Yeah there are definitely a number of limitations if you are using just alpaca (which I limited myself to for this), which is why this project is intended for just a few basic use cases.

Did you try the Alpaca Market Data (streaming) they just released? You should be able to get real-time data now that is aggregated from multiple exchanges.

That's the 1 min bars I was talking about.

https://alpaca.markets/docs/api-documentation/api-v2/market-...

>Trades, quotes and minute bars are supported.

Couldn't you just make your own off the tick data you're streaming?

Alpaca streams bars not ticks.

Polygon offers 1 second bars (https://polygon.io/sockets) for $200/mo.

Cool! Know of any cheap 1 sec bar or less historical data sources?

IBS does live tick data for around $10 a month, smaller than 1sec. I hate IBS, but I hate paying $200 a month more, especially when I'm backtesting most months.

I came across https://tradier.com/products/brokerage-api which seems to provide historical data for free. I'm taking a look currently, so I'm unsure how good the data is.