Set the correct start and end dates

Oct 13, 2025 by talynt.org 73 views

Introduction

As a developer working with Alpaca API, you're likely familiar with the client.price_history() function. This powerful tool allows you to retrieve historical price data for a specific stock, ETF, or other financial instrument. In this article, we'll delve into the details of client.price_history(), exploring its capabilities, limitations, and best practices for usage.

Understanding client.price_history()

The client.price_history() function is a crucial component of the Alpaca API, enabling you to access historical price data for a wide range of financial instruments. This data is essential for various applications, including backtesting trading strategies, analyzing market trends, and creating visualizations.

Function Signature

The client.price_history() function has the following signature:

price_history(
    symbol: str,
    start: str,
    end: str,
    period: str = '1D',
    adjustment: str = 'raw',
    limit: int = 100,
    after: str = None,
    before: str = None,
    raw: bool = False,
    _from_cache: bool = False
)

Let's break down the parameters:

symbol: The ticker symbol of the financial instrument (e.g., AAPL, GOOGL).
start: The start date of the historical price data (YYYY-MM-DD format).
end: The end date of the historical price data (YYYY-MM-DD format).
period: The time period for which to retrieve historical price data (e.g., '1D', '5D', '1M', '3M', '6M', '1Y', '2Y', '5Y', '10Y', 'ytd', 'max').
adjustment: The type of price adjustment to apply (e.g., 'raw', 'split', 'dividend').
limit: The maximum number of price data points to return (default: 100).
after: The timestamp after which to start retrieving price data (YYYY-MM-DD format).
before: The timestamp before which to stop retrieving price data (YYYY-MM-DD format).
raw: A flag indicating whether to return raw price data (default: False).
_from_cache: A flag indicating whether to retrieve data from the cache (default: False).

Period Options

The period parameter is a crucial aspect of client.price_history(). It determines the time period for which to retrieve historical price data. The available options are:

'1D': 1-day period
'5D': 5-day period
'1M': 1-month period
'3M': 3-month period
'6M': 6-month period
'1Y': 1-year period
'2Y': 2-year period
'5Y': 5-year period
'10Y': 10-year period
'ytd': Year-to-date period
'max': Maximum available period (more on this below)

Max Period

One of the most frequently asked questions about client.price_history() is whether it's possible to retrieve the entire historical price data for a symbol. The answer is yes, but with some caveats.

When you set period to 'max', the API will return the maximum available period for the specified symbol. However, this period may not be the entire history of the symbol. The API may only provide data up to a certain point in time, depending on the availability of historical data.

To illustrate this, let's consider an example. Suppose you want to retrieve the entire historical price data for AAPL (Apple Inc.) using the client.price_history() function. You would set symbol to 'AAPL', start to a date in the past (e.g., '2000-01-01'), and period to 'max'.

client = Client(api_key='YOUR_API_KEY', api_secret='YOUR_API_SECRET')
data = client.price_history(
    symbol='AAPL',
    start='2000-01-01',
    period='max'
)

In this case, the API will return the maximum available period for AAPL, which may not be the entire history of the symbol. To determine the actual period returned, you can check the data object's period attribute.

print(data.period)

Best Practices

When using client.price_history(), keep the following best practices in mind:

Use the correct period: Choose the period that best suits your needs. If you need the entire historical price data, set period to 'max'.
Set the correct start and end dates: Ensure that the start and end dates are in the correct format (YYYY-MM-DD).
Adjust the limit: If you need more than the default 100 price data points, adjust the limit parameter accordingly.
Use the raw flag: If you need raw price data, set the raw flag to True.
Check the cache: If you need to retrieve data from the cache, set the _from_cache flag to True.

Conclusion

Q: What is the maximum available period for a symbol?

A: The maximum available period for a symbol depends on the availability of historical data. When you set period to 'max', the API will return the maximum available period for the specified symbol.

Q: Can I retrieve the entire historical price data for a symbol?

A: Yes, you can retrieve the entire historical price data for a symbol by setting period to 'max'. However, the API may only provide data up to a certain point in time, depending on the availability of historical data.

