# Alpaca Market Data **URL:** https://forum.alpaca.markets/c/market-data/16.md [Latest](https://forum.alpaca.markets/latest.md) · [Categories](https://forum.alpaca.markets/categories.md) --- ## [About the Alpaca Market Data category](https://forum.alpaca.markets/t/about-the-alpaca-market-data-category/34)
**Author:** [@alpaca\_nancy](https://forum.alpaca.markets/u/alpaca_nancy)\ **Replies:** 1\ **Last updated:** [June 1, 2020, 5:21pm UTC](https://forum.alpaca.markets/t/about-the-alpaca-market-data-category/34 "2020-06-01T17:21:51Z")
This category is for discussion on various market data topics. --- ## [Alpaca Connect app use the OAuth](https://forum.alpaca.markets/t/alpaca-connect-app-use-the-oauth/19810)
**Author:** [@Harringnails](https://forum.alpaca.markets/u/Harringnails)\ **Replies:** 0\ **Last updated:** [October 5, 2026, 6:23pm UTC](https://forum.alpaca.markets/t/alpaca-connect-app-use-the-oauth/19810 "2026-10-05T18:23:35Z")
Hi everyone, I’m an Alpaca customer building an options signal and execution-support tool. Today it runs only on my own account. Before designing a future multi-user version through Connect, I’d appreciate clarification… --- ## [Algo Trader Plus Access to Historical Overnight Quotes](https://forum.alpaca.markets/t/algo-trader-plus-access-to-historical-overnight-quotes/19774)
**Author:** [@ktalai](https://forum.alpaca.markets/u/ktalai)\ **Replies:** 2\ **Last updated:** [October 1, 2026, 4:10pm UTC](https://forum.alpaca.markets/t/algo-trader-plus-access-to-historical-overnight-quotes/19774 "2026-10-01T16:10:50Z")
Hello, I used to be able to download historical overnight quotes but when I try it now, it is denied. Below is the request and response. request\_params = StockQuotesRequest( symbol\_or\_symbols=“SOXL”, start=datetime(… --- ## [Are Alpaca's Overnight Bars Sparse?](https://forum.alpaca.markets/t/are-alpacas-overnight-bars-sparse/19735)
**Author:** [@Richard\_Edwards](https://forum.alpaca.markets/u/Richard_Edwards)\ **Replies:** 2\ **Last updated:** [September 30, 2026, 1:31pm UTC](https://forum.alpaca.markets/t/are-alpacas-overnight-bars-sparse/19735 "2026-09-30T13:31:37Z")
I was looking at Alpaca and TradingView’s overnight bars (BOATS) for BE at the same point in time. Alpaca’s bars are overwhelmingly sparse. What’s going on? --- ## [Market data down?](https://forum.alpaca.markets/t/market-data-down/19691)
**Author:** [@dcbz](https://forum.alpaca.markets/u/dcbz)\ **Replies:** 8\ **Last updated:** [September 11, 2026, 9:35pm UTC](https://forum.alpaca.markets/t/market-data-down/19691 "2026-09-11T21:35:47Z")
endpoints data.alpaca.markets/v2/stocks/bars data.alpaca.markets/v2/stocks/snapshots returning {“message”:“backend request timeout”} after 12:15 pm EST --- ## [Found Problems in the Assets endpoint](https://forum.alpaca.markets/t/found-problems-in-the-assets-endpoint/19673)
**Author:** [@Moamen\_yasser](https://forum.alpaca.markets/u/Moamen_yasser)\ **Replies:** 1\ **Last updated:** [September 9, 2026, 2:12pm UTC](https://forum.alpaca.markets/t/found-problems-in-the-assets-endpoint/19673 "2026-09-09T14:12:47Z")
Hey… after some time I’ve found these two problems from the Assets endpoint: First: it classifies “Goldman Sachs Group Inc.” (GS) as ptp\_with\_exception!? is it something normal? Second: for the NASDAQ:ALP and NASDAQ:UC… --- ## [SPX options trading?](https://forum.alpaca.markets/t/spx-options-trading/15586)
