alpacahq / alpaca-trade-api-python

Python client for Alpaca's trade API
https://pypi.org/project/alpaca-trade-api/
Apache License 2.0
1.73k stars 538 forks source link

Add optional asof for historical marketdata endpoints #632

Closed gnvk closed 2 years ago

benlevitas commented 2 years ago

It would be nice if asof also supported different adjusted prices. Meaning that if we were to look back a year at adjusted prices with no asof we might get a price that has been adjusted 4 times, while looking back a year with an asof that was 9 months ago we will get a price that has been adjusted once.

sshcli commented 2 years ago

It would be nice if asof also supported different adjusted prices.

@benlevitas I think you should create a feature request in the new official repo: https://github.com/alpacahq/alpaca-py