A Deep Dive into Intraday Trading Costs with Python, Alpaca’s API, and SIP Data

Alpaca Market Data
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I wrote an article with code on analyzing bid/ask spreads. It generates these plots which can really help break down trading costs.

CWEB trade statistics
CWEB trade statistics1685×1400 252 KB

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@JeremyWhittaker Very nice! Thank you for sharing.