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Read equity and option prices

Put US equities' closes, bars, quotes and trades, and listed options' chains, into your deployment's lake from a data plugin, and read them from any plugin entitled to them. You need chart 0.1.538 and CLI 0.1.60.

Plugin What it records Its key
Databento Closes and daily bars, the last sale and quotes, every trade, and OPRA option chains A Databento API key; you say on Settings whether your plans reach real time or history only
Massive Closes and bars, trades and quotes from the consolidated feeds, and OPRA option chains, real time or delayed A Massive API key
Alpaca Daily closes and bars, live prices and trades for US stocks and ETFs An Alpaca API key and secret
Tradier Daily closes, live or delayed prices, and option chains A Tradier access token

1. Launch it and enter its key

Install the plugin from Browse on the dashboard's Plugins page, or with meridian plugin install <listing> --note "<why>", and approve its data role. Then, under Manage → Settings, enter the key: a secret setting, never shown again, logged or sent anywhere but the vendor. Databento also asks for a Stocks plan and an Options plan, each Real time or Historical only; it opens no live session until you choose Real time. Connection then says whether the key is set and whether the vendor answered, never the key itself.

2. License and entitle its datasets

On the deployment's Data sources page a deployment admin:

  1. licenses each dataset your plan reaches (Databento's daily, live, trades and options; Alpaca's daily, live and trades), each starting from the vendor's terms, with a note;
  2. entitles the plugins that read prices, trades, quotes and chains;
  3. sets the priority where two datasets record the same prices.

Nothing is read from the vendor until an entitled plugin asks.

3. Read them

A plugin holding reporting, portfolio, signal or ems reads closes with list_prices; signal and ems read trades and quotes with list_trades and list_quotes; and a chain is read with chains.read_expirations and chains.read_chain. See Read trades and quotes, Record and read an option chain and Fast data retrieval.

Datasets, under Manage, shows each dataset with what was recorded and declined; Connection the calls made and each live session.