Hello , i have developed a strategy that uses both 1min data and 30min data, however the websocket only streams 1min data.
Is there a way to get live 30min data via the rest api ?
Or should i just aggregate it myself
If so , how should i aggregate it ? Is there a specific technique that alpaca uses for their 30m rest api data?
Or will a generic aggregation would work
can’t you resample to 30min time frame using 1min data?
If you’re using the Python library, you can specify a duration and time units for a TimeFrame object, e.g.:
timeframe=TimeFrame(amount=30,unit=TimeFrame.TimeFrameUnit.Minute)
sounds great, can you explain what is the timeframe object? specifically is this a feature of the API or a separate libarary
@warren_effn_buffett I’ve used to timeframe for getting historical data by x minutes as in alpaca-trade-api-python/rest.py at master · alpacahq/alpaca-trade-api-python · GitHub. However, I’d like to know how I can configure real-time streaming to stream data in a custom x minutes interval e.g 5 as @sirname is asking.