Place a stock or ETF order.

Args: symbol: Stock ticker (e.g., "AAPL", "SPY"). side: "buy" or "sell". qty: Number of shares. Mutually exclusive with notional. notional: Dollar amount to trade. Mutually exclusive with qty. Only valid for market orders with time_in_force="day". type: Order type — "market", "limit", "stop", "stop_limit", "trailing_stop". time_in_force: "day", "gtc", "opg", "cls", "ioc", or "fok". limit_price: Required for limit and stop_limit orders. stop_price: Required for stop and stop_limit orders. trail_price: Dollar trail amount for trailing_stop orders. trail_percent: Percent trail for trailing_stop orders. extended_hours: Allow execution in pre-market, after-hours, and overnight sessions. Only works with type="limit" and time_in_force="day" or "gtc". client_order_id: Unique idempotency key. If the request times out, you can safely retry with the same value — the API will reject duplicates. Recommended for every order. order_class: "simple", "bracket", "oco", or "oto". Automatically set to "bracket" when take_profit or stop_loss params are provided. take_profit_limit_price: Limit price for bracket take-profit leg. stop_loss_stop_price: Stop price for bracket stop-loss leg. stop_loss_limit_price: Limit price for bracket stop-loss leg. advanced_instructions: Alpaca Elite Smart Router routing/algo payload. Stocks-only (the Elite docs explicitly note options and crypto reject the payload). Requires the account to be on Elite Smart Router routing; non-Elite accounts will see the field ignored or rejected by Alpaca's API. Shapes: DMA Gateway (direct routing): {"algorithm": "DMA", "destination": "NYSE"|"NASDAQ"|"ARCA", "display_qty": "<round lot, optional>"} Only with type="limit"|"market" and time_in_force="day"; not compatible with opg/cls/gtc or stop orders. VWAP (Volume-Weighted Average Price): {"algorithm": "VWAP", "start_time": "<RFC3339, optional>", "end_time": "<RFC3339, optional>", "max_percentage": "<0<x<1, optional>"} Does NOT participate in open/close auctions. TWAP (Time-Weighted Average Price): {"algorithm": "TWAP", "start_time": "<RFC3339, optional>", "end_time": "<RFC3339, optional>", "max_percentage": "<0<x<1, optional>"} Does NOT participate in open/close auctions. NOTE: PATCH /v2/orders/{id} already documents advanced_instructions in the OpenAPI spec (PatchOrderRequest), and replace_order_by_id exposes it through auto-generation — this patch only addresses the POST-side asymmetry.

Place a cryptocurrency order.

Args: symbol: Crypto pair (e.g., "BTC/USD", "ETH/USD"). side: "buy" or "sell". qty: Number of coins/tokens. Mutually exclusive with notional. notional: Dollar amount to trade. Mutually exclusive with qty. Only valid for market orders. type: "market", "limit", or "stop_limit". time_in_force: "gtc" (default) or "ioc". Crypto does not support "day" or "fok". limit_price: Required for limit and stop_limit orders. stop_price: Required for stop_limit orders. client_order_id: Unique idempotency key. If the request times out, you can safely retry with the same value — the API will reject duplicates. Recommended for every order.

Place an options order (single-leg or multi-leg).

For single-leg orders, provide symbol, side, and qty. For multi-leg orders, provide qty, legs, and optionally order_class="mleg" (auto-inferred). Symbol and side on the parent are not needed for multi-leg.

Args: qty: Number of contracts. Required for both single-leg and multi-leg orders. For multi-leg, this is the strategy multiplier — each leg's ratio_qty is scaled by this value (e.g., qty="10" with ratio_qty="2" = 20 contracts for that leg). type: "market" or "limit". time_in_force: "day" only. Options do not support other values. symbol: OCC option symbol (e.g., "AAPL250321C00150000"). Required for single-leg. side: "buy" or "sell". Required for single-leg. position_intent: "buy_to_open", "buy_to_close", "sell_to_open", or "sell_to_close". Clarifies whether the trade opens or closes a position. Optional but recommended. limit_price: Required for limit orders. For multi-leg, this is the net debit/credit (positive = debit/cost, negative = credit/proceeds). client_order_id: Unique idempotency key. If the request times out, you can safely retry with the same value — the API will reject duplicates. Recommended for every order. order_class: Set to "mleg" for multi-leg orders. Automatically inferred when legs are provided. legs: List of leg dicts for multi-leg orders (max 4). Each leg requires "symbol" and "ratio_qty" (string). Optional per-leg fields: "side" ("buy" or "sell") and "position_intent".

Retrieve historical price bars (OHLCV) for one or more stocks.

When start is omitted, it is automatically computed as now minus the days/hours/minutes lookback.