**Author:** [@Matt1](https://forum.alpaca.markets/u/Matt1)\ **Replies:** 3\ **Last updated:** [September 8, 2026, 7:02am UTC](https://forum.alpaca.markets/t/spx-options-trading/15586 "2026-09-08T07:02:40Z")
I have searched for info on SPX options, and fetching SPX option chains. It doesn’t appear tradeable on Alpaca? --- ## [Use SIP data feed for display](https://forum.alpaca.markets/t/use-sip-data-feed-for-display/19641)
**Author:** [@sking](https://forum.alpaca.markets/u/sking)\ **Replies:** 2\ **Last updated:** [September 4, 2026, 1:02am UTC](https://forum.alpaca.markets/t/use-sip-data-feed-for-display/19641 "2026-09-04T01:02:45Z")
Hello, I have emailed several days ago without any response . I would like to know if I can use the paid SIP feed for internal calculations as well as for display on my stock scanner. Users are authenticated and pay a … --- ## [Is the Market Data subscription available in Canada?](https://forum.alpaca.markets/t/is-the-market-data-subscription-available-in-canada/19519)
**Author:** [@Miles\_M](https://forum.alpaca.markets/u/Miles_M)\ **Replies:** 1\ **Last updated:** [August 14, 2026, 2:28pm UTC](https://forum.alpaca.markets/t/is-the-market-data-subscription-available-in-canada/19519 "2026-08-14T14:28:34Z")
I would like to get the 100$/month Market Data subscription but when I try to upgrade my paper trading account I need to submit a form where one of the fields requires you to select your country, but Canada is not there … --- ## [Tick data / 10 second bars available?](https://forum.alpaca.markets/t/tick-data-10-second-bars-available/19351)
**Author:** [@oezer](https://forum.alpaca.markets/u/oezer)\ **Replies:** 1\ **Last updated:** [July 17, 2026, 7:03pm UTC](https://forum.alpaca.markets/t/tick-data-10-second-bars-available/19351 "2026-07-17T19:03:37Z")
Hey there! is there any chance to get a 10second bar or 5 second? or the possibility to subscribe? thanks in advance! Best– --- ## [Persistent 401 Unauthorized on data.alpaca.markets (trading API works fine)](https://forum.alpaca.markets/t/persistent-401-unauthorized-on-data-alpaca-markets-trading-api-works-fine/19298)
**Author:** [@rblackman50](https://forum.alpaca.markets/u/rblackman50)\ **Replies:** 2\ **Last updated:** [July 14, 2026, 1:25pm UTC](https://forum.alpaca.markets/t/persistent-401-unauthorized-on-data-alpaca-markets-trading-api-works-fine/19298 "2026-07-14T13:25:28Z")
I’m having a persistent authentication issue with the Market Data API that I haven’t been able to resolve after extensive troubleshooting. Account type: Paper trading Issue: Requests to the Trading API (paper-api.alpa… --- ## [Last quote spread and BBO](https://forum.alpaca.markets/t/last-quote-spread-and-bbo/2428)
**Author:** [@cymag](https://forum.alpaca.markets/u/cymag)\ **Replies:** 5\ **Last updated:** [July 3, 2026, 2:06pm UTC](https://forum.alpaca.markets/t/last-quote-spread-and-bbo/2428 "2026-07-03T14:06:46Z")
Bid and Asks are super wide like $4 on EW below. How do i get a proper best bid/ask? Using Alpaca mkt data. Examples below EW price Quote({ ‘askexchange’: 15, ‘askprice’: 84.33, ‘asksize’: 1, ‘bidexchange’: 17, … --- ## [Question about P&L](https://forum.alpaca.markets/t/question-about-p-l/19170)
