My test case involves WFM since they ended up merging.
My goal is the get an asset list that includes these stocks that are no longer on the market, but that can still be queried for historical data.
I see that https://api.alpaca.markets/v2/assets exists, but it does not contain WFM.
However, https://data.alpaca.markets/v2/stocks/WFM/bars returns historical data for WFM with 2017-08-25T04:00:00Z as the last date. I would like to query dead stocks to avoid survivorship bias.
This leads me to my next question: is there a merger list somewhere? I find it unwise to treat these mergers as dead ends. Even better would be how the stocks get handled during the merger, but I do not see anything like that in the API docs.
Then, I imagine a stock symbol will go bad after a merger, and then how is my program supposed to know what happened? If the stock got bought out, or if they got converted to a new symbol?
The API seems quite limited in these matters.