Args: symbols: Comma-separated tickers (e.g. "AAPL" or "AAPL,MSFT,GOOG"). timeframe: Bar aggregation period — "1Min", "5Min", "15Min", "30Min", "1Hour", "1Day", "1Week", or "1Month". start: Inclusive start time (RFC 3339). Omit to use relative lookback. end: Inclusive end time (RFC 3339). Omit for current time. days: Days to look back when start is omitted (default 5). hours: Additional hours in the lookback (default 0). minutes: Additional minutes in the lookback (default 0). limit: Max total data points returned across all symbols, 1–10000 (default 1000). adjustment: Price adjustment — "raw", "split", "dividend", "spin-off", or "all". Comma-separated combos allowed (e.g. "split,dividend"). Default "raw". feed: Data feed — "sip" (all US exchanges, default, paid), "iex" (IEX only, free tier), "otc", or "boats". currency: Price currency (ISO 4217, e.g. "USD"). Default USD. sort: Timestamp sort order — "asc" (default) or "desc". asof: As-of date (YYYY-MM-DD) for point-in-time symbol mapping. Useful for backtesting with historical ticker changes.

Retrieve historical bid/ask quotes (level 1) for one or more stocks.

When start is omitted, it is automatically computed as now minus the days/hours/minutes lookback.

Args: symbols: Comma-separated tickers (e.g. "AAPL" or "AAPL,MSFT"). start: Inclusive start time (RFC 3339). Omit to use relative lookback. end: Inclusive end time (RFC 3339). Omit for current time. days: Days to look back when start is omitted (default 0). hours: Additional hours in the lookback (default 0). minutes: Additional minutes in the lookback (default 20). limit: Max total data points returned across all symbols, 1–10000 (default 1000). feed: Data feed — "sip" (all US exchanges, default, paid), "iex" (free tier), "otc", or "boats". Paper/free accounts must set feed="iex" to avoid 403 errors. currency: Price currency (ISO 4217). Default USD. sort: Timestamp sort order — "asc" (default) or "desc". asof: As-of date (YYYY-MM-DD) for point-in-time symbol mapping.

Retrieve historical trade data for one or more stocks.

When start is omitted, it is automatically computed as now minus the days/hours/minutes lookback.

Args: symbols: Comma-separated tickers (e.g. "AAPL" or "AAPL,MSFT"). start: Inclusive start time (RFC 3339). Omit to use relative lookback. end: Inclusive end time (RFC 3339). Omit for current time. days: Days to look back when start is omitted (default 0). hours: Additional hours in the lookback (default 0). minutes: Additional minutes in the lookback (default 20). limit: Max total data points returned across all symbols, 1–10000 (default 1000). feed: Data feed — "sip" (all US exchanges, default, paid), "iex" (free tier), "otc", or "boats". Paper/free accounts must set feed="iex" to avoid 403 errors. currency: Price currency (ISO 4217). Default USD. sort: Timestamp sort order — "asc" (default) or "desc". asof: As-of date (YYYY-MM-DD) for point-in-time symbol mapping.

Retrieve historical price bars (OHLCV) for one or more cryptocurrencies.

When start is omitted, it is automatically computed as now minus the days/hours/minutes lookback.

Args: symbols: Comma-separated crypto pairs (e.g. "BTC/USD" or "BTC/USD,ETH/USD"). timeframe: Bar aggregation period — "1Min", "5Min", "15Min", "30Min", "1Hour", "1Day", "1Week", or "1Month". start: Inclusive start time (RFC 3339). Omit to use relative lookback. end: Inclusive end time (RFC 3339). Omit for current time. days: Days to look back when start is omitted (default 1). hours: Additional hours in the lookback (default 0). minutes: Additional minutes in the lookback (default 0). limit: Max total data points returned across all symbols, 1–10000 (default 1000). sort: Timestamp sort order — "asc" (default) or "desc".

Retrieve historical bid/ask quotes for one or more cryptocurrencies.

When start is omitted, it is automatically computed as now minus the days/hours/minutes lookback.

Args: symbols: Comma-separated crypto pairs (e.g. "BTC/USD" or "BTC/USD,ETH/USD"). start: Inclusive start time (RFC 3339). Omit to use relative lookback. end: Inclusive end time (RFC 3339). Omit for current time. days: Days to look back when start is omitted (default 0). hours: Additional hours in the lookback (default 0). minutes: Additional minutes in the lookback (default 15). limit: Max total data points returned across all symbols, 1–10000 (default 1000). sort: Timestamp sort order — "asc" (default) or "desc".

Retrieve historical trade data for one or more cryptocurrencies.

When start is omitted, it is automatically computed as now minus the days/hours/minutes lookback.

Args: symbols: Comma-separated crypto pairs (e.g. "BTC/USD" or "BTC/USD,ETH/USD"). start: Inclusive start time (RFC 3339). Omit to use relative lookback. end: Inclusive end time (RFC 3339). Omit for current time. days: Days to look back when start is omitted (default 0). hours: Additional hours in the lookback (default 0). minutes: Additional minutes in the lookback (default 15). limit: Max total data points returned across all symbols, 1–10000 (default 1000). sort: Timestamp sort order — "asc" (default) or "desc".

Returns locate requests for the account, filtered by status, symbol, or date range. Results are sorted by creation date descending.

