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Data Source

The Alpaca connector enables you to ingest financial market data, trading account information, positions, orders, and historical price data from the Alpaca REST API. Follow the instructions below to create a new data flow that ingests data from an Alpaca source in Nexla.
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Alpaca

Create a New Data Flow​

  1. To create a new data flow, navigate to the Integrate section, and click the New Data Flow button. Then, select the desired flow type from the list, and click the Create button.

  2. Select the Alpaca connector tile from the list of available connectors. Then, select the credential that will be used to connect to the Alpaca instance, and click Next; or, create a new Alpaca credential for use in this flow.

  3. In Nexla, Alpaca data sources can be created using pre-built endpoint templates, which expedite source setup for common Alpaca endpoints.

Configure Using a Template​

Nexla provides pre-built templates that can be used to rapidly configure data sources to ingest data from common Alpaca endpoints. Each template is designed specifically for the corresponding Alpaca endpoint, making data source setup easy and efficient.

Endpoint Settings​

  • Select the endpoint from which this source will fetch data from the Endpoint pulldown menu. Available endpoint templates are listed in the expandable boxes below. Click on an endpoint to see more information about it and how to configure your data source for this endpoint.

    Get Account Information

    Retrieve account details including account ID, status, buying power, portfolio value, and account configuration flags.

    • Endpoint: GET https://api.alpaca.markets/v2/account
    • Data path: $

    All parameters are optional; omitting filters returns all available records.

    List Orders

    Retrieve a list of orders with optional status, date range, and symbol filters.

    • Endpoint: GET https://api.alpaca.markets/v2/orders?status={parameter}&after={parameter}&until={parameter}
    • Data path: $[*]
    • Status (Optional): Filter orders by status. Accepted values: 'open', 'closed', 'all'.
    • After Date (Optional): Return orders after this date (ISO 8601 format).
    • Until Date (Optional): Return orders until this date (ISO 8601 format).

    All parameters are optional; omitting filters returns all available records.

    List Positions

    Retrieve all open positions in the account including unrealized profit/loss and market value.

    • Endpoint: GET https://api.alpaca.markets/v2/positions
    • Data path: $[*]

    All parameters are optional; omitting filters returns all available records.

    List Assets

    Retrieve tradable assets with status, exchange, and asset class filters.

    • Endpoint: GET https://api.alpaca.markets/v2/assets?status={parameter}&asset_class={parameter}
    • Data path: $[*]
    • Status (Optional): Filter assets by status. Accepted values: 'active', 'inactive'.
    • Asset Class (Optional): Filter by asset class. Accepted values: 'us_equity', 'crypto'.

    All parameters are optional; omitting filters returns all available records.

    Get Portfolio History

    Retrieve historical portfolio value and profit/loss over a specified time period.

    • Endpoint: GET https://api.alpaca.markets/v2/account/portfolio/history?period={parameter}&timeframe={parameter}
    • Data path: $
    • Period (Optional): The duration of the portfolio history. Accepted values: '1D', '1W', '1M', '3M'.
    • Timeframe (Optional): The resolution of time window. Accepted values: '1Min', '5Min', '15Min', '1H'.

    All parameters are optional; omitting filters returns all available records.

    List Watchlists

    Retrieve all watchlists for the account.

    • Endpoint: GET https://api.alpaca.markets/v2/watchlists
    • Data path: $[*]

    All parameters are optional; omitting filters returns all available records.

    List Account Activities

    Retrieve account activity records including trades, dividends, and other account events.

    • Endpoint: GET https://api.alpaca.markets/v2/account/activities/{parameter}?after={parameter}&until={parameter}
    • Data path: $[*]
    • Activity Type (Optional): Filter by activity type (e.g., FILL, DIV, JNLC).
    • After Date (Optional): Return activities after this date (ISO 8601 format).
    • Until Date (Optional): Return activities until this date (ISO 8601 format).

    All parameters are optional; omitting filters returns all available records.

    Get Market Clock

    Retrieve the current market clock including whether the market is open, next open/close times.

