support for Latest Multi Trades

d-e-s-o / apca

A crate for interacting with the Alpaca API at alpaca.markets.

GNU General Public License v3.0

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support for Latest Multi Trades #42

Open sbeam opened 2 years ago

sbeam commented 2 years ago

The alpaca endpoint GET/v2/stocks/trades/latest supports getting latest trades for multiple symbols at once. This would be useful for performance and avoiding quota limits.

I'd be happy to work up a PR in similar vein to the existing last_quote mod if of interest

d-e-s-o commented 2 years ago

Sure, feel free to create a pull request. Feel free to reach out if you have questions ahead of time.