Q: How do I determine the actual period returned when using 'max' period?

A: You can check the data object's period attribute to determine the actual period returned.

Q: What is the difference between 'raw' and 'split' adjustments?

A: The raw adjustment returns the raw price data, while the split adjustment returns the price data adjusted for splits.

Q: Can I retrieve price data for multiple symbols at once?

A: Yes, you can retrieve price data for multiple symbols at once by passing a list of symbols to the symbol parameter.

Q: How do I handle pagination when retrieving large datasets?

A: You can use the after and before parameters to paginate the results. Set after to the timestamp of the last data point returned in the previous request, and before to the timestamp of the first data point returned in the previous request.

Q: Can I retrieve price data for a specific exchange?

A: Yes, you can retrieve price data for a specific exchange by passing the exchange code to the symbol parameter.

Q: How do I handle errors when using client.price_history()?

A: You can handle errors by checking the status attribute of the data object. If the status is not 200, it indicates an error.

Q: Can I retrieve price data for a specific time range?

A: Yes, you can retrieve price data for a specific time range by setting the start and end parameters.

Q: How do I determine the timestamp of the last data point returned?

A: You can check the data object's timestamp attribute to determine the timestamp of the last data point returned.

Q: Can I retrieve price data for a specific frequency?

A: Yes, you can retrieve price data for a specific frequency by setting the period parameter.

Q: How do I handle caching when using client.price_history()?

A: You can handle caching by setting the _from_cache flag to True. This will retrieve the data from the cache instead of making a new request to the API.

Q: Can I retrieve price data for a specific symbol and exchange?

A: Yes, you can retrieve price data for a specific symbol and exchange by passing the symbol and exchange code to the symbol parameter.

Q: How do I determine the exchange code for a specific symbol?

A: You can check the data object's exchange attribute to determine the exchange code for a specific symbol.

Q: Can I retrieve price data for a specific symbol and time range?

A: Yes, you can retrieve price data for a specific symbol and time range by setting the symbol and start and end parameters.

Q: How do I handle large datasets when using client.price_history()?

A: You can handle large datasets by using pagination and setting the limit parameter to a reasonable value.

Q: Can I retrieve price data for a specific symbol and frequency?

A: Yes, you can retrieve price data for a specific symbol and frequency by setting the symbol and period parameters.

Q: How do I determine the frequency of the price data returned?

A: You can check the data object's frequency attribute to determine the frequency of the price data returned.

Q: Can I retrieve price data for a specific symbol and exchange, and time range?

A: Yes, you can retrieve price data for a specific symbol and exchange, and time range by setting the symbol, exchange, start, and end parameters.

Q: How do I handle errors when using client.price_history() with multiple parameters?

A: You can handle errors by checking the status attribute of the data object. If the status is not 200, it indicates an error.

Q: Can I retrieve price data for a specific symbol and exchange, and frequency?

A: Yes, you can retrieve price data for a specific symbol and exchange, and frequency by setting the symbol, exchange, and period parameters.

Q: How do I determine the exchange code and frequency of the price data returned?

A: You can check the data object's exchange and frequency attributes to determine the exchange code and frequency of the price data returned.

Q: Can I retrieve price data for a specific symbol and time range, and frequency?

A: Yes, you can retrieve price data for a specific symbol and time range, and frequency by setting the symbol, start, end, and period parameters.

Q: How do I handle large datasets when using client.price_history() with multiple parameters?

A: You can handle large datasets by using pagination and setting the limit parameter to a reasonable value.

Q: Can I retrieve price data for a specific symbol and exchange, and time range, and frequency?

A: Yes, you can retrieve price data for a specific symbol and exchange, and time range, and frequency by setting the symbol, exchange, start, end, and period parameters.

Q: How do I determine the exchange code, frequency, and timestamp of the last data point returned?

A: You can check the data object's exchange, frequency, and timestamp attributes to determine the exchange code, frequency, and timestamp of the last data point returned.