In Polygon it is possible to get the real time last minute snapshot of all tickers (about 9000) using the endpoint
https://api.polygon.io/v2/snapshot/locale/us/markets/stocks/tickers
From the docs:
That would be EXTREMELY helpful in Alpaca Data API as well…
Thank you
I agree. It is extremely useful, and fast.
That snapshot API might be the reason to subscribe for polygon data. 200$ is huge . But it is reliable and fast.
I concur, for me it’s the primary use case for my interest in Alpaca, a true must have, thanks!
WE ALL NEED THIS! Would be an awesome feature to add, plus make Alpaca even more competitive with other developmental brokerages.
Snapshot is here! You need to specify which symbols you want to get data for but you can submit a list of symbols. Check out the documentation here. It’s also implemented in the lates python SDK too.
Implemented the snapshot feature. ITS FAST. One thing I noticed though, TODAY, 5/18 TUESDAY is that the previous daily bar was filled in from FRIDAY 5/14 data and not as I had expected it to be, which would have been MONDAY. I was anticipating MONDAY 5/17 but I am assuming because the market has not yet started that is the case for that?
Now I had ran a postman GET pre-market, around 8:30AM EST this morning when noticing this and just wanted to get the technical story to make sure snapshots is working as storied.
@Dan_Whitnable_Alpaca In addition to my above post, any chance of including a parameter to snapshots like ‘todays_change_pct’ ??? This would be huge I am sure for many.