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Stocks

alpaca-data::Client::stocks() exposes the stock market-data resource family.

Implemented Mirror Methods​

  • bars
  • quotes
  • trades
  • latest_bars
  • latest_quotes
  • latest_trades
  • snapshots
  • auctions
  • condition_codes
  • exchange_codes

Convenience Methods​

  • bars_all
  • quotes_all
  • trades_all
  • auctions_all

Typical Requests​

Use BarsRequest when you need historical multi-symbol bars:

use alpaca_data::{Client, stocks};

let client = Client::from_env()?;
let response = client
    .stocks()
    .bars(stocks::BarsRequest {
        symbols: vec!["AAPL".into(), "MSFT".into()],
        timeframe: stocks::TimeFrame::OneDay,
        start: Some("2026-04-01T00:00:00Z".into()),
        end: Some("2026-04-08T00:00:00Z".into()),
        ..stocks::BarsRequest::default()
    })
    .await?;
# let _ = response;
# Ok::<(), alpaca_data::Error>(())

Use batch latest endpoints directly, even for a single symbol:

use alpaca_data::{Client, stocks};

let client = Client::from_env()?;
let latest = client
    .stocks()
    .latest_quotes(stocks::LatestQuotesRequest {
        symbols: vec!["AAPL".into()],
        ..stocks::LatestQuotesRequest::default()
    })
    .await?;
# let _ = latest;
# Ok::<(), alpaca_data::Error>(())

Request Notes​

  • historical multi-symbol endpoints require a non-empty symbols list
  • latest and snapshot reads also use the canonical batch request types, including single-symbol calls
  • historical endpoints support feed, sort, asof, currency, and pagination where the official route supports them
  • limit validation follows the official endpoint contract instead of silently auto-chunking requests

Not Implemented Here​

  • stock websocket or streaming APIs
  • any cross-provider normalization layer
  • caching, subscription, or application-side state management