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