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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Support market-wide Snapshots and Aggregates #256

Open gcatlin opened 3 months ago

gcatlin commented 3 months ago

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

Describe alternatives you've considered

Additional context

gcatlin commented 3 months ago

That's a fair point. I'll update it to say "multiple" instead of "lots".