Alpaca¶
The vendor that does the most: bars on two feeds, option quotes, holdings, and the one paper venue.
Sources — alpaca-iex (free plan, venue AIEX) and alpaca-sip (paid
plan, ASIP), each also as a total-return source (AIEXTR, ASIPTR).
Daily and intraday bars, corporate actions for the dividend gap. Intraday
bars are trimmed to the regular session.
Executors — alpaca-paper and alpaca-live. Market orders only, by
design: a limit price is a second risk decision the gate has no opinion
about. The session records what each fill cost against the price the
decision was made at; that difference is the point of paper trading.
Streaming — one-minute bars over wss://stream.data.alpaca.markets,
on the feed the source fetches from, aggregated to the rule's interval.
Keys — one pair per sub-account (paper, live), typed once in Accounts. Bars use whichever pair exists, paper preferred.
Crypto
Arvo does not trade crypto. A crypto position that appears in the paper account (placed by hand, say) is adopted by a running session's reconciliation and can be seen in the Operations view, but the executor cannot exit it: Alpaca wants a different time-in-force for crypto orders, and the session says so in its record rather than pretending.