Dear community,
I am getting familiar with the Alpaca API to access Market Data (IEX) and the process of getting bars is not completely clear to me.
When I request data without specifying times(start, end, until, after), I get the requested number of data points (specified with “limit”) from the last time the market was open, going backward.
The max number of points I can request is 1000. So, if I request 1000 points with a timeframe of ‘1Min’ I will get the last 1000 minutes of marked data.
- Can I move the window to start collecting 1000 points from a given time in the past, instead of the last time the marked was open? For example, 1000 points from a date which is 1 month ago.
I tried to use the query parameters to move the window or to filter data, but I don’t see differences. I get always the last X points from the most recent time the marked was open.
Example:
I request data, specifying the parameter ‘end’, that should “Filter bars equal to or before this time”
‘params’: {‘symbols’: ‘xxxx’, ‘end’: ‘2019-04-27T11:30:00’, ‘limit’: 500}
I get all the 500 data points from 2020-04-17T10:35:00 to 2020-04-30T12:55:10
- Why I am getting values after April 27, which was my ‘end’ time?
Let me know whether you need more details about what I did.
Best Regards