Real-time trading with Alpaca?


Is it possible to trade in real time and does Alpaca integrate with any market data provider that provides streaming data?

Best regards,


Yes and yes to your questions. Take a look at my post. I was able to get streaming data. However, you will not be able to connect to polygon unless you deposit some money into your account. I don’t think it has to be much.

Check out this blog, it has nice examples.

On a side note, if you happen to visit my post and know of a solution that would be awesome.

Thank you widk. That was a very helpful answer.

I have a finance background and have been programming for the past five years but never haven’t dared to enter into high frequency trading but I am quite intrigued and am at a point where I want a challenge.

I have been working on a lot of things during the past year, among other things taking two certifications in GCP and am currently nearing the end of completing another certification. Trying to leverage some of the services on GCP might be an option for you but it could also complicate matters. It depends on what your goals are. Furthermore, it is not cheap.

After I have completed my current training I will start my project around real-time trading with Alpaca and I will definitely read the blog post you suggested.

But before I do this, I am curious to know what you have found to be the most difficult part about working with streaming data and high frequency trading?