    • Endpoint: GET https://api.alpaca.markets/v2/clock
    • Data path: $

    All parameters are optional; omitting filters returns all available records.

Endpoint Testing​

Once the selected endpoint template has been configured, Nexla can retrieve a sample of the data that will be fetched according to the current settings. This allows users to verify that the source is configured correctly before saving.

  • To test the current endpoint configuration, click the Test button to the right of the endpoint selection menu. Sample data will be fetched & displayed in the Endpoint Test Result panel on the right.

  • If the sample data is not as expected, review the selected endpoint and associated settings, and make any necessary adjustments. Then, click the Test button again, and check the sample data to ensure that the correct information is displayed.

Configure Manually​

Alpaca sources can be configured to ingest data from any valid Alpaca REST API endpoint. Configuration options available for Alpaca sources allow them to be fully customized to suit any use case—including using chained API calls to fetch data from multiple endpoints or sources that require custom request parameters.

First, select the method that will be used for calls to the Alpaca API from the Method pulldown menu. For retrieving data from Alpaca, the most common method is:

  • GET: For retrieving market data, account information, orders, positions, and other read-only data

API Endpoint URL​

  1. Enter the URL of the Alpaca API endpoint from which this source will fetch data in the Set API URL field. This should be the complete URL including the protocol (https://) and any required path parameters.

    Alpaca uses two separate base URL domains depending on your environment:

    • Live trading and market data: https://api.alpaca.markets/v2/ for trading endpoints, https://data.alpaca.markets/v2/ for market data endpoints
    • Paper trading (simulated): https://paper-api.alpaca.markets/v2/ for all paper trading endpoints

    Common endpoint examples include:

    • https://api.alpaca.markets/v2/account — Retrieve account details including buying power, portfolio value, and account status
    • https://api.alpaca.markets/v2/positions — Retrieve all open positions in the account
    • https://api.alpaca.markets/v2/orders?status=all — Retrieve a list of orders filtered by status
    • https://data.alpaca.markets/v2/stocks/{'{symbol}'}/bars — Retrieve historical OHLCV bar data for a specific stock symbol

Ensure that you use the correct base URL for your environment. Using a live trading API key with the paper trading endpoint (or vice versa) will result in authentication errors. For complete endpoint reference documentation, visit the Alpaca API documentation.

Date/Time Macros (API URL)​

Optional

Optionally, the API URL can be customized using macros—all macros added to the API URL will be converted into values when Nexla executes the API call. Macros are dynamic placeholders that allow you to create flexible API endpoints that adapt to different time periods or data requirements.

This is particularly valuable for Alpaca's market data endpoints, which accept start and end query parameters to define the date range for historical data retrieval.

For Alpaca historical data endpoints, date parameters typically use ISO 8601 format (e.g., 2024-01-01T00:00:00Z). Use the Date Format for Date/Time Macro setting to ensure macros are formatted correctly for the Alpaca API.

  1. To add a macro, type { at the appropriate position in the API URL (within the Set API URL field), and select the desired macro from the dropdown list.

    • {now} – The current datetime
    • {now-1} – The datetime one time unit before the current datetime
    • {now+1} – The datetime one time unit after the current datetime
    • custom – Datetime macros can reference any number of time units before or after the current datetime—for example, enter (now-4) to indicate the datetime four time units before the current datetime

  2. Select the format that will be applied to datetime macros from the Date Format for Date/Time Macro pulldown menu. This format will be applied to the base datetime value of the macro—i.e., the value of {now} in {now-1}.

  3. Select the datetime unit that will be used to perform mathematical operations in the included macro(s) from the Time Unit for Operations pulldown menu—for example, for the macro {now-1}, when Day is selected, {now-1} will be converted to the datetime one day before the current datetime.

Lookup-Based Macros (API URL)​

Optional

Column values from existing lookups can also be included as macros in the API URL. Lookup-based macros allow you to reference data from previously configured data sources or lookups, enabling dynamic API endpoints that adapt based on existing data.

