Historical Market Data

Alpaca Market Data
1

Hi there,

I just activated my premium subscription today (other email address is used for this), but I’m still getting IEX historical data in my single and multibar data. What I’m doing wrong?

Thanks in advance for your help!!

2

You need to set the data_feed to 'sip. Here is an example from my algo:

stream = Stream(data_feed='sip')

1 Like
3

Hi FIRMCEO,

thanks for the response!
If I want to stream real time market data, your solution works fine.

But if I access historical data via the API (for example to calculate indicators) this won’t work. Do you know what I mean?

Or does someone else have another idea to get the historical SIP data?

Thank you for your help!! :slight_smile:

4

I just found out here that after subscribe to the premium plan, I should get historical SIP Data. But I’m still getting historical IEX data.

Alpaca Support can you help me?

Thank you!

5

Hey :wave:

Please share an example historical query you’re running and the IEX data you think you’re getting so that we can help you with this.