Alpaca-trade-api

The API specification changed after the release of v0.45 - timestamps are now provided in milliseconds rather than seconds. This update fixes the dataframe's index.

As it says in the title, support has been added for a couple new endpoints.

Polygon open/close: https://polygon.io/docs/#!/Stocks--Equities/get_v1_open_close_symbol_date
Documentation for Alpaca portfolio history is forthcoming, but is documented as such in the readme for the moment:

REST.get_portfolio_history(date_start=None, date_end=None, period=None, timeframe=None, extended_hours=None)
Calls GET /account/portfolio/history and returns a PortfolioHistory entity. PortfolioHistory.df can be used to get the results as a dataframe.

The Alpha Vantage package added in the last release was not declared in setup.py, leading to some installation issues. We've added it now, so it should be picked up when you try to run the SDK.

In this release, support for advanced order types - bracket orders - is added. You can now submit bracket orders like so:

{
"side": "buy",
"symbol": "SPY",
"type": "market",
"qty": "100",
"time_in_force": "gtc",
"class": "bracket",
"take_profit": {
"limit_price": "301"
},
"stop_loss": {
"stop_price": "299",
"limit_price": "298.5"
}
}

Please note the inclusion of the new `nested` parameter in the order list call. Specifying nested=true will make it so that bracket orders have `legs` fields which will contain their child orders. Child orders will be in this nested field rather than the main array of orders. For more information about using bracket orders with Alpaca, please refer to https://docs.alpaca.markets.

Watchlist endpoint support was also added - learn more about using it here: https://docs.alpaca.markets/api-documentation/api-v2/watchlist/.

Additionally, support for Alpha Vantage has been added for those looking for more data sources akin to our Polygon integration. Please see the updated README.md for information about using the Alpha Vantage API. We also corrected an issue where Position-closing endpoints were not returning the created Order objects.

In this release, support has been added for the following Polygon endpoints:

Historic Trades v2: https://polygon.io/docs/#!/Stocks--Equities/get_v2_ticks_stocks_trades_ticker_date
Historic Quotes v2: https://polygon.io/docs/#!/Stocks--Equities/get_v2_ticks_stocks_nbbo_ticker_date

The methods using the v1 endpoints have been marked as deprecated and will be removed from the library in a future release, as Polygon intends to remove them from the API.

In this release, support for the [Account Activities API](https://docs.alpaca.markets/api-documentation/api-v2/account-activities/) endpoint has been added. This endpoint allows you to see information about transactions related to your account such as dividends, interest payments, and trade executions. Please see the documentation page for a full set of usage instructions.