Support REST requests timeout, especially with StockHistoricalDataClient
- Langage dominant
- Python
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- 1 j 16 h
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Description
### Is there an existing issue for this?
- [X] I have searched the existing issues
### Is your feature request related to a problem? Please describe.
Currently when getting `StockBarsRequest`, I cannot specify a `requests` timeout. Sometimes it takes too long to return, as much as 7 seconds.
### Describe the solution you'd like.
The `requests` package supports a `timeout` argument. It should be possible for me to optionally provide this argument when I initialize `StockHistoricalDataClient`. I would then use two instances of this client, one without a timeout, and one with a timeout when I need it.
In this way, I can myself easily then retry the request if it takes longer than say 2 seconds instead of waiting for 7 seconds. Usually it returns very quickly.
The default behavior should continue to remain as it is now.
### Describe an alternate solution.
_No response_
### Anything else? (Additional Context)
Without this feature I have to use `requests` myself which may be undesirable. [[example](https://github.com/alpacahq/alpaca-py/issues/192#issuecomment-1512156469)]
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