Hi Alpaca team,
I’d like to request an official market replay / sandbox mode for Alpaca Paper Trading that developers could use during evenings, weekends, holidays, or other times when the real market is closed.
The main problem is that many trading-system bugs can only be reproduced while the market is actively producing quotes, bars, order-state changes, fills, and session transitions. If a bug happens during the trading day, developers may have to wait until the next market session just to test a fix.
What I’m proposing is a sandbox environment where we could select a previous trading session and replay it against a Paper account.
For example:
Replay Date: 2026-08-19
Replay Speed:
1x / 2x / 5x / 10x / 50x
Environment:
Paper only
Then expose normal Alpaca interfaces:
market clock
quotes
trades
bars
snapshots
WebSocket updates
order submission
order accepted/rejected states
partial fills
fills
cancels
positions
cash
buying power
market open/close transitions
The goal would be for our application to interact with the replay through nearly the same Alpaca API interfaces it already uses, rather than developers having to build and maintain their own fake broker.
An especially useful design would be:
Historical market data
↓
Simulated Alpaca market clock
↓
Paper order matching / fill simulator
↓
Normal REST + WebSocket responses
↓
Developer's trading application
This would make it possible to reproduce bugs such as:
orders that never reach submission;
incorrect handling of pending or partially filled orders;
stale quote/bar handling;
market-open and market-close behavior;
position reconciliation problems;
rate-limit/retry behavior;
strategy state-machine bugs;
entry/exit lifecycle problems;
application crashes that only happen during active market processing.
It would also be very valuable to have controls such as pause, resume, seek to timestamp, restart the session, and accelerated replay.
For safety, this could be completely isolated from live trading:
sandbox/replay credentials only
paper balances only
no live-money endpoint access
clearly marked simulated timestamps
deterministic replay when given the same date/seed
A deterministic mode would be particularly useful because a developer could run:
09:30 → 16:00 replay
fix code
reset
09:30 → 16:00 replay again
and verify whether the exact same issue was actually fixed.
This would be a major improvement for anyone building automated systems on Alpaca. Right now, sophisticated developers can create their own replay layers, but an Alpaca-supported version would provide much better fidelity because Alpaca could emulate its own order states, market clock, WebSocket messages, and Paper broker behavior.
Even an initial version limited to:
US equities
Paper Trading
historical quotes/bars
basic market/limit orders
simulated fills
REST + WebSocket replay
would be extremely useful.
I think this could significantly improve application quality across the Alpaca developer ecosystem because developers would be able to test their systems continuously instead of waiting for the next live trading session.
Thanks for considering it.