Interface IAlpacaDataClient

Provides unified type-safe access for Alpaca Data API via HTTP/REST.

Inherited Members

IHistoricalQuotesClient<HistoricalQuotesRequest>.ListHistoricalQuotesAsync(HistoricalQuotesRequest, CancellationToken)

IHistoricalQuotesClient<HistoricalQuotesRequest>.GetHistoricalQuotesAsync(HistoricalQuotesRequest, CancellationToken)

IHistoricalTradesClient<HistoricalTradesRequest>.ListHistoricalTradesAsync(HistoricalTradesRequest, CancellationToken)

IHistoricalTradesClient<HistoricalTradesRequest>.GetHistoricalTradesAsync(HistoricalTradesRequest, CancellationToken)

IHistoricalBarsClient<HistoricalBarsRequest>.ListHistoricalBarsAsync(HistoricalBarsRequest, CancellationToken)

IHistoricalBarsClient<HistoricalBarsRequest>.GetHistoricalBarsAsync(HistoricalBarsRequest, CancellationToken)

IAlpacaScreenerClient.GetTopMarketMoversAsync(Nullable<Int32>, CancellationToken)

IRateLimitProvider.GetRateLimitValues()

Namespace: Alpaca.Markets

Assembly: Alpaca.Markets.dll

Syntax

public interface IAlpacaDataClient : IHistoricalQuotesClient<HistoricalQuotesRequest>, IHistoricalTradesClient<HistoricalTradesRequest>, IHistoricalBarsClient<HistoricalBarsRequest>, IAlpacaScreenerClient, IRateLimitProvider

Methods

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GetHistoricalAuctionsAsync(HistoricalAuctionsRequest, CancellationToken)

Gets historical auctions dictionary for several assets from Alpaca REST API endpoint.

Declaration

Task<IMultiPage<IAuction>> GetHistoricalAuctionsAsync(HistoricalAuctionsRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
HistoricalAuctionsRequest	request	Historical auctions request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IMultiPage<IAuction>>	Read-only dictionary of historical auctions for specified assets (with pagination data).

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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GetLatestBarAsync(LatestMarketDataRequest, CancellationToken)

Gets most recent bar for single asset from Alpaca REST API endpoint.

Declaration

Task<IBar> GetLatestBarAsync(LatestMarketDataRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataRequest	request	Latest bar data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IBar>	Read-only latest bar information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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GetLatestQuoteAsync(LatestMarketDataRequest, CancellationToken)

Gets most recent quote for singe asset from Alpaca REST API endpoint.

Declaration

Task<IQuote> GetLatestQuoteAsync(LatestMarketDataRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataRequest	request	Latest quote data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IQuote>	Read-only current quote information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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GetLatestTradeAsync(LatestMarketDataRequest, CancellationToken)

Gets most recent trade for singe asset from Alpaca REST API endpoint.

Declaration

Task<ITrade> GetLatestTradeAsync(LatestMarketDataRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataRequest	request	Latest trade data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<ITrade>	Read-only latest trade information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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GetSnapshotAsync(LatestMarketDataRequest, CancellationToken)

Gets current snapshot (latest trade/quote and minute/days bars) for singe asset from Alpaca REST API endpoint.

Declaration

Task<ISnapshot> GetSnapshotAsync(LatestMarketDataRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataRequest	request	Latest snapshot data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<ISnapshot>	Read-only current snapshot information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListCorporateActionsAsync(CorporateActionsRequest, CancellationToken)

Returns the historical corporate actions for the current trading session according to request parameters.

Declaration

Task<ICorporateActionsResponse> ListCorporateActionsAsync(CorporateActionsRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
CorporateActionsRequest	request	Historical auctions request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<ICorporateActionsResponse>	Read-only list of most active stocks ranked by trade count.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListExchangesAsync(CancellationToken)

Gets dictionary with exchange code to the exchange name mappings.

Declaration

Task<IReadOnlyDictionary<String, String>> ListExchangesAsync(CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyDictionary<String, String>>	Read-only dictionary where the key is the exchange code and the value is the code's corresponding exchange name.

Exceptions

Type	Condition
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListHistoricalAuctionsAsync(HistoricalAuctionsRequest, CancellationToken)

Gets historical auctions list for single asset from Alpaca REST API endpoint.

Declaration

Task<IPage<IAuction>> ListHistoricalAuctionsAsync(HistoricalAuctionsRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
HistoricalAuctionsRequest	request	Historical auctions request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IPage<IAuction>>	Read-only list of historical auctions for specified asset (with pagination data).

