I’m trying to get bars of multiple stocks in one single request using polygon source.
Like the method, REST.polygon.historic_agg_v2, which only support single symbol param, is there any method in alpaca_trade_api suit my need?
Any help would be appreciated. Thanks a lot.
Not that I know of. Polygon’s REST API has a Grouped Daily (Bars) endpoint with daily data for the whole market, which I think is the closest you’ll get (although the Alpaca API doesn’t support it). It’d be nice if they had the endpoint you’re looking for, but requesting data over time and over multiple stocks could produce a massive response. It’s the difference between 1-dimensional data and 2-dimensional data.
Try this service Snapshot all tickers
/v2/snapshot/locale/us/markets/stocks/tickers
It gives you 9000+ stocks, the previous minute data and whole lot of information in a single call.,