**Author:** [@Angelo\_Mendonca](https://forum.alpaca.markets/u/Angelo_Mendonca)\ **Replies:** 0\ **Last updated:** [June 26, 2026, 12:26pm UTC](https://forum.alpaca.markets/t/question-about-p-l/19170 "2026-06-26T12:26:22Z")
Hi @Dan\_Whitnable\_Alpaca I had a few questions about 1099. “Does my 1099-B automatically adjust for wash sales on same-symbol intraday/multi-day activity?” “Can I get a detailed lot-level report showing which losses w… --- ## [Bid and Ask during extended hours?](https://forum.alpaca.markets/t/bid-and-ask-during-extended-hours/19161)
**Author:** [@Angelo\_Mendonca](https://forum.alpaca.markets/u/Angelo_Mendonca)\ **Replies:** 2\ **Last updated:** [June 25, 2026, 6:23pm UTC](https://forum.alpaca.markets/t/bid-and-ask-during-extended-hours/19161 "2026-06-25T18:23:28Z")
Hi, I’m using the Market Data API to fetch quotes during extended hours for placing limit orders. I’m seeing the BOATS feed (feed=boats) return bid/ask prices that are significantly stale or disconnected from actual trad… --- ## [Web Portal Sluggish](https://forum.alpaca.markets/t/web-portal-sluggish/19133)
**Author:** [@Angelo\_Mendonca](https://forum.alpaca.markets/u/Angelo_Mendonca)\ **Replies:** 0\ **Last updated:** [June 18, 2026, 4:06am UTC](https://forum.alpaca.markets/t/web-portal-sluggish/19133 "2026-06-18T04:06:14Z")
I have been noticing a sluggish behaviour the last couple of days after I submit an order. A few weeks back things were fast. But now for alpaca to update the position p&l takes a few seconds. I have tested this on diffe… --- ## [Historical option quote question](https://forum.alpaca.markets/t/historical-option-quote-question/19029)
**Author:** [@YUHANG\_WANG](https://forum.alpaca.markets/u/YUHANG_WANG)\ **Replies:** 1\ **Last updated:** [June 17, 2026, 12:45pm UTC](https://forum.alpaca.markets/t/historical-option-quote-question/19029 "2026-06-17T12:45:57Z")
Hi team, Just want to ask is the historical option quote data on the roadmap? Thanks --- ## [Using IEX API fails to return any bars data](https://forum.alpaca.markets/t/using-iex-api-fails-to-return-any-bars-data/19066)
**Author:** [@R\_Chander](https://forum.alpaca.markets/u/R_Chander)\ **Replies:** 0\ **Last updated:** [June 9, 2026, 6:15pm UTC](https://forum.alpaca.markets/t/using-iex-api-fails-to-return-any-bars-data/19066 "2026-06-09T18:15:53Z")
I’ve been using market data API with IEX set but am unable to retrieve any data. The connections are successful but the JSON returns empty data for any timeframe. --- ## [Missing morning session in historical option trades — 2024-02-26 and 2024-03-15 (OPRA)](https://forum.alpaca.markets/t/missing-morning-session-in-historical-option-trades-2024-02-26-and-2024-03-15-opra/19028)
**Author:** [@YUHANG\_WANG](https://forum.alpaca.markets/u/YUHANG_WANG)\ **Replies:** 0\ **Last updated:** [June 6, 2026, 7:08pm UTC](https://forum.alpaca.markets/t/missing-morning-session-in-historical-option-trades-2024-02-26-and-2024-03-15-opra/19028 "2026-06-06T19:08:14Z")
Hi team, I’ve been backfilling historical single-stock option trades via GET /v1beta1/options/trades (OPRA feed) and found two trading days where the morning session appears to be missing from the source data. The histo… --- ## [Missing DATA for AMT](https://forum.alpaca.markets/t/missing-data-for-amt/19010)
