Alpaca

MCP server openai

Stop watching the markets. Turn your words into insights with Alpaca. Ask ChatGPT real market questions and get live answers you can act on, including historical data, snapshots, quotes, and option chain information. Stock, options, and crypto market data embedded right into your conversation so you can turn analysis into automated actions. "How has AAPL's stock performed this quarter vs GOOG?" "Show me the SPY option chain that expires next Friday." "When has BTC's price reached $100k USD this year?"

Homepage: https://alpaca.markets/
Remote URL: https://mcp.alpaca.markets/mcp
Auth: NONE

Tools (24)

Extracted live via the executor SDK.

get_asset

Retrieves and formats detailed information about a specific asset.
Args:    symbol (str): The symbol of the asset to get information for
Returns:    str: Compact JSON asset payload with the asset details with name, exchange, class, status, and trading properties

get_all_assets

Get all available assets with optional filtering.
Args:    status (Optional[str]): Filter by asset status (e.g., 'active', 'inactive')    asset_class (Optional[str]): Filter by asset class (e.g., 'us_equity', 'crypto')    exchange (Optional[str]): Filter by exchange (e.g., 'NYSE', 'NASDAQ')    attributes (Optional[str]): Comma-separated values for multiple attributes
Returns:    str: Compact JSON assets payload with assets with symbol, name, exchange, class, and status

get_corporate_actions

Retrieves and formats corporate action announcements.
Args:    ca_types (Optional[List[CorporateActionsType]]): List of corporate action types to filter by (default: all types)        Available types: CorporateActionsType.REVERSE_SPLIT, CorporateActionsType.FORWARD_SPLIT, CorporateActionsType.UNIT_SPLIT, CorporateActionsType.CASH_DIVIDEND, CorporateActionsType.STOCK_DIVIDEND, CorporateActionsType.SPIN_OFF, CorporateActionsType.CASH_MERGER, CorporateActionsType.STOCK_MERGER, CorporateActionsType.STOCK_AND_CASH_MERGER, CorporateActionsType.REDEMPTION, CorporateActionsType.NAME_CHANGE, CorporateActionsType.WORTHLESS_REMOVAL, CorporateActionsType.RIGHTS_DISTRIBUTION    start (Optional[date]): Start date for the announcements (default: current day)    end (Optional[date]): End date for the announcements (default: current day)    symbols (Optional[List[str]]): Optional list of stock symbols to filter by    cusips (Optional[List[str]]): Optional list of CUSIPs to filter by    ids (Optional[List[str]]): Optional list of corporate action IDs (mutually exclusive with other filters)    limit (Optional[int]): Maximum number of results to return (default: 1000)    sort (Optional[str]): Sort order (asc or desc, default: asc)
Returns:    str: Formatted string containing corporate announcement details

Retrieves and formats corporate action announcements.
Args:    ca_types (Optional[List[CorporateActionsType]]): List of corporate action types to filter by (default: all types)        Available types: CorporateActionsType.REVERSE_SPLIT, CorporateActionsType.FORWARD_SPLIT, CorporateActionsType.UNIT_SPLIT, CorporateActionsType.CASH_DIVIDEND, CorporateActionsType.STOCK_DIVIDEND, CorporateActionsType.SPIN_OFF, CorporateActionsType.CASH_MERGER, CorporateActionsType.STOCK_MERGER, CorporateActionsType.STOCK_AND_CASH_MERGER, CorporateActionsType.REDEMPTION, CorporateActionsType.NAME_CHANGE, CorporateActionsType.WORTHLESS_REMOVAL, CorporateActionsType.RIGHTS_DISTRIBUTION    start (Optional[date]): Start date for the announcements (default: current day)    end (Optional[date]): End date for the announcements (default: current day)    symbols (Optional[List[str]]): Optional list of stock symbols to filter by    cusips (Optional[List[str]]): Optional list of CUSIPs to filter by    ids (Optional[List[str]]): Optional list of corporate action IDs (mutually exclusive with other filters)    limit (Optional[int]): Maximum number of results to return (default: 1000)    sort (Optional[str]): Sort order (asc or desc, default: asc)
Returns:    str: Formatted string containing corporate announcement details

