Alpaca Fixed income API

openapi: 3.2.0
info:
  contact:
    email: support@alpaca.markets
    name: Alpaca Support
    url: https://alpaca.markets/support
  description: Access real-time and historical market data for US equities, options, crypto, and foreign exchange data through the Alpaca REST and WebSocket APIs. There are APIs for Stock Pricing, Option Pricing, Crypto Pricing, Forex, Logos, Fixed income, Corporate Actions, Screener, and News.
  license:
    name: Creative Commons Attribution Share Alike 4.0 International
    url: https://spdx.org/licenses/CC-BY-SA-4.0.html
  termsOfService: https://s3.amazonaws.com/files.alpaca.markets/disclosures/library/TermsAndConditions.pdf
  title: Market Data Fixed income API
  version: '1.1'
servers:
- description: Production
  url: https://data.alpaca.markets
- description: Sandbox
  url: https://data.sandbox.alpaca.markets
tags:
- description: Endpoints for fixed income data.
  name: Fixed income
paths:
  /v1beta1/fixed_income/latest/prices:
    get:
      description: This endpoint returns the latest prices for the given fixed income securities.
      operationId: FixedIncomeLatestPrices
      parameters:
      - $ref: '#/components/parameters/isins'
      responses:
        '200':
          content:
            application/json:
              examples:
                prices:
                  value:
                    prices:
                      US912797KJ59:
                        p: 99.6459
                        t: '2025-02-14T20:58:00.648Z'
                        ytm: 4.249
                        ytw: 4.249
                      US912797KS58:
                        p: 99.3193
                        t: '2025-02-14T20:58:00.648Z'
                        ytm: 4.2245
                        ytw: 4.2245
                      US912797LB15:
                        p: 98.9927
                        t: '2025-02-14T20:58:00.648Z'
                        ytm: 4.2165
                        ytw: 4.2165
              schema:
                $ref: '#/components/schemas/fixed_income_latest_prices_resp'
          description: OK
          headers:
            X-RateLimit-Limit:
              $ref: '#/components/headers/ratelimit_limit'
            X-RateLimit-Remaining:
              $ref: '#/components/headers/ratelimit_remaining'
            X-RateLimit-Reset:
              $ref: '#/components/headers/ratelimit_reset'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '429':
          $ref: '#/components/responses/429'
        '500':
          $ref: '#/components/responses/500'
      security:
      - apiKey: []
        apiSecret: []
      - BasicAuth: []
      summary: Latest prices
      tags:
      - Fixed income
  /v1beta1/fixed_income/latest/quotes:
    get:
      description: This endpoint returns the latest quotes for the given fixed income securities.
      operationId: FixedIncomeLatestQuotes
      parameters:
      - description: A comma-separated list of ISINs with a limit of 100.
        example: US912797SX61,US912810SK51
        in: query
        name: isins
        required: true
        schema:
          type: string
      - $ref: '#/components/parameters/trade_size'
      responses:
        '200':
          content:
            application/json:
              examples:
                quotes:
                  value:
                    quotes:
                      US912797SX61:
                        ams: 1000
                        ap: 99.91958333
                        as: 1000000
                        aytm: 2.226923
                        aytw: 2.226923
                        bms: 1000
                        bp: 99.81091667
                        bs: 1000000
                        bytm: 5.236154
                        bytw: 5.236154
                        t: '2026-05-21T06:56:01.882466873Z'
                      US912810SK51:
                        ams: 1000
                        ap: 63.06436526
                        as: 1000000
                        aytm: 5.08819
                        aytw: 5.08819
                        bms: 1000
                        bp: 60.60009769
                        bs: 1000000
                        bytm: 5.338343
                        bytw: 5.338343
                        t: '2026-05-21T07:27:53.683424845Z'
              schema:
                $ref: '#/components/schemas/fixed_income_latest_quotes_resp'
          description: OK
          headers:
            X-RateLimit-Limit:
              $ref: '#/components/headers/ratelimit_limit'
            X-RateLimit-Remaining:
              $ref: '#/components/headers/ratelimit_remaining'
            X-RateLimit-Reset:
              $ref: '#/components/headers/ratelimit_reset'
        '400':
          $ref: '#/components/responses/400'
        '401':
          $ref: '#/components/responses/401'
        '403':
          $ref: '#/components/responses/403'
        '429':
          $ref: '#/components/responses/429'
        '500':
          $ref: '#/components/responses/500'
      security:
      - apiKey: []
        apiSecret: []
      - BasicAuth: []
      summary: Latest quotes
      tags:
      - Fixed income
components:
  schemas:
    fixed_income_price:
      description: The price of the instrument as a percentage of its par value.
      examples:
      - p: 99.6459
        t: '2025-02-14T20:58:00.648Z'
        ytm: 4.249
        ytw: 4.249
      properties:
        p:
          description: Price
          format: double
          type: number
        t:
          $ref: '#/components/schemas/timestamp'
        ytm:
          description: Yield to maturity.
          format: double
          type: number
        ytw:
          description: Yield to worst.
          format: double
          type: number
      required:
      - t
      - p
      type: object
    timestamp:
      description: Timestamp in RFC-3339 format with nanosecond precision.
      format: date-time
      type: string
    fixed_income_quote:
      description: 'The best bid and ask information for a given fixed income security. A value of 0 means there is no active bid or ask for that field.

