PUBLIC WRITE Open world Destructive Get all available assets with optional filtering. Args: status: Filter by asset status (e.g., 'active', 'inactive') asset_class: Filter by asset class (e.g., 'us_equity', 'crypto') exchange: Filter by exchange (e.g., 'NYSE', 'NASDAQ') attributes: Comma-separated values to query for multiple attributes

PUBLIC WRITE Open world Destructive Retrieves and formats detailed information about a specific asset. Args: symbol (str): The symbol of the asset to get information for Returns: str: Formatted string containing asset details including: - Name - Exchange - Class - Status - Trading Properties

PUBLIC WRITE Open world Destructive Retrieves and formats market calendar for specified date range. Args: start_date (str): Start date in YYYY-MM-DD format end_date (str): End date in YYYY-MM-DD format Returns: str: Formatted string containing market calendar information

PUBLIC WRITE Open world Destructive Retrieves and formats current market status and next open/close times. Returns: str: Formatted string containing: - Current Time - Market Open Status - Next Open Time - Next Close Time

PUBLIC WRITE Open world Destructive Retrieves and formats corporate action announcements. Args: ca_types (Optional[List[CorporateActionsType]]): List of corporate action types to filter by (default: all types) Available types from https://alpaca.markets/sdks/python/api_reference/data/enums.html#corporateactionstype: - CorporateActionsType.REVERSE_SPLIT: Reverse split - CorporateActionsType.FORWARD_SPLIT: Forward split - CorporateActionsType.UNIT_SPLIT: Unit split - CorporateActionsType.CASH_DIVIDEND: Cash dividend - CorporateActionsType.STOCK_DIVIDEND: Stock dividend - CorporateActionsType.SPIN_OFF: Spin off - CorporateActionsType.CASH_MERGER: Cash merger - CorporateActionsType.STOCK_MERGER: Stock merger - CorporateActionsType.STOCK_AND_CASH_MERGER: Stock and cash merger - CorporateActionsType.REDEMPTION: Redemption - CorporateActionsType.NAME_CHANGE: Name change - CorporateActionsType.WORTHLESS_REMOVAL: Worthless removal - CorporateActionsType.RIGHTS_DISTRIBUTION: Rights distribution start (Optional[date]): Start date for the announcements (default: current day) end (Optional[date]): End date for the announcements (default: current day) symbols (Optional[List[str]]): Optional list of stock symbols to filter by cusips (Optional[List[str]]): Optional list of CUSIPs to filter by ids (Optional[List[str]]): Optional list of corporate action IDs (mutually exclusive with other filters) limit (Optional[int]): Maximum number of results to return (default: 1000) sort (Optional[str]): Sort order (asc or desc, default: asc) Returns: str: Formatted string containing corporate announcement details References: - API Documentation: https://docs.alpaca.markets/reference/corporateactions-1 - CorporateActionsType Enum: https://alpaca.markets/sdks/python/api_reference/data/enums.html#corporateactionstype - CorporateActionsRequest: https://alpaca.markets/sdks/python/api_reference/data/corporate_actions/requests.html#corporateactionsrequest

PUBLIC WRITE Open world Destructive Retrieves and formats historical price bars for a cryptocurrency with configurable timeframe and time range. Args: symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD', 'ETH/USD' or ['BTC/USD', 'ETH/USD']) days (int): Number of days to look back (default: 1, ignored if start/end provided) timeframe (str): Bar timeframe - supports flexible Alpaca formats: - Minutes: "1Min", "2Min", "3Min", "4Min", "5Min", "15Min", "30Min", etc. - Hours: "1Hour", "2Hour", "3Hour", "4Hour", "6Hour", etc. - Days: "1Day", "2Day", "3Day", etc. - Weeks: "1Week", "2Week", etc. - Months: "1Month", "2Month", etc. (default: "1Hour") limit (Optional[int]): Maximum number of bars to return (optional) start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01") end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01") feed (CryptoFeed): The crypto data feed to retrieve from (default: US) Returns: str: Formatted string containing historical crypto price data with timestamps, OHLCV data

PUBLIC WRITE Open world Destructive Returns the latest minute bar for one or more crypto symbols.

PUBLIC WRITE Open world Destructive Returns the latest orderbook for one or more crypto symbols.

PUBLIC WRITE Open world Destructive Returns the latest quote for one or more crypto symbols. Args: symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD']) feed (CryptoFeed): The crypto data feed (default: US) Returns: str: Formatted latest quote(s)

PUBLIC WRITE Open world Destructive Returns the latest trade for one or more crypto symbols.

PUBLIC WRITE Open world Destructive Retrieves and formats historical quote data for a cryptocurrency. Args: symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD', 'ETH/USD' or ['BTC/USD', 'ETH/USD']) days (int): Number of days to look back (default: 3, ignored if start/end provided) limit (Optional[int]): Maximum number of quotes to return (optional) start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01") end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01") feed (CryptoFeed): The crypto data feed to retrieve from (default: US) Returns: str: Formatted string containing historical crypto quote data with timestamps, bid/ask prices and sizes

PUBLIC WRITE Open world Destructive Returns a snapshot for one or more crypto symbols including latest trade, quote, latest minute bar, daily and previous daily bars.

PUBLIC WRITE Open world Destructive Retrieves and formats historical trade prints for a cryptocurrency. Args: symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD']) days (int): Number of days to look back (default: 1, ignored if start/end provided) limit (Optional[int]): Maximum number of trades to return start (Optional[str]): ISO start time (e.g., "2023-01-01T09:30:00") end (Optional[str]): ISO end time (e.g., "2023-01-01T16:00:00") sort (Optional[str]): 'asc' or 'desc' chronological order feed (CryptoFeed): Crypto data feed (default: US) Returns: str: Formatted trade history

PUBLIC WRITE Open world Destructive Retrieves option contracts - direct mapping to GetOptionContractsRequest. Args: underlying_symbol (str): Underlying asset symbol (e.g., 'SPY', 'AAPL') expiration_date (Optional[date]): Specific expiration date expiration_date_gte (Optional[date]): Expiration date greater than or equal to expiration_date_lte (Optional[date]): Expiration date less than or equal to expiration_expression (Optional[str]): Natural language (e.g., "week of September 2, 2025") strike_price_gte/lte (Optional[str]): Strike price range type (Optional[ContractType]): "call" or "put" status (Optional[AssetStatus]): "active" (default) root_symbol (Optional[str]): Root symbol filter limit (Optional[int]): Maximum number of contracts to return Examples: get_option_contracts("NVDA", expiration_expression="week of September 2, 2025") get_option_contracts("SPY", expiration_date_gte=date(2025,9,1), expiration_date_lte=date(2025,9,5))

PUBLIC WRITE Open world Destructive Retrieves and formats the latest quote for an option contract. This endpoint returns real-time pricing and market data, including bid/ask prices, sizes, and exchange information. Args: symbol (str): The option contract symbol (e.g., 'AAPL230616C00150000') feed (Optional[OptionsFeed]): The source feed of the data (opra or indicative). Default: opra if the user has the options subscription, indicative otherwise. Returns: str: Formatted string containing the latest quote information including: - Ask Price and Ask Size - Bid Price and Bid Size - Ask Exchange and Bid Exchange - Trade Conditions - Tape Information - Timestamp (in UTC) Note: This endpoint returns real-time market data. For contract specifications and static data, use get_option_contracts instead.

PUBLIC WRITE Open world Destructive Retrieves comprehensive snapshots of option contracts including latest trade, quote, implied volatility, and Greeks. This endpoint provides a complete view of an option's current market state and theoretical values. Args: symbol_or_symbols (Union[str, List[str]]): Single option symbol or list of option symbols (e.g., 'AAPL250613P00205000') feed (Optional[OptionsFeed]): The source feed of the data (opra or indicative). Default: opra if the user has the options subscription, indicative otherwise. Returns: str: Formatted string containing a comprehensive snapshot including: - Symbol Information - Latest Quote: * Bid/Ask Prices and Sizes * Exchange Information * Trade Conditions * Tape Information * Timestamp (UTC) - Latest Trade: * Price and Size * Exchange and Conditions * Trade ID * Timestamp (UTC) - Implied Volatility (as percentage) - Greeks: * Delta (directional risk) * Gamma (delta sensitivity) * Rho (interest rate sensitivity) * Theta (time decay) * Vega (volatility sensitivity)

PUBLIC WRITE Open world Destructive Retrieves and formats historical price bars for a stock with configurable timeframe and time range. Args: symbol (str): Stock ticker symbol (e.g., AAPL, MSFT) days (int): Number of days to look back (default: 5, ignored if start/end provided) timeframe (str): Bar timeframe - supports flexible Alpaca formats: - Minutes: "1Min", "2Min", "3Min", "4Min", "5Min", "15Min", "30Min", etc. - Hours: "1Hour", "2Hour", "3Hour", "4Hour", "6Hour", etc. - Days: "1Day", "2Day", "3Day", etc. - Weeks: "1Week", "2Week", etc. - Months: "1Month", "2Month", etc. (default: "1Day") limit (Optional[int]): Maximum number of bars to return (optional) start (Optional[str]): Start time in ISO format (e.g., "2023-01-01T09:30:00" or "2023-01-01") end (Optional[str]): End time in ISO format (e.g., "2023-01-01T16:00:00" or "2023-01-01") Returns: str: Formatted string containing historical price data with timestamps, OHLCV data

PUBLIC WRITE Open world Destructive Get the latest minute bar for a stock. Args: symbol: Stock ticker symbol (e.g., 'AAPL', 'MSFT') feed: The stock data feed to retrieve from (optional) currency: The currency for prices (optional, defaults to USD) Returns: A formatted string containing the latest bar details or an error message

PUBLIC WRITE Open world Destructive Retrieves and formats the latest quote for one or more stocks. Args: symbol_or_symbols (Union[str, List[str]]): Single stock ticker symbol (e.g., "AAPL") or a list of symbols (e.g., ["AAPL", "MSFT"]). Returns: str: Formatted string containing for each requested symbol: - Ask Price - Bid Price - Ask Size - Bid Size - Timestamp

PUBLIC WRITE Open world Destructive Get the latest trade for a stock. Args: symbol: Stock ticker symbol (e.g., 'AAPL', 'MSFT') feed: The stock data feed to retrieve from (optional) currency: The currency for prices (optional, defaults to USD) Returns: A formatted string containing the latest trade details or an error message

PUBLIC WRITE Open world Destructive Retrieves comprehensive snapshots of stock symbols including latest trade, quote, minute bar, daily bar, and previous daily bar. Args: symbol_or_symbols: Single stock symbol or list of stock symbols (e.g., 'AAPL' or ['AAPL', 'MSFT']) feed: The stock data feed to retrieve from (optional) currency: The currency the data should be returned in (default: USD) Returns: Formatted string with comprehensive snapshots including: - latest_quote: Current bid/ask prices and sizes - latest_trade: Most recent trade price, size, and exchange - minute_bar: Latest minute OHLCV bar - daily_bar: Current day's OHLCV bar - previous_daily_bar: Previous trading day's OHLCV bar

PUBLIC WRITE Open world Destructive Retrieves and formats historical trades for a stock. Args: symbol (str): Stock ticker symbol (e.g., 'AAPL', 'MSFT') days (int): Number of days to look back (default: 5) limit (Optional[int]): Upper limit of number of data points to return sort (Optional[Sort]): Chronological order of response (ASC or DESC) feed (Optional[DataFeed]): The stock data feed to retrieve from currency (Optional[SupportedCurrencies]): Currency for prices (default: USD) asof (Optional[str]): The asof date in YYYY-MM-DD format Returns: str: Formatted string containing trade history or an error message