Alpaca Market Data

 

A Gloomberb plugin that serves US-listed equities and ETFs from Alpaca Market Data ahead of Gloom Cloud. Alpaca's free plan includes the IEX feed in real time, so quotes, streamed trades, intraday and daily bars, and options chains arrive live instead of fifteen minutes behind.

It registers one asset-data capability (provider id alpaca, priority 5) and answers only for tickers Alpaca lists as active US equities. Everything else falls through to Gloom Cloud as before.

What comes from where

A quote carries providerId: "alpaca" and dataSource: "live" when Alpaca answered it. gloomberb quote AAPL --json shows both.

Install

gloomberb install TestRxMD/gloom-alpaca-data

Needs Gloomberb 0.17.2 or newer and a free Alpaca API key pair (see Setup).

Setup

1. Create a free account at app.alpaca.markets and

generate an API key pair. Paper-trading keys are fine: market data is the same for paper and live keys, and the free Market Data plan comes with either.

2. Install the plugin:

   gloomberb install TestRxMD/gloom-alpaca-data

or, from a checkout, gloomberb plugin link ./gloom-alpaca-data.

3. In Gloomberb open the Plugins pane (PL), select Alpaca Market Data and

press s, or run the Set up Alpaca Market Data command. Enter the key ID and secret, and pick *Paper* or *Live* to match the account the pair belongs to (the asset catalogue and market clock are read from that account's trading API host).

The values are stored under pluginConfig["alpaca-data"] in Gloomberb's config.json. CLI commands such as gloomberb quote read them from there, so they work without the app running. The pair can also come from the environment as APCA_API_KEY_ID / APCA_API_SECRET_KEY (or ALPACA_API_KEY / ALPACA_SECRET_KEY, with ALPACA_PAPER=false for live keys).

Check that it loaded:

gloomberb plugin doctor gloom-alpaca-data
gloomberb quote AAPL --json

What to expect from the IEX feed

• Prices are IEX prints. IEX handles a few percent of US volume, so the last

trade can differ by a cent or two from the consolidated tape, and the day's volume is IEX volume only, not the consolidated total.

• After hours is thin. IEX trades 8:00 to 17:00 New York (pre-market from

8:00, a short post-market to 17:00), so a quote after 17:00 shows the regular close with the last IEX print beside it, and a pre-market quote before 8:00 is the previous close.

• Bid and ask are IEX's top of book. An empty side (a one-cent bid after the

close) is dropped rather than shown.

• Charts show regular-hours bars (09:30 to 16:00) unless the chart asks for

extended hours. History reaches back to 2016 at every resolution.

• Options use Alpaca's indicative feed: real-time, derived quotes. Implied

volatility is shown when the feed includes it, otherwise 0: during the session roughly the strikes near the money carry it (checked 2026-10-15, AAPL weekly: 19 of 95 calls and 21 of 95 puts), deep in-the-money contracts and pre-market chains come without it. Open interest is the prior session's, dated in the chain's openInterestAsOf.

• One streaming connection. A free account holds one websocket. Another

process on the same keys (a bot, a second Gloomberb) takes it over, and the plugin falls back to re-reading snapshots once a minute until it is free. Two Gloomberbs at once (the terminal app and the desktop app, or either one and gloomberb api subscribe) are the usual case: Alpaca answers the second one 406 connection limit exceeded, and whichever connected first keeps streaming. The app shows a toast and a debug-log line once when that happens and once when the connection is free again; the second instance retries every 30 seconds in between. A CLI command has no logger, so there --json output simply keeps "delivery": "poll" with a fresh seed every minute.

• Sessions and holidays. The market state is derived from the New York

clock, corrected by Alpaca's market clock for holidays during regular hours.

• Silent sockets. Alpaca's stream sends no heartbeat, so a websocket left

half-open by a network change (sleep, Wi-Fi roaming, an IPv6 flap) looks like a quiet market. Streamed symbols are re-seeded from a snapshot once a minute anyway; when that snapshot's latest trade is more than 45 seconds newer than the stream's last message, the socket is dropped and reopened, with a "silent for Ns while trades printed" line in the debug log.

Development

The plugin is plain TypeScript with no dependencies beyond the host. It uses httpFetch from gloomberb/utils for REST and the native WebSocket for streaming, so it compiles for the terminal, the desktop view and the web app.

bun install            # dev dependencies: typescript and type packages
bun run link-host      # clone Gloomberb at the installed version and link it into node_modules
bun run typecheck
bun test               # mapper tests against recorded Alpaca responses in fixtures/
gloomberb plugin link . && gloomberb plugin doctor gloom-alpaca-data

link-host mirrors what Gloomberb does at install time for a source-run host: one copy of gloomberb and react, linked rather than installed. A packaged Gloomberb (the .app) has no source tree to link, so the script keeps a checkout under ~/.cache/gloomberb-host (GLOOMBERB_SRC overrides the path, GLOOMBERB_VERSION the tag).

Continuous integration

• CI (.github/workflows/ci.yml) runs on every push and pull request. It

links Gloomberb at the tag matching minGloom in gloom.json, then runs bun run typecheck and bun test. When the repository secrets APCA_API_KEY_ID and APCA_API_SECRET_KEY are present it also opens the IEX websocket for a 20-second authenticate-and-subscribe handshake; forks without the secrets skip that step and still pass.

• Stream check (.github/workflows/stream-check.yml) runs on weekdays at

13:42 UTC (9:42 AM New York during daylight time, 8:42 AM during standard time) and on demand. It watches SPY and AAPL for 45 seconds and fails when no trade arrives. A failed scheduled run emails the repository owner through GitHub's default notification settings. The run is kept short because a free Alpaca account allows one websocket, and the check takes it away from any local Gloomberb on the same keys while it runs. A run outside IEX hours or on a market holiday is expected to fail.

Layout

Why priority 5

The provider router sorts sources by the lowest priority among a source's capabilities. Gloom Cloud's market provider declares 100, but its news capability declares 10, so Gloom Cloud sorts at 10. A market provider that wants to be asked first has to sit below that.

License

MIT