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Data streaming broken on version 0.48 but not on v0.46 ('AM.*')

See original GitHub issue

Just spent way too many hours of my life to figure out what was causing the problem 😕

I have a project streaming [‘AM.*’, ‘trade_updates’] on alpaca-trade-api v0.46. Everything works as expected.

On another project, I had the exact same code but only ‘trade_updates’ were working. The difference was alpaca-trade-api v0.48. Not sure if this is related to Alpaca’s new data streaming but something broke between these two versions. Just wanted to make you and others aware.

Note: I was streaming using paper credentials, not sure about live.

My code:

self._on_minute_bars = self.paper_conn.on(r'^AM$')(self._on_minute_bars)
self._on_trade_updates = self.paper_conn.on(r'trade_updates$')(self._on_trade_updates)

Issue Analytics

State:
Created 3 years ago
Comments:6 (3 by maintainers)

Top GitHub Comments

1reaction

duhfrazeecommented, Jul 7, 2020

No worries. Okay great. Didn’t realize there was a breaking change. Thanks for the clarification.

0reactions

shlomikushchicommented, Jul 6, 2020

Hi sorry for the delay in version 0.48 we added another data stream defaulting to alpaca data stream to use the polygon data stream one must specify it explicitly

so your StreamConn should look like this:

paper_conn = tradeapi.StreamConn(
        PAPER_APCA_API_KEY_ID,
        PAPER_APCA_API_SECRET_KEY,
        PAPER_APCA_API_BASE_URL
        data_stream='polygon'
    )