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alpacahq / Alpaca-API

The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
https://alpaca.markets/
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Websocket quotes are missing the condition field #172

Closed spazmodius closed 3 years ago

spazmodius commented 3 years ago

Describe the bug The documentation for streaming quotes does not match the actual messages I receive:

  1. A condition field c is documented, but not present.
  2. A field z is present, but not documented.

Of these, #1 is the most important to me. I really want the quote condition.

As for #2, I can surmise that z is the tape, and just needs to be documented.

To Reproduce On wss://socket.polygon.io/stocks, send

{"action":"subscribe","params":"Q.AAPL"}

and receive messages like:

[{"ev":"Q","sym":"AAPL","bx":11,"ax":15,"bp":125.8,"ap":125.84,"bs":26,"as":1,"t":1614029108595,"z":3}]

Expected behavior Quote data should include the quote condition.

spazmodius commented 3 years ago

Sorry, this belongs on Polygon. Too many tabs