alpaca-data

alpaca-data is an async Rust client for the Alpaca Market Data HTTP API.

Current Coverage

• stocks
• options
• news
• corporate actions

Client Entry

use alpaca_data::Client;

let client = Client::builder()
    .credentials_from_env()?
    .build()?;
# let _ = client;
# Ok::<(), alpaca_data::Error>(())

Resource Accessors

• client.stocks()
• client.options()
• client.news()
• client.corporate_actions()

Raw Cache Convenience

use alpaca_data::cache::CachedClient;
use alpaca_data::Client;

let raw = Client::builder()
    .credentials_from_env()?
    .build()?;
let cache = CachedClient::new(raw);
# let _ = cache;
# Ok::<(), alpaca_data::Error>(())

alpaca_data::cache::CachedClient is an opt-in convenience facade for:

• cache-first stock snapshots
• cache-first raw option snapshots
• explicit stock bar subscriptions
• explicit refresh / clear operations

It does not own scheduling, business clocks, option-chain enrichment, or IV / Greeks calculations.

Main API Surface

Stocks

• bars / bars_all
• auctions / auctions_all
• quotes / quotes_all
• trades / trades_all
• latest_bars
• latest_quotes
• latest_trades
• snapshots
• condition_codes
• exchange_codes

Options

• bars / bars_all
• trades / trades_all
• latest_quotes
• latest_trades
• snapshots / snapshots_all
• chain / chain_all
• condition_codes
• exchange_codes

News

• list
• list_all

Corporate Actions

• list
• list_all

Built-in Convenience Helpers

• stocks::ordered_snapshots(...)
• options::ordered_snapshots(...)
• stocks::Snapshot::{timestamp, price, bid_price, ask_price, session_open, session_high, session_low, session_close, previous_close, session_volume}
• options::Snapshot::{timestamp, bid_price, ask_price, last_price, mark_price}
• options::underlying_symbol(...)
• symbols::display_stock_symbol(...)

Not Implemented

• crypto
• forex
• fixed income
• logos
• screener
• websocket / stream APIs

Environment Variables

• ALPACA_DATA_API_KEY
• ALPACA_DATA_SECRET_KEY

See docs/reference/alpaca-data.md and https://docs.rs/alpaca-data for the full reference.