Crypto trades
crypto_tradesFetch historical crypto trades with taker side, windowed by start/end or lookback, and get a result_id to query large stored results via SQL.
Instructions
Historical crypto trades (size in base units) with the taker side (buy/sell). Window by start/end or lookback (default PT15M). Large results are stored, not shown: you get a result_id to query with results_query.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end | No | Window end (same format). Default: now (Alpaca's latest available). | |
| sort | No | Time order of the rows: asc (oldest first, default) or desc (newest first). | asc |
| start | No | Window start: ISO date (00:00 UTC) or datetime with a zone, e.g. 2026-01-02T14:30:00Z. | |
| tickers | Yes | Crypto pairs as BASE/QUOTE, e.g. ["BTC/USD"] (1-200). | |
| lookback | No | Window length back from end as an ISO-8601 duration (P5D, P1Y, PT20M); only when start is omitted. Default PT15M. | |
| page_token | No | Continue a truncated fetch: the page_token from the previous response's pagination. |