Capture Alpaca Create

Create Alpaca Capture

Create an Alpaca capture using flowctl to stream stock trade data from the Alpaca Market Data API into Estuary collections — both a historical backfill and a low-latency real-time stream, in parallel.

Applies to: source-alpaca (Alpaca Market Data connector)

Step 0: Load Connector Documentation

Before proceeding, fetch the official connector docs for prerequisites, config reference, and limitations.

Load the docs page: https://docs.estuary.dev/reference/Connectors/capture-connectors/alpaca/

Use WebFetch to load this page. It covers:

• The dual-API model (Trades REST API for backfill + Data API websocket for real-time)
• Supported symbols (8000+ stocks/ETFs, max 20 per capture)
• Plan requirements (Free/iex vs. Unlimited/sip)
• Full config property reference
• The historical/real-time overlap and how to reconcile duplicates

Search Kapa for tribal knowledge (if the Estuary MCP is configured):

Search kapa ai knowledge sources for "capture alpaca common issues"

If Kapa MCP is not configured, the user can set it up: https://docs.estuary.dev/features/mcp-integration/

This skill provides the flowctl workflow and troubleshooting that docs don't cover.

How this connector works

Alpaca captures trade data using two APIs at once:

• Trades REST API — performs a historical backfill from your start_date forward until it catches up to the present.
• Data API websocket — opens a real-time stream from the present moment and runs indefinitely until you stop the capture.

All symbols in a capture land in a single collection via one binding (trades). Because the backfill catches up to where the live stream began, the two streams overlap and produce some duplicate trade documents — this is expected and reconcilable (see Limitations and Troubleshooting).

Step 1: Gather Requirements

Before writing any YAML, ask the user:

1. Alpaca account + API credentials? — They need an Alpaca account and its API Key ID and Secret Key (generate in the Alpaca dashboard under API Keys). Unlike OAuth connectors, this is plain key auth, so the whole flow can be completed from the CLI.
2. Which plan — Free or Unlimited? This drives the feed and is_free_plan settings:
   • Free plan → feed: iex, advanced.is_free_plan: true. Data is a smaller sample and delayed 15 minutes.
   • Unlimited plan → feed: sip for complete, real-time SIP data.
3. Which symbols? — A comma-separated list, maximum 20 per capture. To track more than 20, set up multiple captures and split symbols between them.
4. Start date for the backfill? — Must be no earlier than 2016-01-01T00:00:00Z (Alpaca's earliest available data). Note this has no effect if changed after the capture has started.
5. Stop date? (optional) — Set advanced.stop_date to halt the historical backfill at a fixed date (e.g. for a bounded one-time load).
6. Backfill-only or real-time-only? (optional, advanced) — By default the connector runs both. advanced.disable_real_time: true gives a backfill-only load; advanced.disable_backfill: true gives a stream-only capture.
7. Non-default data plane? — Most users use the default. Ask if they need a non-default data plane.

Step 2: Find the Correct Connector Version

Always use the latest numbered version tag. Query the connector registry to find it:

flowctl raw get --table connector_tags \
  --query 'documentation_url=eq.https://go.estuary.dev/source-alpaca' \
  --query 'select=image_tag,documentation_url' \
  --output yaml

Use the returned image_tag — never hardcode a version. (The docs sample shows :v1, but confirm against the registry.)

Step 3: Help User Complete Prerequisites

1. Create / locate Alpaca API keys — In the Alpaca dashboard, generate an API Key ID and Secret Key. The secret key is shown only once at creation; regenerate if lost.
2. Confirm the plan ↔ feed pairing (see Step 1). Using feed: sip without an Unlimited subscription will fail with a subscription/permission error.
3. Verify symbols are supported — Alpaca supports 8000+ stocks and ETFs. To check a symbol, use the Alpaca Broker API. Keep the list to ≤ 20.

No browser redirect is required — once the keys are in hand, everything else runs in flowctl.