get_calendar

Retrieves and formats market calendar for specified date range.
Args:    start_date (str): Start date in YYYY-MM-DD format    end_date (str): End date in YYYY-MM-DD format
Returns:    str: Compact JSON market calendar payload about market calendar information

get_clock

get_stock_bars

Retrieves and formats historical price bars for a stock with configurable timeframe and time range.
Args:    symbol (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL', 'MSFT' or ['AAPL', 'MSFT'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    timeframe (str): Bar timeframe - supports flexible Alpaca's formats:        - Minutes: "1Min" to "59Min" (or "1T" to "59T")        - Hours: "1Hour" to "23Hour" (or "1H" to "23H")        - Days: "1Day" (or "1D")        - Weeks: "1Week" (or "1W")        - Months: "1Month", "2Month", "3Month", "4Month", "6Month", or "12Month" (or use "M" suffix)        (default: "1Day")    limit (Optional[int]): Maximum number of bars to return (default: 1000)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    sort (Optional[Sort]): Chronological order of response (ASC or DESC)    feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)    currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)    asof (Optional[str]): The asof date in YYYY-MM-DD format    tz (str): Timezone for naive datetime strings (default: "America/New_York")
Returns:    str: Historical price data with timestamps, OHLCV data

Retrieves and formats historical price bars for a stock with configurable timeframe and time range.
Args:    symbol (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL', 'MSFT' or ['AAPL', 'MSFT'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    timeframe (str): Bar timeframe - supports flexible Alpaca's formats:        - Minutes: "1Min" to "59Min" (or "1T" to "59T")        - Hours: "1Hour" to "23Hour" (or "1H" to "23H")        - Days: "1Day" (or "1D")        - Weeks: "1Week" (or "1W")        - Months: "1Month", "2Month", "3Month", "4Month", "6Month", or "12Month" (or use "M" suffix)        (default: "1Day")    limit (Optional[int]): Maximum number of bars to return (default: 1000)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    sort (Optional[Sort]): Chronological order of response (ASC or DESC)    feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)    currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)    asof (Optional[str]): The asof date in YYYY-MM-DD format    tz (str): Timezone for naive datetime strings (default: "America/New_York")
Returns:    str: Historical price data with timestamps, OHLCV data

get_stock_quotes

Retrieves and formats historical quote data (level 1 bid/ask) for a stock.
Args:    symbol (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL', 'MSFT' or ['AAPL', 'MSFT'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Upper limit of number of data points to return (default: 1000)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    sort (Optional[Sort]): Chronological order of response (ASC or DESC)    feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP)    currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)    asof (Optional[str]): The asof date in YYYY-MM-DD format    tz (str): Timezone for naive datetime strings (default: "America/New_York")    Returns:    str: Formatted string containing quote summary or error message

Retrieves and formats historical quote data (level 1 bid/ask) for a stock.
Args:    symbol (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL', 'MSFT' or ['AAPL', 'MSFT'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Upper limit of number of data points to return (default: 1000)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    sort (Optional[Sort]): Chronological order of response (ASC or DESC)    feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP)    currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)    asof (Optional[str]): The asof date in YYYY-MM-DD format    tz (str): Timezone for naive datetime strings (default: "America/New_York")    Returns:    str: Formatted string containing quote summary or error message

get_stock_trades

Retrieves and formats historical trades for a stock.
Args:    symbol (Union[str, List[str]]): Stock ticker symbol(s)    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Upper limit of number of data points to return    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    sort (Optional[Sort]): Chronological order of response (ASC or DESC)    feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP)    currency (Optional[SupportedCurrencies]): Currency for prices    asof (Optional[str]): The asof date in YYYY-MM-DD format    tz (str): Timezone for naive datetime strings        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing trade history or an error message

