py_alpaca_api.models.snapshot_model

Classes

QuoteModel

TradeModel

Model for individual stock trade data.

BarModel

SnapshotModel

Functions

quote_class_from_dict(→ QuoteModel)

param data_dict:

A dictionary containing data for creating an instance of QuoteModel.

trade_class_from_dict(→ TradeModel)

Create TradeModel from API response dictionary.

bar_class_from_dict(→ BarModel)

snapshot_class_from_dict(→ SnapshotModel)

Module Contents

class py_alpaca_api.models.snapshot_model.QuoteModel[source]
symbol: str
timestamp: datetime.datetime
ask: float
ask_size: int
bid: float
bid_size: int
py_alpaca_api.models.snapshot_model.quote_class_from_dict(data_dict: dict) QuoteModel[source]
Parameters:

data_dict – A dictionary containing data for creating an instance of QuoteModel.

Returns:

An instance of QuoteModel created using the data from data_dict.

Raises:

None.

class py_alpaca_api.models.snapshot_model.TradeModel[source]

Model for individual stock trade data.

timestamp: str
symbol: str
exchange: str
price: float
size: int
conditions: list[str] | None
id: int
tape: str
py_alpaca_api.models.snapshot_model.trade_class_from_dict(data: dict[str, Any], symbol: str | None = None) TradeModel[source]

Create TradeModel from API response dictionary.

Parameters:
  • data – Dictionary containing trade data from API

  • symbol – Optional symbol to use if not in data

Returns:

TradeModel instance

class py_alpaca_api.models.snapshot_model.BarModel[source]
timestamp: str[source]
open: float[source]
high: float[source]
low: float[source]
close: float[source]
volume: int[source]
trade_count: int | None = None[source]
vwap: float | None = None[source]
class py_alpaca_api.models.snapshot_model.SnapshotModel[source]
symbol: str[source]
latest_trade: py_alpaca_api.models.trade_model.TradeModel | None = None[source]
latest_quote: py_alpaca_api.models.quote_model.QuoteModel | None = None[source]
minute_bar: BarModel | None = None[source]
daily_bar: BarModel | None = None[source]
prev_daily_bar: BarModel | None = None[source]
py_alpaca_api.models.snapshot_model.bar_class_from_dict(data: dict) BarModel[source]
py_alpaca_api.models.snapshot_model.snapshot_class_from_dict(data: dict) SnapshotModel[source]