The Screener API from Alpaca — 1 operation(s) for screener.
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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 Screener API
version: '1.1'
servers:
- description: Production
url: https://data.alpaca.markets
- description: Sandbox
url: https://data.sandbox.alpaca.markets
tags:
- description: Endpoints for most active stocks and top movers.
name: Screener
paths:
/v1beta1/screener/{market_type}/movers:
get:
description: 'Returns the top market movers (gainers and losers) based on real time SIP data.
The change for each symbol is calculated from the previous closing price and the latest closing price.
For stocks, the endpoint resets at market open. Until then, it shows the previous market day''s movers.
The data is split-adjusted. Only tradable symbols in exchanges are included.
For crypto, the endpoint resets at midnight.'
operationId: Movers
parameters:
- $ref: '#/components/parameters/movers_market_type'
- $ref: '#/components/parameters/movers_top'
responses:
'200':
content:
application/json:
examples:
movers:
value:
gainers:
- change: 2.46
percent_change: 145.56
price: 4.15
symbol: AGRI
- change: 0.03
percent_change: 85.63
price: 0.0594
symbol: GRCYW
last_updated: '2022-03-10T17:53:30.088309839Z'
losers:
- change: -0.26
percent_change: -63.07
price: 0.1502
symbol: MTACW
- change: -3.61
percent_change: -51.21
price: 3.435
symbol: TIG
market_type: stocks
schema:
$ref: '#/components/schemas/movers_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: Top market movers
tags:
- Screener
/v1beta1/screener/stocks/most-actives:
get:
description: Returns the most active stocks by volume or trade count based on real time SIP data. By default, returns the top 10 symbols by volume.
operationId: MostActives
parameters:
- $ref: '#/components/parameters/most_actives_by'
- $ref: '#/components/parameters/most_actives_top'
responses:
'200':
content:
application/json:
schema:
$ref: '#/components/schemas/most_actives_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: Most active stocks
tags:
- Screener
components:
schemas:
market_type:
description: Market type (stocks or crypto).
enum:
- stocks
- crypto
type: string
most_actives_resp:
properties:
last_updated:
description: 'Time when the most actives were last computed. Formatted as a RFC-3339 date-time with nanosecond precision.
'
type: string
most_actives:
description: List of top N most active symbols.
items:
$ref: '#/components/schemas/most_active'
type: array
required:
- most_actives
- last_updated
type: object
movers_resp:
description: Contains list of market movers.
properties:
gainers:
description: List of top N gainers.
items:
$ref: '#/components/schemas/mover'
type: array
last_updated:
description: 'Time when the movers were last computed. Formatted as a RFC-3339 date-time with nanosecond precision.
'
type: string
losers:
description: List of top N losers.
items:
$ref: '#/components/schemas/mover'
type: array
market_type:
$ref: '#/components/schemas/market_type'
required:
- gainers
- losers
- market_type
- last_updated
type: object
mover:
description: A symbol whose price moved significantly.
examples:
- change: 2.46
percent_change: 145.56
price: 4.15
symbol: AGRI
properties:
change:
description: Difference in change for the day.
format: double
type: number
percent_change:
description: Percentage difference change for the day.
format: double
type: number
price:
description: Current price of market moving asset.
format: double
type: number
symbol:
description: Symbol of market moving asset.
type: string
required:
- symbol
- percent_change
- change
- price
title: Mover
type: object
most_active:
description: A stock that is most active by either volume or trade count.
examples:
- symbol: AAPL
trade_count: 639626
volume: 122709184
properties:
symbol:
type: string
trade_count:
description: Cumulative trade count for the current trading day.
format: int64
type: integer
volume:
description: Cumulative volume for the current trading day.
format: int64
type: integer
required:
- symbol
- volume
- trade_count
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
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'
parameters:
most_actives_by:
description: The metric used for ranking the most active stocks.
in: query
name: by
required: false
schema:
default: volume
enum:
- volume
- trades
type: string
most_actives_top:
description: The number of top most active stocks to fetch per day.
in: query
name: top
required: false
schema:
default: 10
format: int32
maximum: 100
minimum: 1
type: integer
movers_market_type:
description: Screen-specific market (stocks or crypto).
in: path
name: market_type
required: true
schema:
$ref: '#/components/schemas/market_type'
movers_top:
description: 'Number of top market movers to fetch (gainers and losers). Will return this number of results for each. By default, 10 gainers and 10 losers.
'
in: query
name: top
required: false
schema:
default: 10
format: int32
maximum: 50
minimum: 1
type: integer
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