Retrieves and formats historical trades for a stock.
Args:    symbol (Union[str, List[str]]): Stock ticker symbol(s)    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Upper limit of number of data points to return    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    sort (Optional[Sort]): Chronological order of response (ASC or DESC)    feed (Optional[DataFeed]): The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP)    currency (Optional[SupportedCurrencies]): Currency for prices    asof (Optional[str]): The asof date in YYYY-MM-DD format    tz (str): Timezone for naive datetime strings        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing trade history or an error message

get_stock_latest_bar

Get the latest minute bar for one or more stocks.
Args:    symbol_or_symbols: Stock ticker symbol(s) (e.g., 'AAPL' or ['AAPL', 'MSFT'])    feed: The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)    currency: The currency for prices (optional, defaults to USD)
Returns:    str: Latest bar(s) for one or more stocks

get_stock_latest_quote

Retrieves and formats the latest quote for one or more stocks.
Args:    symbol_or_symbols (Union[str, List[str]]): Stock ticker symbol(s) (e.g., 'AAPL' or ['AAPL', 'MSFT'])    feed (Optional[DataFeed]): Data feed source (IEX or SIP)    currency (Optional[SupportedCurrencies]): Currency for prices (default: USD)
Returns:    str: Latest bid/ask prices, sizes, and timestamp for each symbol

get_stock_latest_trade

Get the latest trade for one or more stocks.

Args:    symbol_or_symbols: Stock ticker symbol(s) (e.g., 'AAPL' or ['AAPL', 'MSFT'])    feed: The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP, default: None)    currency: The currency for prices (optional, defaults to USD)
Returns:    str: Latest trade(s) for one or more stocks

get_stock_snapshot

Retrieves comprehensive snapshots of stock symbols including latest trade, quote, minute bar, daily bar, and previous daily bar.
Args:    symbol_or_symbols: Single stock symbol or list of stock symbols    feed: The stock data feed to retrieve from (DataFeed.IEX or DataFeed.SIP)    currency: The currency the data should be returned in
Returns:    str: Comprehensive snapshots including latest_quote, latest_trade, minute_bar, daily_bar, previous_daily_bar

get_crypto_bars

Retrieves and formats historical price bars for a cryptocurrency with configurable timeframe and time range.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD', 'ETH/USD' or ['BTC/USD', 'ETH/USD'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    timeframe (str): Bar timeframe - supports flexible Alpaca's formats:        - Minutes, Hours, Days, Weeks, Months (default: "1Hour")    limit (Optional[int]): Maximum number of bars to return (optional)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    feed (CryptoFeed): The crypto data feed to retrieve from    tz (str): Timezone for naive datetime strings (default: "America/New_York")        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing historical crypto price data with timestamps, OHLCV data

Retrieves and formats historical price bars for a cryptocurrency with configurable timeframe and time range.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD', 'ETH/USD' or ['BTC/USD', 'ETH/USD'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    timeframe (str): Bar timeframe - supports flexible Alpaca's formats:        - Minutes, Hours, Days, Weeks, Months (default: "1Hour")    limit (Optional[int]): Maximum number of bars to return (optional)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    feed (CryptoFeed): The crypto data feed to retrieve from    tz (str): Timezone for naive datetime strings (default: "America/New_York")        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing historical crypto price data with timestamps, OHLCV data

get_crypto_quotes

Returns historical quote data for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Maximum number of quotes to return (optional)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    feed (CryptoFeed): The crypto data feed to retrieve from    tz (str): Timezone for naive datetime strings        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing historical crypto quote data with timestamps, bid/ask prices and sizes

