Get_bars vs. get_barset

[maxks90]

Apologies if this is a silly question, but I’m not sure which of these methods to use:

api.get_bars()

or

api.get_barset()

I read somewhere that get_barset is the newer version, but it also seems that get_bars is part of the V2 API.

Is there a particular difference between the two functions? Is one better than the other?

Thanks
@Dan_Whitnable_Alpaca @mahmoud_alpaca

[oleg.rakhmatulin]

The get_barset is marked as deprecated in the current Python API sources on GitHub - most probably because it uses the Alpaca Data API v1 endpoint for requesting data.

[maxks90]

Thanks for clearing that up, Oleg

[livefire]

It would be nice that documentation on the site was updated to reflect as such.

Market Data Examples - Documentation | Alpaca

# Get daily price data for AAPL over the last 5 trading days.
barset = api.get_barset('AAPL', 'day', limit=5)
aapl_bars = barset['AAPL']

[maxks90]

Absolutely. The documentation is a mess. I’m sure it was quite accurate and organised at the beginning, but now, with so much changes and developments, the documentation is all over the place.

I think Alpaca should completely re-do the documentation from scratch. Maybe present it in a wiki format…

[livefire]

Hey Maxks90,

Maybe you know how to fix this based on your question? I went by the documentation (beginner here) and used the example to pull for 2 days of data (current/or close and previous day close). If I change this to get_bars, it breaks.

barset = api.get_barset(ticker, ‘day’, limit=2)
bars = barset[ticker]
print(bars)

Do you know how I need to change this to use for the get_bars() instead? I tried changing some parms around, but it seems that I get a different data object back from what I was using.

Thanks for any help!

— Update

I tried to change the date to RFC-3339 type format, but not getting anywhere. Doesn’t like this either. Stuck.

d2 = datetime.datetime(2022, 1, 27)
d2_with_timezone = d2.replace(tzinfo=pytz.UTC)
x = d2_with_timezone.isoformat()

d1 = datetime.datetime(2022, 1, 28)
d1_with_timezone = d1.replace(tzinfo=pytz.UTC)
y = d1_with_timezone.isoformat()

bars = api.get_bars(ticker, ‘1Day’, start=x, end=y, limit=2)
bars = bars[ticker]
print(bars)

So this will return just (1) bar, but not (2) bars for current and previous day. Not sure why that is the case.

[livefire]

So it appears if I start 1/26/2022 and end 1/27/2022 that I get 2 bars. What I need to do is get previous day and if market is open the most recently delayed 15 min daily bar.

[maxks90]

I think @Dan_Whitnable_Alpaca mentioned at some point that, with get_barset(), the bars are calculated backwards (or starting with the most recent one). This is why you can simply put barset = api.get_barset(ticker, ‘day’, limit=2) and get the last 2 days.

For some reason, despite being newer (and supposedly better), get_bars() doesn’t do this. Instead, the bars are calculated forwards, which means you need to specify the start time.

This is what I would do:

def get_last2Days_bars(_ticker):
    _timeNow = dt.datetime.now(pytz.timezone('US/Eastern'))
    _2DaysAgo = _timeNow - dt.timedelta(days=2) 

    _bars = api.get_bars(_ticker, TimeFrame.Day,
                         start=_2DaysAgo.isoformat(),
                         end=None,
                         limit=2
                         )
    print(_bars)

This should get the last two daily bars. As the market is currently open (at time of posting), the results are a bar for today and a bar for yesterday (28th and 27th).

I imagine that, if the market were currently closed, the function would return the previous two days (26th and 27th). I obviously haven’t tested this though.

[livefire]

Thank you so much Maxks90! This works wonderfully. I was able to quickly test to make sure I could run and then merged back into my main program. The rest of the code works great as access by index of bars[0] and bars[1]

Appreciate greatly the time and attention you provided to ensure that I build the right foundation with Alpaca.

[livefire]

Per my post yesterday - this is where we need examples like this that you just provided to help others convert over from outdated documentation.

To Moderators/Admins - Dedicated Programming Examples?

Hi Moderators/Admins, Is it possible to establish a dedicated programming examples section? With so much development by members of the community, it would be beneficial for the community to provide or show examples of how they are working with the API that have some degree of confidence that actually work. The examples on the website seem to be limited in nature and know there is much more capability and power to what the API can provide. For instance, there doesn’t seem to be websocket or s…

[maxks90]

@maxks90

I think @Dan_Whitnable_Alpaca mentioned at some point that, with get_barset() , the bars are calculated backwards (or starting with the most recent one)

@dan_whitnable

One other peculiarity with the get_barset method is that it begins with the ‘end’ datetime and works backwards.

@Dan_Whitnable_Alpaca, would it be possible to get this functionality added to get_bars()? I imagine most people would want to get the most recent bars by default, so this would make things a lot easier. Those who want to get bars from a specific date range can simply use the start and end parameters.