Which API provides 1 minute bars for multiple symbols in one request?
What is the limit for number of symbols in this case?
I need to fetch 1min bars for <300 syms for current trading day. Pro account, with subscription.
@DmitriK The API call you are looking for to get bars for multiple stocks is bars. See the docs for info.
There isn’t an explicit max number of symbols which can be fetched. The issue is the symbols are passed as part of the URL as a query parameter. The more symbols the longer the URL. Many networks don’t like URLs greater than 16k characters. Therefore, as a general rule, keep the number of symbols less than about 4000. Querying for 300 symbols is not a problem.
Either the Free or Algo Trader Plus market data plans allow one to fetch as many bars, and symbols, as one wishes. The constraint is, with the Free plan, one can only only fetch full market bars earlier than the previous 15 minutes. In other words, one cannot fetch the most current 15 minute data. The Algo Trader Plus plan doesn’t have that restriction.