Market Data API timeouts

Alpaca Market Data
1

Starting at the beginning of this week (2/6/2023) my service has been encountering a huge amount of timeouts from the Market Data API. I have ruled out rate limiting due to two factors:

  1. It’s not a rate limiting error and the service’s requests do not exceed 200/minute.
    2.The amount of requests the service is making has not gone up and this service has been running for over a year without once encountering this timeout issue.

The timeouts are happening so frequently it has absolutely become an issue and handicapped the processes.

Has anyone else noticed an uptick in timeouts from the Market Data API?

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Which specific endpoints are you hitting? When you say “timeouts” are you getting 500 errors?

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HI Dan, thanks for the response.

I was getting the errors for:
https://data.alpaca.markets/v2/stocks/[SYMBOL]/quotes
https://data.alpaca.markets/v2/stocks/[SYMBOL]//bars

Error:
HTTPSConnectionPool(host=‘data.alpaca.markets’, port=443): Max retries exceeded (Caused by NewConnectionError(‘<urllib3.connection.HTTPSConnection object at 0xffff4b77b0d0>: Failed to establish a new connection: [Errno 110] Connection timed out’))

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I’m having the same issue that started at the same time. I’m attempting to hit the paper-api and I end up at https://data.alpaca.markets
I receive HTTP 200 None when I turn on debugging. However nothing is returned. But I see the same error as @ provonchee if I don’t have debugging enabled. The code that calls alpaca hasn’t changed. I tried resetting my paper api key to see if that did the trick. Also I’m requesting SIP data as a paid user.

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@Justin_Coffi What is the exact method or endpoint you are calling? Also what is the response you get? You say you get 200 but that wouldn’t happen if you also get the same error as above Connection timed out. I can check the logs and maybe see what’s happening.

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I’m getting the same error starting last week as well:

ConnectTimeout: HTTPSConnectionPool(host='api.alpaca.markets', port=443): Max retries exceeded with url: /v2/account (Caused by ConnectTimeoutError(<urllib3.connection.HTTPSConnection object at 0x7fe10756d690>, 'Connection to api.alpaca.markets timed out. (connect timeout=None)'))

It’s inconsistent. Half the time the request works, and half the time it times out like this.

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This is still happening for me, and based on the responses, appears to not be an isolated incident.

@Dan_Whitnable_Alpaca any luck looking into this?

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@provonchee There hasn’t been any changes on the Alpaca side which should cause this. A HTTPSConnectionPool(host='api.alpaca.markets', port=443) error is a client side error typically caused by the network or network setup issues. I did a google search and came back with a number of individuals seeing similar errors (on different platforms). There didn’t seem to be a common fix but all of them were client side. Maybe check this out. It’s not the same problem but may give some ideas to check.

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Thanks @Dan_Whitnable_Alpaca
A recent Docker update could possibly play a part in this. Running locally, I can easily replicate the issue. I’ll try to roll back the update and see if this clears it up. Thanks again for looking into it.

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@provonchee I’m always careful when saying ‘it’s not Alpaca’ but one clue that it’s not is that this seems to be happening on both the api.alpaca.markets and the data.alpaca.markets endpoints. Those endpoints are on two separate sets of infrastructure and rather independant and do not share a common update cadence.