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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Return all conditions codes via 1 API call, include aggregation rules. #254

Open gcatlin opened 2 weeks ago

gcatlin commented 2 weeks ago

Is your feature request related to a problem? Please describe. Retrieving all Conditions Codes requires 6 API calls (trade/A, trade/B, trade/C, quote/A, quote/B, quote/C). It's not much data, and I assume it changes rarely or never. Seems like we should be able to get all conditions with a single API call.

Describe the solution you'd like Return all Condition Codes for trades and quotes and all tapes via a single API call. It would be especially nice if the response included aggregation rules similar to the Polygon API.

Describe alternatives you've considered Using Polygon's API.

Additional context There is useful info re: using conditions for aggregation here: Stock Minute Bars