Load Alpaca Trading API data to DuckDB

Alpaca Trading API provides a platform for algorithmic trading and managing brokerage accounts via REST and streaming interfaces. Everything needed to build a working Alpaca Trading API → DuckDB pipeline is on this page: the API's base URL, authentication, endpoints, pagination and incremental field — plus a prompt that hands the whole job to your coding agent.

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Build your Alpaca Trading API to DuckDB pipeline

Paste this prompt into Claude, Codex, or Cursor. The agent does the rest.

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Run uvx dlthub-init@latest to build a pipeline from Alpaca Trading API to DuckDB and run it on dltHub

That scaffolds a dltHub workspace and installs the dltHub AI harness — the project rules, the secrets-management skill, and the dlt MCP server your agent needs to work safely. From there it reads the Alpaca Trading API API, proposes the endpoints to load, then writes, runs and validates the pipeline while you review rather than type. Credentials are inspected through MCP tools, so your agent never reads secrets.toml itself. How the LLM-native workflow works →

Prefer to write it yourself? Every fact the agent uses is below.

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Alpaca Trading API API at a glance

These values come from the Alpaca Trading API API reference — the authoritative source if anything here looks out of date.

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How do I authenticate with the Alpaca Trading API API?

Alpaca Trading API supports two primary authentication methods: using API Key ID and Secret Key via custom headers (APCA-API-KEY-ID and APCA-API-SECRET-KEY) or using an OAuth2 access token via the Authorization header with a Bearer token.

1. Get your credentials

Log in to the Alpaca dashboard at app.alpaca.markets. Navigate to the sidebar, locate the 'API Keys' section (often under 'Manage Accounts'), and click 'Generate New Keys'. Ensure you copy and save the Secret Key immediately, as it is only displayed once. If lost, you must regenerate the keys.

2. Add them to .dlt/secrets.toml

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[sources.alpaca_trading_api_source]
api_key = "your_api_key_id_here"
api_secret_key = "your_api_secret_key_here"

dlt reads this file automatically at runtime. With the harness, the setup-secrets skill prompts you for the values and never handles the raw credential in chat. For production, see setting up credentials with dlt.

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What Alpaca Trading API data can I load into DuckDB?

These are the Alpaca Trading API endpoints dlt can load into DuckDB:

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How do I load only new Alpaca Trading API records?

Alpaca Trading API exposes page_token on v2/stocks/trades, so dlt can request only the records that changed since the last run. Set it as the cursor_path and dlt tracks the high-water mark for you between runs.

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{"name": "stock_trades", "endpoint": {
    "path": "v2/stocks/trades",
    "data_selector": "trades",
    "incremental": {"cursor_path": "page_token", "initial_value": "2024-01-01T00:00:00Z"},
}}

On the first run dlt loads everything from initial_value; on every run after that it requests only what changed and appends with write_disposition="merge" if you set a primary key. See incremental loading.

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What does the generated Alpaca Trading API pipeline look like?

A standard dlt REST API pipeline — the same code you would write by hand, loading /v2/account and /v2/orders from the Alpaca Trading API API into DuckDB:

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import dlt
from dlt.sources.rest_api import RESTAPIConfig, rest_api_resources

@dlt.source
def alpaca_trading_api_source(api_key=dlt.secrets.value):
    config: RESTAPIConfig = {
        "client": {
            "base_url": "https://api.alpaca.markets/v2 (live) or https://paper-api.alpaca.markets/v2 (paper)",
            "auth": {"type": "api_key", "api_key": api_key},
        },
        "resources": [
            {"name": "stock_trades", "endpoint": {"path": "v2/stocks/trades", "data_selector": "trades"}},
            {"name": "stock_quotes", "endpoint": {"path": "v2/stocks/quotes", "data_selector": "quotes"}}
        ],
    }
    yield from rest_api_resources(config)


def load_alpaca_trading_api_to_duckdb() -> None:
    pipeline = dlt.pipeline(
        pipeline_name="alpaca_trading_api_pipeline",
        destination="duckdb",
        dataset_name="alpaca_trading_api_data",
    )
    load_info = pipeline.run(alpaca_trading_api_source())
    print(load_info)


if __name__ == "__main__":
    load_alpaca_trading_api_to_duckdb()

Run it with python alpaca_trading_api_pipeline.py. The agent iterates on this until it loads cleanly — you review and approve, rather than write it from scratch.

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How do I query Alpaca Trading API data in DuckDB?

dlt creates one table per resource. Query the loaded data with Python or SQL — or ask your agent to, through the MCP server's execute_sql_query tool.

Python (pandas DataFrame):

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import dlt

data = dlt.pipeline("alpaca_trading_api_pipeline").dataset()
df = data.stock_trades.df()
print(df.head())

SQL:

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SELECT * FROM alpaca_trading_api_data.stock_trades LIMIT 10;

See querying your data with dataset and exploring it in marimo notebooks.

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How do I deploy the Alpaca Trading API to DuckDB pipeline in production?

The pipeline runs locally, which is ideal for prototyping and one-off analysis. When you need it on a schedule, monitored on every load, and shared with your team, deploy the same dlt code on the dltHub platform — no infrastructure to maintain. The prompt above already ends with "run it on dltHub", so your agent can take it there directly.

• Deploy & schedule — run the pipeline as a managed job with automatic retries.
• Monitor — observable job queues, alerting, and load metrics for every run.
• Transform — promote raw Alpaca Trading API loads into governed, documented models.
• Visualize & share — explore data in notebooks and publish live dashboards instead of static screenshots.

Book a demo →

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What other destinations can I load Alpaca Trading API data to?

dlt loads into any of these — only the destination argument changes:

Set dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. On the dltHub platform the same pipeline runs against a managed Iceberg lakehouse. See the full destinations list.

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Next steps

• Ready for production? Book a demo of the dltHub platform →
• dlt LLM-native workflow docs
• REST API source reference
• Join the dlt community on Slack