**Author:** [@Angelo\_Mendonca](https://forum.alpaca.markets/u/Angelo_Mendonca)\ **Replies:** 1\ **Last updated:** [June 5, 2026, 1:50pm UTC](https://forum.alpaca.markets/t/missing-data-for-amt/19010 "2026-06-05T13:50:06Z")
python3 \<\< 'EOF' import os from dotenv import load\_dotenv load\_dotenv('somefile.') from alpaca.data.historical import StockHistoricalDataClient from alpaca.data.requests import StockBarsRequest from alpaca.data.tim… --- ## [How to get volatility data (VIX, VXTLT, etc.)?](https://forum.alpaca.markets/t/how-to-get-volatility-data-vix-vxtlt-etc/2907)
**Author:** [@kjm](https://forum.alpaca.markets/u/kjm)\ **Replies:** 7\ **Last updated:** [May 28, 2026, 3:50am UTC](https://forum.alpaca.markets/t/how-to-get-volatility-data-vix-vxtlt-etc/2907 "2026-05-28T03:50:26Z")
Here’s what I get when I make an API call for VIX… { “code”: 40410000, “message”: “asset not found for VIX” } Am I missing something? --- ## [Longer access times/timeouts](https://forum.alpaca.markets/t/longer-access-times-timeouts/18700)
**Author:** [@dcbz](https://forum.alpaca.markets/u/dcbz)\ **Replies:** 17\ **Last updated:** [May 27, 2026, 2:23pm UTC](https://forum.alpaca.markets/t/longer-access-times-timeouts/18700 "2026-05-27T14:23:12Z")
Anyone getting longer access times/timeouts \> 1.5 seconds trying to access data.alpaca.markets/v2/stocks/bars or data.alpaca.markets/v2/stocks/snapshots?symbols just started past few days, very similar problem to wha… --- ## [Delayed data (today's date -2 ) in daily charts and also in API call](https://forum.alpaca.markets/t/delayed-data-todays-date-2-in-daily-charts-and-also-in-api-call/18746)
**Author:** [@Dinesh](https://forum.alpaca.markets/u/Dinesh)\ **Replies:** 2\ **Last updated:** [May 19, 2026, 12:22am UTC](https://forum.alpaca.markets/t/delayed-data-todays-date-2-in-daily-charts-and-also-in-api-call/18746 "2026-05-19T00:22:46Z")
when i Try to fetch the QQQ previous day closing it is actually not giving me previous day closing price rather it is fetching previous day -1 closing price and also the date . I cleaned up all the history and restarted… --- ## [Historical bars of symbol “AKTS” are comprised of two different stocks?](https://forum.alpaca.markets/t/historical-bars-of-symbol-akts-are-comprised-of-two-different-stocks/18778)
**Author:** [@bursa.fibula](https://forum.alpaca.markets/u/bursa.fibula)\ **Replies:** 0\ **Last updated:** [May 6, 2026, 3:37pm UTC](https://forum.alpaca.markets/t/historical-bars-of-symbol-akts-are-comprised-of-two-different-stocks/18778 "2026-05-06T15:37:16Z")
This seems to be a common problem - someone previously noted it with the symbol “Q”. Can someone confirm that’s the case here? The latest IPO’d recently but data from 2024 is returned. --- ## [Buckets or no buckets](https://forum.alpaca.markets/t/buckets-or-no-buckets/18764)
**Author:** [@gabecz](https://forum.alpaca.markets/u/gabecz)\ **Replies:** 0\ **Last updated:** [May 3, 2026, 10:20pm UTC](https://forum.alpaca.markets/t/buckets-or-no-buckets/18764 "2026-05-03T22:20:12Z")
hi simply asked: should i have an all in one jsonl in /dev/shm no matter what? more complicated, i understand that for example having 1 jsonl for each symbol is a definite IO no no. but i feel like watching 250 symbol… --- ## [Bad data - Incorrect Price Adjustment for Cash Dividend?](https://forum.alpaca.markets/t/bad-data-incorrect-price-adjustment-for-cash-dividend/18614)
