Currently I use polygon to fetch current price data and Alpaca to place trades. As we’ve all learned, the free polygon hookup is going away in a week.
I’m currently using this call to fetch current price data for a series of tickers:
The closest Alpaca call I see is: /v1/bars/{timeframe}
I’ve spot checked this and the data returned is puzzling. If I omit the start/end/after/until time parameters, my assumption is that I’d get the most recent bar. For example:
curl -H “APCA-API-KEY-ID: $ALP_ID” -H “APCA-API-SECRET-KEY: $ALP_SECRET” “https://data.alpaca.markets/v1/bars/minute?symbols=AAPL,AMC&limit=1”
This does return a single bar for each of the two symbols, but it appears to be a bar from a random period during afterhours. AAPL is from 4:25pm EST, AMC is from 4:44pm EST.
If I set after/until then I can get the 3:58pm bar, but this seems quite cumbersome.
What’s the simplest way to get the most recent price data for a set of tickers via Alpaca? Is there a v2 API that simplifies this?
thanks
James