Creates a locate request for a short sale. Requires a symbol and quantity. Optionally set a limit price and all-or-none flag.

Returns a single locate request by its ID.

Returns locate availability and pricing for one or more symbols. Provide a comma-separated list of symbols.

Retrieves and formats the current account information including balances and status.

Returns a list of account activities such as fills, dividends, and transfers.

Returns account activity entries for a specific type of activity.

Retrieves the current account configuration settings, including trading restrictions, margin settings, PDT checks, and options trading level.

Updates one or more account configuration settings. Only the fields you provide will be changed; all others retain their current values.

Retrieves account portfolio history (equity and P/L) over a requested time window.

Get all available assets with optional filtering. WARNING: The unfiltered response is very large (thousands of assets). Always narrow results with the status, asset_class, or exchange parameters. To look up a single asset, use get_asset instead.

Retrieves and formats detailed information about a specific asset.

Retrieves and formats market calendar for specified date range. WARNING: Always provide start and end dates (YYYY-MM-DD). Without date bounds the response contains the entire multi-year calendar and will be extremely large.

Retrieves and formats current market status and next open/close times.

Retrieves corporate action announcements (dividends, mergers, splits, spinoffs). Use a narrow date range and filter by symbol when possible — broad queries can return very large responses.

Retrieves a single corporate action announcement by ID.

Retrieves option contracts for underlying symbol(s).

Retrieves a single option contract by symbol or contract ID.

Retrieves and formats orders with the specified filters.

Cancel all open orders.

Retrieves a single order by its ID.

Cancel a specific order by its ID.

Replaces an existing open order with updated parameters. At least one optional field must be provided.

Retrieves a single order specified by the client order ID. Note: if the order was replaced, this returns the original order (status "replaced") with a replaced_by field pointing to the new order ID.

Retrieves all current positions in the portfolio as JSON.

Closes all open positions by placing sell orders for each. If the market is closed, the sell orders will remain queued and execute at the next market open.

Retrieves and formats details for a specific open position.

Closes a specific position for a single symbol by placing a sell order. If the market is closed, the sell order will remain queued and execute at the next market open.

Submits a do-not-exercise instruction for a held option contract.

Exercises a held option contract, converting it into the underlying asset.

Get all watchlists for the account.

Creates a new watchlist with specified symbols.

Get a specific watchlist by its ID.

Update an existing watchlist. IMPORTANT: this replaces the entire watchlist. You must include the symbols parameter with the full list of desired symbols, otherwise all assets will be removed.

Add an asset by symbol to a specific watchlist.

Delete a specific watchlist by its ID.

Remove an asset by symbol from a specific watchlist.

Returns the latest quotes for fixed income securities (bonds, treasuries). Provide a comma-separated list of ISINs (e.g. 'US912797SX61,US912810SK51'). Returns bid/ask prices, sizes, and yield-to-maturity for each security.

Returns the latest values for market indices (e.g. SPX, VIX, DJI). Provide a comma-separated list of index symbols.

Returns historical values for market indices over a time interval. Supports pagination, sorting, and date range filtering. Provide a comma-separated list of index symbols.

Retrieves news articles for stocks and crypto. Filter by symbols, date range, and sort order. Returns headlines, summaries, URLs, and associated ticker symbols.

Retrieves historical bar (OHLCV) data for one or more option contracts.

Retrieves the mapping of exchange codes to exchange names for option market data. Useful for interpreting exchange fields returned by other option data tools.

Retrieves and formats the latest quote for one or more option contracts including bid/ask prices, sizes, and exchange information.

Retrieves comprehensive snapshots of option contracts including latest trade, quote, implied volatility, and Greeks.

Retrieves option chain data for an underlying symbol, including latest trade, quote, implied volatility, and greeks for each contract. The response can be very large. Use the type (call/put), strike_price_gte/lte, expiration_date, and limit parameters to narrow results.

Retrieves historical trade data for one or more option contracts.

Retrieves the latest trade for one or more option contracts.

Returns the top market movers (gainers and losers) based on real-time SIP data.

Screens the market for most active stocks by volume or trade count.

Returns the latest minute bar for one or more crypto symbols. The loc parameter is required — always set loc to "us".

Returns the latest orderbook for one or more crypto symbols. The loc parameter is required — always set loc to "us". Note: the response includes the full order book depth and can be large.

Returns the latest quote for one or more crypto symbols. The loc parameter is required — always set loc to "us".

Returns the latest trade for one or more crypto symbols. The loc parameter is required — always set loc to "us".

Returns a snapshot for one or more crypto symbols including latest trade, quote, minute bar, daily bar, and previous daily bar. The loc parameter is required — always set loc to "us".

Retrieves and formats corporate action announcements.

Get the latest minute bar for one or more stocks.

Retrieves and formats the latest quote for one or more stocks.

Retrieves comprehensive snapshots of stock symbols including latest trade, quote, minute bar, daily bar, and previous daily bar.

Get the latest trade for one or more stocks.