**Author:** [@bursa.fibula](https://forum.alpaca.markets/u/bursa.fibula)\ **Replies:** 2\ **Last updated:** [April 23, 2026, 12:40pm UTC](https://forum.alpaca.markets/t/bad-data-incorrect-price-adjustment-for-cash-dividend/18614 "2026-04-23T12:40:45Z")
The adjusted price for TPG after the dividend ex-date of 2026-02-19 seems wrong. Querying the raw historical bars I get: "TPG": \[ { "c": 46.90, "h": 50.08, "l": 46.83, "n": 54229, "o": 49.16, "t": "2026-02-17T05:0… --- ## [Owner has an account in a rejected status](https://forum.alpaca.markets/t/owner-has-an-account-in-a-rejected-status/17302)
**Author:** [@redorbit](https://forum.alpaca.markets/u/redorbit)\ **Replies:** 2\ **Last updated:** [April 15, 2026, 9:38am UTC](https://forum.alpaca.markets/t/owner-has-an-account-in-a-rejected-status/17302 "2026-04-15T09:38:22Z")
Hello, I’m trying to upgrade market data and getting the above message. Any idea why? Thanks --- ## [Paper Trading market orders fill delay](https://forum.alpaca.markets/t/paper-trading-market-orders-fill-delay/18681)
**Author:** [@Cookie\_Patel](https://forum.alpaca.markets/u/Cookie_Patel)\ **Replies:** 5\ **Last updated:** [April 13, 2026, 6:04am UTC](https://forum.alpaca.markets/t/paper-trading-market-orders-fill-delay/18681 "2026-04-13T06:04:50Z")
Hi, so I am trying to test some of my strategies using paper trading on Alpaca. I also bought a subscription of Alpaca just so I could get live data. Today was my first run and I am trying to understand why market orders… --- ## [Trouble getting accurate VWAP data](https://forum.alpaca.markets/t/trouble-getting-accurate-vwap-data/18593)
**Author:** [@kcducttaper](https://forum.alpaca.markets/u/kcducttaper)\ **Replies:** 0\ **Last updated:** [March 19, 2026, 8:34pm UTC](https://forum.alpaca.markets/t/trouble-getting-accurate-vwap-data/18593 "2026-03-19T20:34:31Z")
I’m trying to use VWAP in some of my calculations and I’m having a hard time getting reliable VWAP data. In my example below, I’m seeing 3 VERY different VWAP numbers. Here is the relevant part of my log file: 15:31:16… --- ## [PEAK merger with DOC and wrong daily SIP data](https://forum.alpaca.markets/t/peak-merger-with-doc-and-wrong-daily-sip-data/18577)
**Author:** [@jafarov](https://forum.alpaca.markets/u/jafarov)\ **Replies:** 2\ **Last updated:** [March 16, 2026, 3:50am UTC](https://forum.alpaca.markets/t/peak-merger-with-doc-and-wrong-daily-sip-data/18577 "2026-03-16T03:50:10Z")
PEAK acquired DOC on Thursday, 2024-02-29. With this naturally DOC stopped trading and PEAK traded next date on Friday, 2024-03-01 under symbol PEAK. On Monday 2024-03-04 PEAK changed its symbol to DOC and continue tra… --- ## [PED reverse split not handled in paper accounts](https://forum.alpaca.markets/t/ped-reverse-split-not-handled-in-paper-accounts/18569)
**Author:** [@WilliamsR](https://forum.alpaca.markets/u/WilliamsR)\ **Replies:** 1\ **Last updated:** [March 14, 2026, 10:55pm UTC](https://forum.alpaca.markets/t/ped-reverse-split-not-handled-in-paper-accounts/18569 "2026-03-14T22:55:35Z")
PED price is post-split but quantity of stocks was not adjusted resulting in incorrectly large P/L. [Next page](https://forum.alpaca.markets/c/market-data/16.md?page=1)