Alpaca Market Data API (Part 1) - Streaming with Python and Websockets

In this video, I show you how to use the new Alpaca Market Data API to stream price data for a list of stocks in real-time over websockets. We first use wscat to demonstrate how to use websockets, then write a Python websocket app to stream data for multiple symbols.

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[mschuer]

Awesome video. Thanks for sharing. Just started using the new data api with Alpaca. Will hopefully build something this week using it.

[MrRSBlack]

U Da Man Larry! Simple yet AWESOME. I am on my way.

[mrsafarif]

Hi Larry, this code doesn’t work anymore. I tried to run it on my Windows machine with Spyder but it always say that the websocket connection is closed.

[VigzMotion]

Having an issue in my terminal where the Websocket won't stream or even 'open the connection' until after I terminate the python file execution...

[JeJe-gxpb]

Hi and tx, Ar e you gonna do a tutorial for React Stock-Charts? it seemed promising

[outlaw]

If anyone is wondering how to second by second data, pause at 2:00. You must decipher between T, Q, and AM in your listen message. You will only be able to get the price at which that stock is trading second by second, since the smallest time frame for a candle is one minute.

[kyp]

Thanks Larry. This was incredible. It finally helped me understand Alpaca Websocket Stream. Would you be able to do a tutorial using the Asynio package with Alpaca Websocket?

[jamesjewitt]

Is it possible to trade in smaller time intervals such as 1 sec, 5 sec bars using Alpaca's API? I might be wrong, but as far as I can tell the smallest time interval they support is 1 minute bars? Perhaps by connecting TradingView to an Alpaca account, and then paying for TradingView's Premium subscription (which offers 1, 5 sec bars) this can be done?

[antoniodejesuscamposrodrig]

Works nice! just trying to figure out how to save the streaming into a Pandas DataFrame :D

[cetilly]

@Part Time Larry Soooo... How is the connection actually closed? Is it implicitly closed when the script is stopped by virtue of passing the "on_close" event handler to the websocket?

[lambolin]

is it possible to scan/filter the whole market data for winners and losers > + 12 % and < - 12 %?

[arthakalpasan]

Hey Larry, awesome tutorial. Thanks a ton. Everything works as shown in the video and I am really happy about that. However, how much ever I have tried and searched online, I am unable to figure out how to subscribe to ['trade_updates', 'account_updates']. My intuition tells me that it's available at a different endpoint (something specific to trades). But, that endpoint eludes me how much ever I google or search Alpaca's documentation. Could you please shed some light on how to track order_updates for the orders that are placed with Alpaca? - Thanks

[breadandcheese]

Hey There Larry! First, Thank you so much for the video. Great Info! I am having an issue after i connect to wscat. I did get the connected message and inputted the authentication, however after a 10 to 14 seconds, the connection drops off and i get this message "Disconnected (code: 1006, reason: "")".

Can you help advise where i the issue most likely stems from? Thank you.

[smjure]

Hey Larry, thanks for another great video, you truly understand the topic and convey it to ppl in simple n awesome way. Would it be possible to do similar for Interactive Broker Python API?

[omarbaruch]

And how would you do the code if the objective is only to extract the bid and ask price of the moment and storage in a variable?

[tonychen]

Hi Larry, I am new to websockets. May I ask for websocket stream data, does it include historical data ? For example, if we start the streaming from today, 1hr resolution, and need a TA indicator SMA20 to trigger the buy signal, is the SMA20 calculation is from today or from previous days ? Thanks.

[vimalseshadriraguraman]

@Part Time Larry,
Hi,
I am Vimal
I tried doing the steps u showed in the video.
I just didn't do the part where u suggested to check the connection on node.js using wscat cuz I dont use node.js, I am trying to run this on anaconda.
I am getting issues while authenticating on_open function.
It says:
[{"ev":"status", "status":"auth_timeout", "message":"No authentication request received."}]
Please let me know what to do.

[jenaman]

Hi Larry, simply the best videos for algotrading and lot of information. Do you have the video to show the react stock chart integration for data visualization? If not, request you, to please create one as this will allow to visualize, the Alpaca trades in real time ..
Thanks,
MJ

[MajidKC]

Does it get most actives? if yes, please show. Thank you

[estenyen]

Hi Larry, great tutorial. To be able to trade based on live stock price you need to extract price as an variable. (If price == xxx execute order)
How do you recommend doing this?