Step 4: Create the Capture Spec File

Build flow.yaml using the config reference from the docs:

captures:
  <TENANT>/<PATH>/source-alpaca:
    endpoint:
      connector:
        image: ghcr.io/estuary/source-alpaca:<VERSION>
        config:
          api_key_id: "<ALPACA_API_KEY_ID>"
          api_secret_key: "<ALPACA_API_SECRET_KEY>"
          feed: iex                       # iex (free) or sip (Unlimited plan)
          start_date: "2022-11-01T00:00:00Z"   # must be >= 2016-01-01T00:00:00Z
          symbols: "AAPL,MSFT,AMZN,TSLA,GOOGL"  # max 20, comma-separated
          advanced:
            is_free_plan: true            # set true on a Free plan (delays data 15 min)
            # disable_backfill: false     # set true for a stream-only capture
            # disable_real_time: false    # set true for a backfill-only load
            # stop_date: "2023-01-01T00:00:00Z"
            # max_backfill_interval: "24h"  # smaller helps when tracking many symbols
            # min_backfill_interval: "1m"
    bindings:
      - resource:
          name: trades
        target: <TENANT>/<PATH>/trades

Important:

• feed and is_free_plan must match the account's plan. Free plan → feed: iex and is_free_plan: true.
• start_date must be >= 2016-01-01T00:00:00Z, and is effectively immutable once the capture starts.
• symbols is a single comma-separated string, not a YAML list, and must contain ≤ 20 symbols.
• max_backfill_interval / min_backfill_interval are Go duration strings (e.g. 24h, 1m), not numbers.
• All symbols capture into the one trades collection.

Protect secrets before committing

api_secret_key is a secret — don't commit it in plain text. Encrypt it with Estuary's sops-based mechanism:

sops --encrypt \
  --input-type yaml --output-type yaml \
  --encrypted-suffix "_key" \
  --gcp-kms projects/<PROJECT>/locations/global/keyRings/<RING>/cryptoKeys/<KEY> \
  flow.yaml > flow.encrypted.yaml
mv flow.encrypted.yaml flow.yaml

Note: --encrypted-suffix "_key" matches both api_key_id and api_secret_key. The key ID isn't strictly secret, but encrypting both is harmless. flowctl decrypts sops-encrypted specs at publish time. See https://docs.estuary.dev/concepts/connectors/#protecting-secrets for AWS KMS / Azure Key Vault / age options.

Step 5: Discover and Publish

# Validate the spec and confirm the trades binding
flowctl discover --source flow.yaml

# Review the spec
cat flow.yaml

# Publish the capture
flowctl catalog publish --source flow.yaml --auto-approve

The connector exposes a single trades resource, so discovery is mostly a validation step here — you can also author the binding by hand as shown in Step 4.

Step 6: Verify

# Check status
flowctl catalog status <TENANT>/<PATH>/source-alpaca

# View logs
flowctl logs --task <TENANT>/<PATH>/source-alpaca --since 5m | jq -c '{ts, message}'

# Read captured trade data
flowctl collections read --collection <TENANT>/<PATH>/trades --uncommitted | head -10

Status progression:

1. PENDING — Normal for ~30 seconds during shard assignment
2. BACKFILLING — Historical backfill via the Trades REST API (runs in parallel with the live stream)
3. OK — Backfill caught up and/or real-time websocket stream running

What to expect in the data:

• On a Free plan, real-time trades arrive ~15 minutes delayed and are an iex-only sample.
• You'll see some duplicate trades where the backfill overlaps the live stream — expected (see Limitations).
• During U.S. market closed hours, the real-time stream is quiet; the backfill still runs.

Limitations

Maximum 20 symbols per capture

Capturing more than 20 symbols in a single capture can cause API errors. To track more, split symbols across multiple captures (each writing to its own collection).

Duplicate trade documents from overlapping streams

The historical backfill and the real-time stream overlap, producing duplicate trade documents with identical Alpaca properties but different Estuary metadata. Resolve them downstream:

• Standard (non-delta) updates materialization — Estuary deduplicates during materialization automatically. Most materialization connectors default to standard updates.
• Delta-updates-only materialization — ensure the destination supports the equivalent of lastWriteWins reductions.

Troubleshooting

401 Unauthorized / 403 Forbidden / "access key verification failed"

Cause: Wrong api_key_id / api_secret_key, a regenerated/revoked key, or keys from the wrong Alpaca environment.

