Open prices of thousands of stocks via websocket. URGENT!

Alpaca Market Data
1

Hello,

I have just bought your API real-time market data subscription. I have a fully working trading strategy, which I wanted to implement today. Unfortunately, my strategy requires sourcing at the market open the open price for 1500 stocks simoultaneously. I wanted to do this via websocket, but there is a limitation of up to 30 subscribed stocks for quote data, whereas price data takes one minute to be fulfilled. My algorithm requires the exact opening price of the stock to be sourced right at the opening? Don’t you have idea how to get it? Might be done over REST API as well if it does make it more friendly on your end. I just simply need opening prices right at the market open for roughly 1500 stocks.

Thanks in advance!

2

From my experience, it’s impossible. You can use REST API to request ticks (but not current market prices) for up to 100 assets per request. And that takes a few seconds to complete (e.g. 3 seconds for 50 stocks). For 1500 stocks, this would take at least a minute or even two to iterate through your list, and then you are not guaranteed to receive tick data for EACH of them. Maybe someone else knows a better solution.