It is now possible to request more than 10,000 trades using get_trade…

…s_async [see Bug alpacahq#790]
mj-z-ali · Oct 14, 2024 · f4bdc72 · f4bdc72
1 parent 9f75328
commit f4bdc72
Showing 1 changed file with 2 additions and 2 deletions.
diff --git a/alpaca_trade_api/rest_async.py b/alpaca_trade_api/rest_async.py
@@ -5,7 +5,7 @@
     EntityList, TradeV2, QuoteV2
 import pandas as pd
 from alpaca_trade_api.common import URL, get_credentials, get_data_url
-
+from alpaca_trade_api.rest import DATA_V2_MAX_LIMIT
 
 class AsyncRest:
     def __init__(self,
@@ -80,7 +80,7 @@ async def get_trades_async(self, symbol, start, end, limit=1000):
         payload = {
             "start": start,
             "end":   end,
-            "limit": limit,
+            "limit": min(DATA_V2_MAX_LIMIT, limit),
         }
         df = await self._iterate_requests(symbol, payload, limit, _type,
                                           TradesV2)