Open kierangilliam opened 3 years ago
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It appears the API was not updated for the V2 streaming interface.
It seems configured for the old style of WS subscription using AM.*, etc. https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v1/streaming/ https://github.com/alpacahq/marketstore/blob/master/contrib/alpaca/api/connection.go
The interface needs to be updated to V2: https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v2/real-time/
Is there anyone working this currently? If not, I can do it. It seems like it would make sense to make use of the officially supported golang Alpaca API.
Hi, I've followed the basic setup for Marketstore with the Alpaca and GDAX feeder. GDAX data populates as expected but despite getting message notifications from Alpaca, no data is saved to the
data
folder.Steps to reproduce:
mkts.yml
Only items in
./data
Despite getting seemingly sucessful responses from the alpaca server
Did I miss a step to ensure that the data from Alpaca persists?