Package net.jacobpeterson.alpaca.rest.endpoint.marketdata.stock

Class StockMarketDataEndpoint

java.lang.Object

net.jacobpeterson.alpaca.rest.endpoint.AlpacaEndpoint

net.jacobpeterson.alpaca.rest.endpoint.marketdata.stock.StockMarketDataEndpoint

public class StockMarketDataEndpoint
extends AlpacaEndpoint

AlpacaEndpoint for Historical Market Data API v2.

Field Summary

Fields inherited from class net.jacobpeterson.alpaca.rest.endpoint.AlpacaEndpoint

alpacaClient, endpointPathSegment

Constructor Summary

Constructors

Constructor	Description
StockMarketDataEndpoint(AlpacaClient alpacaClient)	Instantiates a new StockMarketDataEndpoint.

Method Summary

Modifier and Type	Method	Description
StockBarsResponse	getBars(String symbol, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken, int barTimePeriodDuration, BarTimePeriod barTimePeriod, BarAdjustment barAdjustment, BarFeed barFeed)	Gets StockBar aggregate historical data for the requested security.
MultiStockBarsResponse	getBars(Collection<String> symbols, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken, int barTimePeriodDuration, BarTimePeriod barTimePeriod, BarAdjustment barAdjustment, BarFeed barFeed)	Gets StockBar aggregate historical data for the requested securities.
LatestStockQuoteResponse	getLatestQuote(String symbol)	Gets the latest StockQuote for the requested security.
LatestStockTradeResponse	getLatestTrade(String symbol)	Gets the latest StockTrade for the requested security.
StockQuotesResponse	getQuotes(String symbol, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken)	Gets StockQuote (NBBO or National Best Bid and Offer) historical data for the requested security.
Snapshot	getSnapshot(String symbol)	Gets a Snapshot of the requested security.
Map<String,Snapshot>	getSnapshots(Collection<String> symbols)	Gets Snapshots of the requested securities.
StockTradesResponse	getTrades(String symbol, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken)	Gets StockTrade historical data for the requested security.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

StockMarketDataEndpoint

public StockMarketDataEndpoint(AlpacaClient alpacaClient)

Instantiates a new StockMarketDataEndpoint.

Parameters:

alpacaClient - the AlpacaClient

Method Details

getTrades

public StockTradesResponse getTrades(String symbol, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken) throws AlpacaClientException

Gets StockTrade historical data for the requested security.

Parameters:

symbol - the symbol to query for

start - filter data equal to or after this ZonedDateTime. Fractions of a second are not accepted.

end - filter data equal to or before this ZonedDateTime. Fractions of a second are not accepted.

limit - number of data points to return. Must be in range 1-10000, defaults to 1000 if null is given

pageToken - pagination token to continue from

Returns:

the StockTradesResponse

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions

getLatestTrade

public LatestStockTradeResponse getLatestTrade(String symbol) throws AlpacaClientException

Gets the latest StockTrade for the requested security.

Parameters:

symbol - the symbol to query for

Returns:

the LatestStockTradeResponse

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions

getQuotes

public StockQuotesResponse getQuotes(String symbol, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken) throws AlpacaClientException

Gets StockQuote (NBBO or National Best Bid and Offer) historical data for the requested security.

Parameters:

symbol - the symbol to query for

start - filter data equal to or after this ZonedDateTime. Fractions of a second are not accepted.

end - filter data equal to or before this ZonedDateTime. Fractions of a second are not accepted.

limit - number of data points to return. Must be in range 1-10000, defaults to 1000 if null is given

pageToken - pagination token to continue from

Returns:

the StockQuotesResponse

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions

getLatestQuote

public LatestStockQuoteResponse getLatestQuote(String symbol) throws AlpacaClientException

Gets the latest StockQuote for the requested security.

Parameters:

symbol - the symbol to query for

Returns:

the LatestStockQuoteResponse

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions

getBars

public StockBarsResponse getBars(String symbol, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken, int barTimePeriodDuration, BarTimePeriod barTimePeriod, BarAdjustment barAdjustment, BarFeed barFeed) throws AlpacaClientException

Gets StockBar aggregate historical data for the requested security.

Parameters:

symbol - the symbol to query for

start - filter data equal to or after this ZonedDateTime. Fractions of a second are not accepted.

end - filter data equal to or before this ZonedDateTime. Fractions of a second are not accepted.

limit - number of data points to return. Must be in range 1-10000, defaults to 1000 if null is given

pageToken - pagination token to continue from

barTimePeriodDuration - the duration for the given barTimePeriod parameter. e.g. for 15Min bars, you would supply 15 for this parameter and BarTimePeriod.MINUTE for the barTimePeriod parameter.

barTimePeriod - the BarTimePeriod. e.g. for 15Min bars, you would supply BarTimePeriod.MINUTE for this parameter and 15 for the barTimePeriodDuration parameter.

barAdjustment - specifies the corporate action adjustment for the stocks. Default value is BarAdjustment.RAW

barFeed - defaults to BarFeed.IEX for Free users and BarFeed.SIP for users with an Unlimited subscription

Returns:

the StockBarsResponse

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions

getBars

public MultiStockBarsResponse getBars(Collection<String> symbols, ZonedDateTime start, ZonedDateTime end, Integer limit, String pageToken, int barTimePeriodDuration, BarTimePeriod barTimePeriod, BarAdjustment barAdjustment, BarFeed barFeed) throws AlpacaClientException

Gets StockBar aggregate historical data for the requested securities.

Parameters:

symbols - a Collection of symbols to query for

start - filter data equal to or after this ZonedDateTime. Fractions of a second are not accepted.

end - filter data equal to or before this ZonedDateTime. Fractions of a second are not accepted.

limit - number of data points to return. Must be in range 1-10000, defaults to 1000 if null is given

pageToken - pagination token to continue from

barTimePeriodDuration - the duration for the given barTimePeriod parameter. e.g. for 15Min bars, you would supply 15 for this parameter and BarTimePeriod.MINUTE for the barTimePeriod parameter.

barTimePeriod - the BarTimePeriod. e.g. for 15Min bars, you would supply BarTimePeriod.MINUTE for this parameter and 15 for the barTimePeriodDuration parameter.

barAdjustment - specifies the corporate action adjustment for the stocks. Default value is BarAdjustment.RAW

barFeed - defaults to BarFeed.IEX for Free users and BarFeed.SIP for users with an Unlimited subscription

Returns:

the MultiStockBarsResponse

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions

getSnapshots

public Map<String,Snapshot> getSnapshots(Collection<String> symbols) throws AlpacaClientException

Gets Snapshots of the requested securities.

Parameters:

symbols - a Collection of symbols to query for

Returns:

a Map with they keys being the symbol and their values being the Snapshot

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions

getSnapshot

public Snapshot getSnapshot(String symbol) throws AlpacaClientException

Gets a Snapshot of the requested security.

Parameters:

symbol - the symbol to query for

Returns:

the Snapshot

Throws:

AlpacaClientException - thrown for AlpacaClientExceptions