from the original BOATS source. It offers a cheaper, but slightly less accurate alternative for overnight US market data. The trades are 15 minutes delayed and adjusted to fit the bid-ask spread.
|
||
</td>
|
||
</tr>
|
||
</tbody>
|
||
</Table>
|
||
|
||
<br /> |