Lookup-based macros are useful for Alpaca endpoints that require dynamic values such as specific stock symbols, order IDs, or account IDs drawn from another data source in your Nexla environment.

  1. To include a lookup column value macro, select the relevant lookup from the Add Lookups to Supported Macros pulldown menu.

  2. Type { at the appropriate position in the API URL, and select the lookup column-based macro from the dropdown list. Lookup-based macros are automatically populated into the macro list when a lookup is selected in the Add Lookups to Supported Macros pulldown menu.

Path to Data​

Optional

If only a subset of the data returned by the API endpoint is needed, you can designate the part(s) of the response that should be included in the Nexset(s) produced from this source by specifying the path to the relevant data within the response.

Many Alpaca API responses return data nested within a top-level property. For example, the /v2/orders endpoint returns a JSON array at the top level, while endpoints such as /v2/stocks/{symbol}/bars return data nested under a bars key. Specifying the correct path ensures Nexla treats each record in the array as a separate row.

Path to Data is especially important for Alpaca market data endpoints where the relevant data array is nested under a key such as bars, trades, or quotes.

  • To specify which data should be treated as relevant in responses from this source, enter the path to the relevant data in the Set Path to Data in Response field.

    • For responses in JSON format, enter the JSON path that points to the object or array that should be treated as relevant data. JSON paths use dot notation (e.g., $.bars[*] to access an array of bar records within a bars object).
    Path to Data Example:

    For the Alpaca historical bars endpoint (/v2/stocks/{symbol}/bars), the response contains a bars array with OHLCV records. Enter $.bars[*] in the Set Path to Data in Response field to configure Nexla to treat each bar as a separate record.

Autogenerate Path Suggestions​

Nexla can also autogenerate data path suggestions based on the response from the API endpoint. These suggested paths can be used as-is or modified to exactly suit your needs.

  • To use this feature, click the Test button next to the Set API URL field to fetch a sample response from the API endpoint. Suggested data paths generated based on the content & format of the response will be displayed in the Suggestions box below the Set Path to Data in Response field.

  • Click on a suggestion to automatically populate the Set Path to Data in Response field with the corresponding path. The populated path can be modified directly within the field if further customization is needed.

    PathSuggestions.png

Metadata​

If metadata is included in the response but is located outside of the defined path to relevant data, you can configure Nexla to include this data as common metadata in each record.

For example, the Alpaca market data endpoints for historical bars include a next_page_token and symbol at the same level as the bars array. Specifying a metadata path allows Nexla to attach this contextual information to each bar record.

Metadata paths are particularly useful for preserving API response context like request IDs, timestamps, symbols, or pagination tokens that apply to all records in the response.

  • To specify the location of metadata that should be included with each record, enter the path to the relevant metadata in the Path to Metadata in Response field.

    • For responses in JSON format, enter the JSON path to the object or array that contains the metadata.

Request Headers​

Optional

  • If Nexla should include any additional request headers in API calls to this source, enter the headers & corresponding values as comma-separated pairs in the Request Headers field (e.g., header1:value1,header2:value2). Additional headers may be required for Alpaca API versioning or other custom requirements.

    You do not need to include the APCA-API-KEY-ID or APCA-API-SECRET-KEY authentication headers here. These are handled automatically by Nexla based on your saved Alpaca credential.

Endpoint Testing​

After configuring all settings for the selected endpoint, Nexla can retrieve a sample of the data that will be fetched according to the current configuration. This allows you to verify that the source is configured correctly before saving.

  • To test the current endpoint configuration, click the Test button to the right of the endpoint selection menu. Sample data will be fetched & displayed in the Endpoint Test Result panel on the right.

  • If the sample data is not as expected, review the selected endpoint and associated settings, and make any necessary adjustments. Then, click the Test button again, and check the sample data to ensure that the correct information is displayed.

Save & Activate the Source​

  1. Once all of the relevant steps in the above sections have been completed, click the Create button in the upper right corner of the screen to save and create the new Alpaca data source. Nexla will now begin ingesting data from the configured endpoint and will organize any data that it finds into one or more Nexsets.