Fix:

1. Re-copy the API Key ID and Secret Key from the Alpaca dashboard (the secret is shown only once — regenerate if you don't have it).
2. Confirm there's no stray whitespace/newline in the values.
3. Republish after updating the spec.

"subscription does not permit querying recent SIP data" / feed permission errors

Cause: feed: sip was set without an Alpaca Unlimited subscription. The full SIP feed requires a paid plan.

Fix: Either upgrade the Alpaca plan, or switch to the free feed: set feed: iex and advanced.is_free_plan: true. Free-plan data is an iex sample delayed 15 minutes.

Real-time data is ~15 minutes behind

Cause: Free plan. is_free_plan: true intentionally delays data by 15 minutes, and iex is a partial sample of the market.

Fix: This is expected on the Free plan. For complete, low-latency data, upgrade to Unlimited and use feed: sip (and remove/disable is_free_plan).

"websocket connection limit exceeded" / stream repeatedly disconnects

Cause: Alpaca permits only one concurrent market-data websocket connection per account. Running a second Alpaca capture, or using the same keys for another websocket client (a trading bot, a notebook, etc.), contends for that single connection.

Fix:

1. Ensure only one consumer uses these API keys' websocket at a time.
2. If you need multiple Alpaca captures (e.g. to exceed 20 symbols), use a separate Alpaca account / API keys per capture, since each account allows one stream.
3. As a workaround for a single account, set advanced.disable_real_time: true on all but one capture (the others become backfill-only).

"start_date must be no earlier than 2016-01-01" / config schema validation on start_date

Cause: start_date is before 2016-01-01T00:00:00Z (Alpaca's earliest data), or not an RFC 3339 timestamp.

Fix: Set start_date to 2016-01-01T00:00:00Z or later, in full timestamp form (e.g. 2022-11-01T00:00:00Z).

Changing start_date did nothing

Cause: start_date only takes effect at capture creation — it has no effect if changed after the capture has started.

Fix: To re-backfill from an earlier date, bump the binding's backfill counter (re-reads from the configured start_date) or delete and recreate the capture with the new start_date.

bindings:
  - resource: { name: trades }
    target: <TENANT>/<PATH>/trades
    backfill: 1   # increment to force a fresh backfill

API errors when capturing many symbols

Cause: More than 20 symbols in one capture, or large backfill windows straining the REST API.

Fix:

1. Keep symbols to ≤ 20; split across multiple captures otherwise.
2. Lower advanced.max_backfill_interval (e.g. "6h" or "1h") so each backfill request covers a smaller window — useful when tracking many symbols.

Duplicate trades in the destination

Cause: Expected — the backfill overlaps the real-time stream (see Limitations).

Fix: Materialize with standard updates (Estuary deduplicates automatically), or for delta-updates-only destinations ensure lastWriteWins-equivalent reduction support.

Backfill never finishes / "Config failed schema validation"

Cause: Common config mistakes:

• symbols written as a YAML list instead of a comma-separated string
• max_backfill_interval / min_backfill_interval given as a number instead of a Go duration string ("24h", "1m")
• is_free_plan not set while using feed: iex, or feed missing entirely

Fix: Match the spec in Step 4. symbols is one string; durations are quoted Go-duration strings; feed is required.

Capture stuck in PENDING

Wait 30-60 seconds — this is normal during shard assignment. If still stuck:

flowctl logs --task <TENANT>/<PATH>/source-alpaca --since 5m | jq 'select(.level == "error")'

No real-time data appearing

Cause: U.S. equity markets are closed (no live trades to stream), or advanced.disable_real_time: true is set, or the Free plan's 15-minute delay hasn't elapsed yet.

Fix:

1. Confirm market hours — the live stream is quiet when the market is closed; the backfill still runs.
2. Check disable_real_time is not set.
3. On a Free plan, allow for the 15-minute delay.

Related Skills

• materialize-clickhouse-create / materialize-snowflake-create / materialize-bigquery-create — Send captured trades to a warehouse (use standard updates to dedupe)
• estuary-connector-restart — Pause/restart the capture
• estuary-logs — Deep log analysis
• estuary-catalog-status — Status checking
• estuary-task-stats — Confirm trade throughput