Returns historical quote data for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Maximum number of quotes to return (optional)    start (Optional[str]): Start time in ISO format    end (Optional[str]): End time in ISO format    feed (CryptoFeed): The crypto data feed to retrieve from    tz (str): Timezone for naive datetime strings        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing historical crypto quote data with timestamps, bid/ask prices and sizes

get_crypto_trades

Returns historical trade data for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Maximum number of trades to return    start (Optional[str]): ISO start time    end (Optional[str]): ISO end time    sort (Optional[str]): 'asc' or 'desc'    feed (CryptoFeed): Crypto data feed    tz (str): Timezone for naive datetime strings        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing trade history or error message

Returns historical trade data for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    days (int): Number of days to look back    hours (int): Number of hours to look back    minutes (int): Number of minutes to look back    limit (Optional[int]): Maximum number of trades to return    start (Optional[str]): ISO start time    end (Optional[str]): ISO end time    sort (Optional[str]): 'asc' or 'desc'    feed (CryptoFeed): Crypto data feed    tz (str): Timezone for naive datetime strings        Supported: "UTC", "ET", "EST", "EDT", "America/New_York"
Returns:    str: Formatted string containing trade history or error message

get_crypto_latest_bar

Returns the latest minute bar for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    feed (CryptoFeed): The crypto data feed (default: US)
Returns:    str: Formatted string containing latest bar(s) or error message

get_crypto_latest_quote

Returns the latest quote for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    feed (CryptoFeed): The crypto data feed (default: US)
Returns:    str: Formatted string containing latest quote(s) or error message

get_crypto_latest_trade

Returns the latest trade for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    feed (CryptoFeed): The crypto data feed (default: US)
Returns:    str: Formatted string containing latest trade(s) or error message

get_crypto_snapshot

Returns a snapshot for one or more crypto symbols including latest trade, quote,minute bar, daily bar, and previous daily bar.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD', 'ETH/USD'])    feed (CryptoFeed): Data feed source (default: US)
Returns:    str: Snapshot with latest quote, trade, and OHLCV bars for each symbol

get_crypto_latest_orderbook

Returns the latest orderbook for one or more crypto symbols.
Args:    symbol (Union[str, List[str]]): Crypto symbol(s) (e.g., 'BTC/USD' or ['BTC/USD','ETH/USD'])    feed (CryptoFeed): The crypto data feed (default: US)
Returns:    str: Formatted string containing latest orderbook(s) or error message

get_option_contracts

Retrieves option contracts for underlying symbol(s).
Args:    underlying_symbols (Union[str, List[str]]): Underlying asset symbol(s)    expiration_date (Optional[date]): Specific expiration date    expiration_date_gte (Optional[date]): Minimum expiration date    expiration_date_lte (Optional[date]): Maximum expiration date    expiration_expression (Optional[str]): Natural language    strike_price_gte (Optional[str]): Minimum strike price    strike_price_lte (Optional[str]): Maximum strike price    contract_type (Optional[str]): Filter by 'call' or 'put'    status (Optional[AssetStatus]): Filter by status    root_symbol (Optional[str]): Filter by root symbol    limit (Optional[int]): Maximum number of contracts to return
Returns:    str: List of option contracts with symbol, strike, expiration, type, and status

Retrieves option contracts for underlying symbol(s).
Args:    underlying_symbols (Union[str, List[str]]): Underlying asset symbol(s)    expiration_date (Optional[date]): Specific expiration date    expiration_date_gte (Optional[date]): Minimum expiration date    expiration_date_lte (Optional[date]): Maximum expiration date    expiration_expression (Optional[str]): Natural language    strike_price_gte (Optional[str]): Minimum strike price    strike_price_lte (Optional[str]): Maximum strike price    contract_type (Optional[str]): Filter by 'call' or 'put'    status (Optional[AssetStatus]): Filter by status    root_symbol (Optional[str]): Filter by root symbol    limit (Optional[int]): Maximum number of contracts to return
Returns:    str: List of option contracts with symbol, strike, expiration, type, and status

