from alpaca.data.historical import CryptoHistoricalDataClient, StockHistoricalDataClient from alpaca.data.requests import CryptoLatestTradeRequest, StockLatestTradeRequest, StockLatestBarRequest, StockTradesRequest from alpaca.data.enums import DataFeed from config import API_KEY, SECRET_KEY, MAX_BATCH_SIZE import datetime import time parametry = {} # no keys required #client = CryptoHistoricalDataClient() client = StockHistoricalDataClient(API_KEY, SECRET_KEY, raw_data=True) # single symbol request #request_trade_params = StockTradesRequest(symbol_or_symbols="BAC", feed = DataFeed.SIP) #request_last_bar_params = StockLatestBarRequest(symbol_or_symbols="BAC", feed=DataFeed.SIP) #2023, 2, 27, 18, 51, 38 datetime_object_from = datetime.datetime(2023, 2, 26, 17, 51, 38, tzinfo=datetime.timezone.utc) datetime_object_to = datetime.datetime(2023, 2, 28, 17, 51, 39, tzinfo=datetime.timezone.utc) trades_request = StockTradesRequest(symbol_or_symbols="C", feed = DataFeed.SIP, start=datetime_object_from, end=datetime_object_to) #latest_trade = client.get_stock_latest_trade(request_trade_params) #latest_bar = client.get_stock_latest_bar(request_last_bar_params) # for i in range(1,1000): # latest_bar = client.get_stock_latest_bar(request_last_bar_params) # data = latest_bar['BAC'] # print(data.timestamp,data.trade_count, data.trade_count, data.high, data.low, data.close, data.volume, data.vwap) # time.sleep(1) all_trades = client.get_stock_trades(trades_request) # must use symbol to access even though it is single symbol # print("last trade",latest_trade) # print("latest bar",latest_bar) # print("Trades Today", all_trades) print(len(all_trades["C"]))