Alpaca Python API Docs | dltHub

Alpaca is a commission‑free trading platform providing REST and streaming APIs for programmatic access to US equities and crypto trading, market data, and account/portfolio management. The REST API base URL is https://api.alpaca.markets (live) and https://paper-api.alpaca.markets (paper); data API base: https://data.alpaca.markets and All requests require API Key ID and Secret Key via request headers.

dlt is an open-source Python library that handles authentication, pagination, and schema evolution automatically. dlthub provides AI context files that enable code assistants to generate production-ready pipelines. Install with uv pip install "dlt[workspace]" and start loading Alpaca data in under 10 minutes.

---

What data can I load from Alpaca?

Here are some of the endpoints you can load from Alpaca:

---

How do I authenticate with the Alpaca API?

Authentication uses API keys passed in headers: APCA-API-KEY-ID and APCA-API-SECRET-KEY (or environment variables APCA_API_KEY_ID / APCA_API_SECRET_KEY).

1. Get your credentials

1. Sign in at https://app.alpaca.markets (create account if needed). 2) Go to API Keys section (Dashboard → API Keys). 3) Create or reveal your API Key ID and Secret Key; note whether keys are for paper or live environment and copy the base URL shown. 4) Store keys securely (env vars APCA_API_KEY_ID/APCA_API_SECRET_KEY or secrets.toml).

2. Add them to .dlt/secrets.toml

Copy
[sources.alpaca_source]
api_key = "your_api_key_id_here"
api_secret = "your_api_secret_here"

dlt reads this automatically at runtime — never hardcode tokens in your pipeline script. For production environments, see setting up credentials with dlt for environment variable and vault-based options.

---

How do I set up and run the pipeline?

Set up a virtual environment and install dlt:

Copy
uv venv && source .venv/bin/activate
uv pip install "dlt[workspace]"

1. Install the dlt AI Workbench:

Copy
dlt ai init --agent <your-agent> # <agent>: claude | cursor | codex

This installs project rules, a secrets management skill, appropriate ignore files, and configures the dlt MCP server for your agent. Learn more →

2. Install the rest-api-pipeline toolkit:

Copy
dlt ai toolkit rest-api-pipeline install

This loads the skills and context about dlt the agent uses to build the pipeline iteratively, efficiently, and safely. The agent uses MCP tools to inspect credentials — it never needs to read your secrets.toml directly. Learn more →

3. Start LLM-assisted coding:

Use /find-source to load data from the Alpaca API into DuckDB.

The rest-api-pipeline toolkit takes over from here — it reads relevant API documentation, presents you with options for which endpoints to load, and follows a structured workflow to scaffold, debug, and validate the pipeline step by step.

4. Run the pipeline:

Copy
python alpaca_pipeline.py

If everything is configured correctly, you'll see output like this:

Copy
Pipeline alpaca_pipeline load step completed in 0.26 seconds
1 load package(s) were loaded to destination duckdb and into dataset alpaca_data
The duckdb destination used duckdb:/alpaca.duckdb location to store data
Load package 1749667187.541553 is LOADED and contains no failed jobs

Inspect your pipeline and data:

Copy
dlt pipeline alpaca_pipeline show

This opens the Pipeline Dashboard where you can verify pipeline state, load metrics, schema (tables, columns, types), and query the loaded data directly.

---

Python pipeline example

This example loads orders and assets from the Alpaca API into DuckDB. It mirrors the endpoint and data selector configuration from the table above:

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

@dlt.source
def alpaca_source(api_key=dlt.secrets.value):
    config: RESTAPIConfig = {
        "client": {
            "base_url": "https://api.alpaca.markets (live) and https://paper-api.alpaca.markets (paper); data API base: https://data.alpaca.markets",
            "auth": {
                "type": "api_key",
                "api_key": api_key,
            },
        },
        "resources": [
            {"name": "orders", "endpoint": {"path": "v2/orders"}},
            {"name": "assets", "endpoint": {"path": "v2/assets"}}
        ],
    }
    yield from rest_api_resources(config)


def get_data() -> None:
    pipeline = dlt.pipeline(
        pipeline_name="alpaca_pipeline",
        destination="duckdb",
        dataset_name="alpaca_data",
    )
    load_info = pipeline.run(alpaca_source())
    print(load_info)

To add more endpoints, append entries from the resource table to the "resources" list using the same name, path, and data_selector pattern.

---

How do I query the loaded data?

Once the pipeline runs, dlt creates one table per resource. You can query with Python or SQL.

Python (pandas DataFrame):

Copy
import dlt

data = dlt.pipeline("alpaca_pipeline").dataset()
sessions_df = data.orders.df()
print(sessions_df.head())

SQL (DuckDB example):

Copy
SELECT * FROM alpaca_data.orders LIMIT 10;

In a marimo or Jupyter notebook:

Copy
import dlt

data = dlt.pipeline("alpaca_pipeline").dataset()
data.orders.df().head()

See how to explore your data in marimo Notebooks and how to query your data in Python with dataset.

---

What destinations can I load Alpaca data to?

dlt supports loading into any of these destinations — only the destination parameter changes:

Change the destination in dlt.pipeline(destination="snowflake") and add credentials in .dlt/secrets.toml. See the full destinations list.

---

Troubleshooting

Authentication failures

If you get 401/403 check that APCA-API-KEY-ID and APCA-API-SECRET-KEY are correct and match live vs paper base URL. Include X-Request-ID from response headers when contacting support.

Rate limits and retries

Default throttling is 200 requests per minute per account; 429 Too Many Requests is returned when exceeded. Implement exponential backoff and respect retry headers; SDKs provide retry env vars (APCA_RETRY_MAX, APCA_RETRY_WAIT).

Pagination and date range quirks

Endpoints returning arrays (orders, assets, calendar) use query params limit/after/until; calendar may require proper ISO8601 date strings. Portfolio history returns time-series under "results" key; bars endpoints return arrays under "bars".

Ensure that the API key is valid to avoid 401 Unauthorized errors. Also, verify endpoint paths and parameters to avoid 404 Not Found errors.

---

Next steps

Continue your data engineering journey with the other toolkits of the dltHub AI Workbench:

• data-exploration — Build custom notebooks, charts, and dashboards for deeper analysis with marimo notebooks.
• dlthub-runtime — Deploy, schedule, and monitor your pipeline in production.

Copy
dlt ai toolkit data-exploration install
dlt ai toolkit dlthub-runtime install

• How to deploy a pipeline
• How to explore your data in marimo Notebooks
• How to query your data in Python with dataset
• Join the dlt community on Slack