The return message type for wss://paper-api.alpaca.markets/stream is binary.
The return message type for wss://data.alpaca.markets/stream is plaintext (or String in Java).
I’m not sure if this inconsistency is intended, but it made for a hell of a day of troubleshooting. If you’re using the Java SDK from Peterson and you wish to connect to the market data stream, you’ll want to have a look at https://github.com/Petersoj/alpaca-java/pull/75.
Ping me with questions, as I am now WAY too familiar with this code.