It’s been over a week now since I subscribed to the $9 data plan which means I shouldn’t be getting data from just IEX anymore but rather I should be getting the more accurate SIP data right? Well here’s my python code for pulling market prices (ask and bid) which is giving me very wide spreads.
if name== ‘main’:
APCA_API_BASE_URL= "https://api.alpaca.markets"
APCA_API_KEY_ID= "XXXXXXXXXXXXXXXXXXXXX"
APCA_API_SECRET_KEY= "XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX"
api = tradeapi.REST(
base_url=APCA_API_BASE_URL,
key_id=APCA_API_KEY_ID,
secret_key=APCA_API_SECRET_KEY
)
aapl_last_quote = api.get_last_quote('AAPL')
xom_last_quote = api.get_last_quote('XOM')
tsla_last_quote = api.get_last_quote('TSLA')
print("AAPL last quote: "+str(aapl_last_quote))
print("XOM last quote: "+str(xom_last_quote))
print("TSLA last quote: "+str(tsla_last_quote))
Here are some examples of results I got when running the above a few times. The quotes are all over the place, sometimes matching the actual live market quotes, sometimes not. Appears I’m still getting fed IEX data.
AAPL last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 172.34,
‘asksize’: 1,
‘bidexchange’: 15,
‘bidprice’: 172.32,
‘bidsize’: 4,
‘timestamp’: 1644266072449013311})
XOM last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 82.87,
‘asksize’: 4,
‘bidexchange’: 15,
‘bidprice’: 82.86,
‘bidsize’: 2,
‘timestamp’: 1644266072546718096})
TSLA last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 960,
‘asksize’: 2,
‘bidexchange’: 15,
‘bidprice’: 903,
‘bidsize’: 1,
‘timestamp’: 1644266072635263979})
AAPL last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 172.35,
‘asksize’: 3,
‘bidexchange’: 15,
‘bidprice’: 172.32,
‘bidsize’: 4,
‘timestamp’: 1644266091652678817})
XOM last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 82.87,
‘asksize’: 2,
‘bidexchange’: 15,
‘bidprice’: 82.86,
‘bidsize’: 5,
‘timestamp’: 1644266091715268409})
TSLA last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 948,
‘asksize’: 1,
‘bidexchange’: 15,
‘bidprice’: 903,
‘bidsize’: 1,
‘timestamp’: 1644266092147050381})
AAPL last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 178.21,
‘asksize’: 1,
‘bidexchange’: 15,
‘bidprice’: 172.37,
‘bidsize’: 6,
‘timestamp’: 1644266100742269106})
XOM last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 82.87,
‘asksize’: 2,
‘bidexchange’: 15,
‘bidprice’: 82.85,
‘bidsize’: 1,
‘timestamp’: 1644266100829180588})
TSLA last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 960,
‘asksize’: 2,
‘bidexchange’: 15,
‘bidprice’: 914.61,
‘bidsize’: 1,
‘timestamp’: 1644266100886873525})
AAPL last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 178.21,
‘asksize’: 1,
‘bidexchange’: 15,
‘bidprice’: 172.36,
‘bidsize’: 4,
‘timestamp’: 1644266106879688339})
XOM last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 82.88,
‘asksize’: 2,
‘bidexchange’: 15,
‘bidprice’: 82.86,
‘bidsize’: 1,
‘timestamp’: 1644266106550462539})
TSLA last quote: Quote({ ‘askexchange’: 15,
‘askprice’: 915.1,
‘asksize’: 1,
‘bidexchange’: 15,
‘bidprice’: 903,
‘bidsize’: 1,
‘timestamp’: 1644266106987356850})