Good afternoon! Is there access to historical volume and pricing from Alpaca’s IEX feed? This would save me time! Any source would be appreciated; software API, email, FTP, etc. Thanks.
@trevdawg122 If one subscribes to the Alpaca Free Market Data plan, then both full market and IEX-only historical data is accessible. In this case ‘historical’ means older than 15 minutes. If feed is not specified, the API will default to full market SIP data for volume and pricing. If feed=iex is specified then price and volumes will be only from trades which occurred on the IEX exchange.
Does that answer your question?
@Dan_Whitnable_Alpaca, that does answer my question! Thanks and sorry for taking your time on this one. I remember now seeing the feed argument but I forgot. Spot checking the stream data I saved it matches!