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Minute Bar Stream Source

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@shlomiku shlomiku released this 03 Feb 19:23
· 39 commits to master since this release

In this release we add minute aggs as a data stream source (5dcbddd).
So now the user could select:

  • Quotes
  • Minute bars
    as a stream source. User could also resample for other time frames.

Minor additions/fixes:

  • update the example code to only use live bars (112e4be)
  • stop orders don't need limit price (919d7ec)
  • don't fail if missing bars from the backfill frames (650680d)
  • better error notification when order rejected (abe23b0)
  • polygon data backfill fix (a7b9911)
  • use today's data for intraday granularity (7210594)
  • time zone issue in backfill (4890677)

Updates:

  • trading calendars: 2.1.1
  • alpaca_trade_api: 0.52.0