        '
      examples:
      - ams: 1000
        ap: 99.91958333
        as: 1000000
        aytm: 2.226923
        aytw: 2.226923
        bms: 1000
        bp: 99.81091667
        bs: 1000000
        bytm: 5.236154
        bytw: 5.236154
        t: '2026-05-21T06:56:01.882466873Z'
      properties:
        ams:
          description: Best ask minimum trade size in par value.
          format: int64
          type: integer
        ap:
          description: Best ask price. 0 means there is no active ask.
          format: double
          type: number
        as:
          description: Best ask size in par value. 0 means there is no active ask.
          format: int64
          type: integer
        aytm:
          description: Best ask yield to maturity.
          format: double
          type: number
        aytw:
          description: Best ask yield to worst.
          format: double
          type: number
        bms:
          description: Best bid minimum trade size in par value.
          format: int64
          type: integer
        bp:
          description: Best bid price. 0 means there is no active bid.
          format: double
          type: number
        bs:
          description: Best bid size in par value. 0 means there is no active bid.
          format: int64
          type: integer
        bytm:
          description: Best bid yield to maturity.
          format: double
          type: number
        bytw:
          description: Best bid yield to worst.
          format: double
          type: number
        t:
          $ref: '#/components/schemas/timestamp'
      required:
      - t
      - bp
      - bs
      - bms
      - bytm
      - bytw
      - ap
      - as
      - ams
      - aytm
      - aytw
      type: object
    fixed_income_latest_quotes_resp:
      description: Latest fixed-income best bid and ask quotes keyed by ISIN.
      examples:
      - quotes:
          US912797SX61:
            ams: 1000
            ap: 99.91958333
            as: 1000000
            aytm: 2.226923
            aytw: 2.226923
            bms: 1000
            bp: 99.81091667
            bs: 1000000
            bytm: 5.236154
            bytw: 5.236154
            t: '2026-05-21T06:56:01.882466873Z'
      properties:
        quotes:
          additionalProperties:
            $ref: '#/components/schemas/fixed_income_quote'
          type: object
      required:
      - quotes
      type: object
    fixed_income_latest_prices_resp:
      description: Latest fixed-income prices keyed by ISIN.
      examples:
      - prices:
          US912797KJ59:
            p: 99.6459
            t: '2025-02-14T20:58:00.648Z'
            ytm: 4.249
            ytw: 4.249
      properties:
        prices:
          additionalProperties:
            $ref: '#/components/schemas/fixed_income_price'
          type: object
      required:
      - prices
      type: object
  headers:
    ratelimit_reset:
      description: The UNIX epoch when the remaining quota changes.
      example: 1674044551
      schema:
        type: integer
    ratelimit_limit:
      description: Request limit per minute.
      example: 100
      schema:
        type: integer
    ratelimit_remaining:
      description: Request limit per minute remaining.
      example: 90
      schema:
        type: integer
  parameters:
    trade_size:
      description: 'Filters to best bid/ask where the minimum trade size is less than or equal to the given numeric value. For any negative value the best bid/ask will be returned for the smallest trade size on either side.

        '
      in: query
      name: trade_size
      required: false
      schema:
        format: int32
        type: integer
    isins:
      description: A comma-separated list of ISINs with a limit of 1000.
      example: US912797KJ59,US912797KS58,US912797LB15
      in: query
      name: isins
      required: true
      schema:
        type: string
  responses:
    '403':
      description: 'The requested resource is forbidden.

        '
    '500':
      description: 'Internal server error. We recommend retrying these later. If the issue persists, please contact us on [Slack](https://alpaca.markets/slack) or on the [Community Forum](https://forum.alpaca.markets/).

        '
    '429':
      description: 'Too many requests. You hit the rate limit. Use the X-RateLimit-... response headers to make sure you''re under the rate limit.

        '
      headers:
        X-RateLimit-Limit:
          $ref: '#/components/headers/ratelimit_limit'
        X-RateLimit-Remaining:
          $ref: '#/components/headers/ratelimit_remaining'
        X-RateLimit-Reset:
          $ref: '#/components/headers/ratelimit_reset'
    '401':
      description: 'Authentication headers are missing or invalid. Make sure you authenticate your request with a valid API key.

        '
    '400':
      description: 'One of the request parameters is invalid. See the returned message for details.

        '
      headers:
        X-RateLimit-Limit:
          $ref: '#/components/headers/ratelimit_limit'
        X-RateLimit-Remaining:
          $ref: '#/components/headers/ratelimit_remaining'
        X-RateLimit-Reset:
          $ref: '#/components/headers/ratelimit_reset'
  securitySchemes:
    BasicAuth:
      scheme: basic
      type: http
    apiKey:
      in: header
      name: APCA-API-KEY-ID
      type: apiKey
    apiSecret:
      in: header
      name: APCA-API-SECRET-KEY
      type: apiKey