py_alpaca_api.stock.quotes

Historical quotes functionality for Alpaca Market Data API.

Exceptions

ValidationError

Raised when input validation fails.

Classes

Requests

Quotes

Handles historical quote data retrieval from Alpaca API.

Module Contents

exception py_alpaca_api.stock.quotes.ValidationError[source]

Bases: PyAlpacaAPIError

Raised when input validation fails.

class py_alpaca_api.stock.quotes.Requests[source]
request(method: str, url: str, headers: dict[str, str] | None = None, params: dict[str, str | bool | float | int] | None = None, json: dict[str, Any] | None = None, raw_response: bool = False)[source]

Execute HTTP request with retry logic.

Parameters:

  • method – A string representing the HTTP method to be used in the request.

  • url – A string representing the URL to send the request to.

  • headers – An optional dictionary containing the headers for the request.

  • params – An optional dictionary containing the query parameters for the request.

  • json – An optional dictionary containing the JSON payload for the request.

  • raw_response – If True, return the raw response object without status checks. Defaults to False.

Returns:

The response object returned by the server.

Raises:

APIRequestError – If the response status code is not one of the acceptable statuses (200, 204, 207) and raw_response is False.

class py_alpaca_api.stock.quotes.Quotes(headers: dict[str, str])[source]

Handles historical quote data retrieval from Alpaca API.

get_historical_quotes(symbols: str | list[str], start: str, end: str, limit: int = 10000, asof: str | None = None, feed: str = 'iex', page_token: str | None = None, sort: str = 'asc') → pandas.DataFrame | dict[str, pandas.DataFrame][source]

Get historical quote data for one or more symbols.

Retrieves historical quote (bid/ask) data between specified dates.

Parameters:

  • symbols – Symbol(s) to get quote data for. Can be a string for single symbol or list of strings for multiple symbols.

  • start – Start date/time in ISO 8601 format (e.g., “2021-01-01” or “2021-01-01T00:00:00Z”).

  • end – End date/time in ISO 8601 format.

  • limit – Maximum number of quotes to return per symbol. Defaults to 10000.

  • asof – As-of date for corporate actions adjustments in YYYY-MM-DD format.

  • feed – The data feed to use (“iex”, “sip”, or “otc”). Defaults to “iex”.

  • page_token – Pagination token from previous request.

  • sort – Sort order for results (“asc” or “desc”). Defaults to “asc”.

Returns:

pd.DataFrame with quote data. For multiple symbols: dict mapping symbols to DataFrames with quote data.

Return type:

For single symbol

Raises: