What problem does it solve? Building trading systems requires reliable access to market data across asset classes, but handling authentication variants, subscription tiers, pagination, and WebSocket reconnection logic is error-prone. This Skill provides the complete Alpaca Market Data API reference so you can fetch historical bars, quotes, and trades or stream real-time data without gaps or misaligned time series. ## Core Features & Use Cases - Historical REST Data: Retrieve bars, quotes, and trades for stocks, crypto, and options with pagination via next_page_token, timeframe selection, and split/dividend adjustments. - Real-Time WebSocket Streaming: Subscribe to trade, quote, and aggregate bar channels over wss://stream.data.alpaca.markets with auth, resubscription, and backfill patterns for reconnections. - Plan and Rate Limit Guidance: Covers Trading API (Basic vs Algo Trader Plus) and Broker API tiers, including RPM limits, feed choices (IEX vs SIP), and 429 Retry-After handling. - Use Case: A quant developer backfills 5-minute bars for a symbol universe using the paginated /v2/stocks/bars endpoint, then maintains a live WebSocket feed that reconnects and backfills missed data after disconnects. ## Quick Start Ask the assistant to fetch historical 5-minute bars for AAPL from the Alpaca Market Data API and show how to handle pagination and authentication headers.