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListLatestBarsAsync(LatestMarketDataListRequest, CancellationToken)

Gets most recent bars for several assets from Alpaca REST API endpoint.

Declaration

Task<IReadOnlyDictionary<String, IBar>> ListLatestBarsAsync(LatestMarketDataListRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataListRequest	request	Latest bar data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyDictionary<String, IBar>>	Read-only dictionary with the latest bars information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListLatestQuotesAsync(LatestMarketDataListRequest, CancellationToken)

Gets most recent quotes for several assets from Alpaca REST API endpoint.

Declaration

Task<IReadOnlyDictionary<String, IQuote>> ListLatestQuotesAsync(LatestMarketDataListRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataListRequest	request	Latest quote data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyDictionary<String, IQuote>>	Read-only dictionary with the latest quotes information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListLatestTradesAsync(LatestMarketDataListRequest, CancellationToken)

Gets most recent trades for several assets from Alpaca REST API endpoint.

Declaration

Task<IReadOnlyDictionary<String, ITrade>> ListLatestTradesAsync(LatestMarketDataListRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataListRequest	request	Latest trade data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyDictionary<String, ITrade>>	Read-only dictionary with the latest trades information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListMostActiveStocksByTradeCountAsync(Nullable<Int32>, CancellationToken)

Returns the most active stocks by trade count for the current trading session.

Declaration

Task<IReadOnlyList<IActiveStock>> ListMostActiveStocksByTradeCountAsync(Int32? numberOfTopMostActiveStocks = null, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
System.Nullable<Int32>	numberOfTopMostActiveStocks	Number of top most active stocks to fetch per day.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyList<IActiveStock>>	Read-only list of most active stocks ranked by trade count.

Exceptions

Type	Condition
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListMostActiveStocksByVolumeAsync(Nullable<Int32>, CancellationToken)

Returns the most active stocks by volume for the current trading session.

Declaration

Task<IReadOnlyList<IActiveStock>> ListMostActiveStocksByVolumeAsync(Int32? numberOfTopMostActiveStocks = null, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
System.Nullable<Int32>	numberOfTopMostActiveStocks	Number of top most active stocks to fetch per day.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyList<IActiveStock>>	Read-only list of most active stocks ranked by volume.

Exceptions

Type	Condition
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListNewsArticlesAsync(NewsArticlesRequest, CancellationToken)

Gets historical news articles list from Alpaca REST API endpoint.

Declaration

Task<IPage<INewsArticle>> ListNewsArticlesAsync(NewsArticlesRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
NewsArticlesRequest	request	Historical news articles request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IPage<INewsArticle>>	Read-only list of historical news articles for specified parameters (with pagination data).

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListQuoteConditionsAsync(Tape, CancellationToken)

Gets dictionary with quotes conditions code to the condition description mappings.

Declaration

Task<IReadOnlyDictionary<String, String>> ListQuoteConditionsAsync(Tape tape, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
Tape	tape	SIP tape identifier for retrieving quote conditions.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyDictionary<String, String>>	Read-only dictionary where the key is the quote conditions code and the value is the corresponding condition description.

Exceptions

Type	Condition
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListSnapshotsAsync(LatestMarketDataListRequest, CancellationToken)

Gets current snapshot (latest trade/quote and minute/days bars) for several assets from Alpaca REST API endpoint.

Declaration

Task<IReadOnlyDictionary<String, ISnapshot>> ListSnapshotsAsync(LatestMarketDataListRequest request, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
LatestMarketDataListRequest	request	Latest snapshot data request parameters.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyDictionary<String, ISnapshot>>	Read-only dictionary with the current snapshot information.

Exceptions

Type	Condition
RequestValidationException	The `request` argument contains invalid data or some required data is missing, unable to create a valid HTTP request.
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.

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ListTradeConditionsAsync(Tape, CancellationToken)

Gets dictionary with trades conditions code to the condition description mappings.

Declaration

Task<IReadOnlyDictionary<String, String>> ListTradeConditionsAsync(Tape tape, CancellationToken cancellationToken = null)

Parameters

Type	Name	Description
Tape	tape	SIP tape identifier for retrieving trade conditions.
CancellationToken	cancellationToken	A cancellation token that can be used by other objects or threads to receive notice of cancellation.

Returns

Type	Description
Task<IReadOnlyDictionary<String, String>>	Read-only dictionary where the key is the trade conditions code and the value is the corresponding condition description.

Exceptions

Type	Condition
RestClientErrorException	The response contains an error message or the received response cannot be deserialized properly due to JSON schema mismatch.