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alpaca-data

alpaca-data is the async Rust Market Data HTTP client in the alpaca-rust workspace.

Current Coverage​

Implemented Resource Families​

  • stocks
  • options
  • news
  • corporate actions

Not Implemented​

  • crypto
  • forex
  • fixed income
  • logos
  • screener
  • websocket / stream APIs

Client Entry​

Construction​

  • Client::builder()
  • Client::new(credentials)
  • Client::from_env()

Common Builder Methods​

  • credentials(...)
  • api_key(...)
  • secret_key(...)
  • credentials_from_env(...)
  • credentials_from_env_names(...)
  • timeout(...)
  • observer(...)
  • retry_config(...)
  • max_in_flight(...)
  • build()

Resource Accessors​

  • client.stocks()
  • client.options()
  • client.news()
  • client.corporate_actions()

Stocks API​

Resource Client​

  • stocks().bars(...)
  • stocks().bars_all(...)
  • stocks().auctions(...)
  • stocks().auctions_all(...)
  • stocks().quotes(...)
  • stocks().quotes_all(...)
  • stocks().trades(...)
  • stocks().trades_all(...)
  • stocks().latest_bars(...)
  • stocks().latest_quotes(...)
  • stocks().latest_trades(...)
  • stocks().snapshots(...)
  • stocks().condition_codes(...)
  • stocks().exchange_codes(...)

Convenience Helpers​

  • stocks::ordered_snapshots(...)
  • stocks::Snapshot::{timestamp, price, bid_price, ask_price, session_open, session_high, session_low, session_close, previous_close, session_volume}
  • provider-safe stock symbol normalization is absorbed directly by the canonical batch request shapes

Options API​

Resource Client​

  • options().bars(...)
  • options().bars_all(...)
  • options().trades(...)
  • options().trades_all(...)
  • options().latest_quotes(...)
  • options().latest_trades(...)
  • options().snapshots(...)
  • options().snapshots_all(...)
  • options().chain(...)
  • options().chain_all(...)
  • options().condition_codes(...)
  • options().exchange_codes(...)

Convenience Helpers​

  • options::ordered_snapshots(...)
  • options::Snapshot::{timestamp, bid_price, ask_price, last_price, mark_price}
  • options::underlying_symbol(...)

Notes:

  • snapshots_all(...) absorbs Alpaca's current single-request limit of 100 contracts
  • underlying_symbol(...) normalizes inputs such as BRK.B -> BRKB into provider form

News API​

Resource Client​

  • news().list(...)
  • news().list_all(...)

Corporate Actions API​

Resource Client​

  • corporate_actions().list(...)
  • corporate_actions().list_all(...)

Convenience Helpers​

  • corporate_actions::ListRequest absorbs provider-safe stock symbol normalization directly

Shared Helpers​

  • symbols::options_underlying_symbol(...)
  • symbols::display_stock_symbol(...)
  • pagination::collect_all(...)

Environment Variables​

  • ALPACA_DATA_API_KEY
  • ALPACA_DATA_SECRET_KEY