Streaming connection lost 1006 no reason

Alpaca Market Data
1

Hi,

I have connected to the Alpaca streaming data API as shown here:

I’ve used the Python SDK this way:

feed = 'sip'
stream = Stream(ALPACA_API_KEY,
                ALPACA_SECRET_KEY,
                data_feed=feed,
                raw_data=True)

for symbol, handler in zip(symbols, handlers):
    stream.subscribe_trades(handler.handle, symbol)

stream.run()

Every handler I attached reads the data from the message received and saves it as a property of a class, this is how the method looks like in my handler class:

    async def handle(self, msg):
        symbol = msg['S']
        if symbol == self.symbol:
            self._quote_time = datetime.datetime.fromtimestamp(
                msg['t'].seconds)
            self._last = msg['p']
            self._volume = msg['s']

            print(self.symbol, self.quote_time, self.last, self.volume)

If I leave the stream on, at some point I’m getting a “connection error 1006 no reason”

There is no algorithm running on the handler right now, if I add in time.sleep(2) after the printing to simulate a trading algorithm doing its work, I get the 1006 sooner.

The same problem was occuring when I used TD Ameritrade’s free streaming API.

How can I consume this market data without getting disconnected?

Thx,
Orie

2

I am getting 1006 once in a while (several times a day, too)… Just adjust your program to automatically reconnect on 1006. Even if they fix this, your program can break at any time and should be able to reconnect automatically anyway

3

How would you implement such a function?