get_option_latest_quote

Retrieves and formats the latest quote for one or more option contracts. This endpoint returns real-timepricing and market data, including bid/ask prices, sizes, and exchange information.
Args:    symbol_or_symbols (Union[str, List[str]]): Option contract symbol(s) (e.g., 'AAPL230616C00150000' or ['AAPL230616C00150000', 'MSFT230616P00300000'])    feed (Optional[OptionsFeed]): Data feed source (OptionsFeed.OPRA or OptionsFeed.INDICATIVE)        Default: OptionsFeed.OPRA if the user has the options subscription, OptionsFeed.INDICATIVE otherwise
Returns:    str: Formatted string containing the latest quote information including:        - Ask Price, Ask Size, Bid Price, Bid Size, Ask Exchange, Bid Exchange, Trade Conditions, Tape Information, Timestamp (in UTC)
Note:    This endpoint returns real-time market data. For contract specifications and static data,    use get_option_contracts instead.

Retrieves and formats the latest quote for one or more option contracts. This endpoint returns real-timepricing and market data, including bid/ask prices, sizes, and exchange information.
Args:    symbol_or_symbols (Union[str, List[str]]): Option contract symbol(s) (e.g., 'AAPL230616C00150000' or ['AAPL230616C00150000', 'MSFT230616P00300000'])    feed (Optional[OptionsFeed]): Data feed source (OptionsFeed.OPRA or OptionsFeed.INDICATIVE)        Default: OptionsFeed.OPRA if the user has the options subscription, OptionsFeed.INDICATIVE otherwise
Returns:    str: Formatted string containing the latest quote information including:        - Ask Price, Ask Size, Bid Price, Bid Size, Ask Exchange, Bid Exchange, Trade Conditions, Tape Information, Timestamp (in UTC)
Note:    This endpoint returns real-time market data. For contract specifications and static data,    use get_option_contracts instead.

get_option_snapshot

Retrieves comprehensive snapshots of option contracts including latest trade, quote,implied volatility, and Greeks.
Args:    symbol_or_symbols (Union[str, List[str]]): Option symbol(s)    feed (Optional[OptionsFeed]): Data feed source (OPRA or INDICATIVE)
Returns:    str: Snapshot with quote, trade, implied volatility, and Greeks for each contract

get_option_chain

Retrieves option chain data for an underlying symbol, including latest trade, quote,implied volatility, and greeks for each contract.
Args:    underlying_symbol (str): The underlying symbol    feed (Optional[OptionsFeed]): Data feed source (OPRA or INDICATIVE)    contract_type (Optional[str]): Filter by contract type ('call', 'put', or None for both)    strike_price_gte (Optional[float]): Minimum strike price filter    strike_price_lte (Optional[float]): Maximum strike price filter    expiration_date (Optional[Union[date, str]]): Exact expiration date (YYYY-MM-DD)    expiration_date_gte (Optional[Union[date, str]]): Minimum expiration date    expiration_date_lte (Optional[Union[date, str]]): Maximum expiration date    root_symbol (Optional[str]): Filter by root symbol    limit (Optional[int]): Max snapshots to return (1-1000)
Returns:    str: Option chain with quote, trade, IV, and greeks for each contract

Retrieves option chain data for an underlying symbol, including latest trade, quote,implied volatility, and greeks for each contract.
Args:    underlying_symbol (str): The underlying symbol    feed (Optional[OptionsFeed]): Data feed source (OPRA or INDICATIVE)    contract_type (Optional[str]): Filter by contract type ('call', 'put', or None for both)    strike_price_gte (Optional[float]): Minimum strike price filter    strike_price_lte (Optional[float]): Maximum strike price filter    expiration_date (Optional[Union[date, str]]): Exact expiration date (YYYY-MM-DD)    expiration_date_gte (Optional[Union[date, str]]): Minimum expiration date    expiration_date_lte (Optional[Union[date, str]]): Maximum expiration date    root_symbol (Optional[str]): Filter by root symbol    limit (Optional[int]): Max snapshots to return (1-1000)
Returns:    str: Option chain with quote, trade, IV, and greeks for each contract