alpacahq / alpacahq/Alpaca-API
Support market-wide Snapshots and Aggregates
- Vorherrschende Sprache
- Keine Sprachdaten
- Sterne
- 173
- Forks
- 17
- PR-Merge-Kennzahlen
- Keine gemergten PRs in 30 T.
Beschreibung
**Is your feature request related to a problem? Please describe.**
A big gap in the market data API is the lack of getting "market wide" snapshot and aggregate data. You can specify a list of symbols, but there's an upper bound per request and you first need to retrieve all Assets. Having market-wide snapshots is needed for scanners / screeners.
**Describe the solution you'd like**
- Make a single API call to get snapshots for every active symbol today.
- Make a single API call to get daily aggregates for every active symbol for a given date.
**Describe alternatives you've considered**
- Send multiple requests, covering every symbol in the market (requires retrieving all Assets first)
- Paying for Polygon.io (see [here](https://polygon.io/docs/stocks/get_v2_aggs_grouped_locale_us_market_stocks__date) and [here](https://polygon.io/docs/stocks/get_v2_snapshot_locale_us_markets_stocks_tickers))
**Additional context**
Beitragsleitfaden
Für dieses Repository ist kein Beitragsleitfaden indexiert
Bewertung
Dieses Issue wurde noch nicht bewertet.