Accuracy of streaming / real-time volume and vwap

Hi, I have pro subscription and noticed that streaming data of stocks are not accurate. I used Yahoo Finance API and TC2000 to get real-time data of e.g., a stock like MSFT. I noticed that the Volume value of Alpaca is usually less than volume value which I get from Yahoo Finance and TC2000. Therefore, VWAP is also wrong and does not match with VWAP of TC2000. Why it is like this? Do I do something wrong?


No reply yet!!! The support is awful. I will unsubscribe and go somewhere else!!! How can a company be an API-First company without providing reliable data???

Maybe I am wrong and you are the only one who provide reliable data, but please say something and answer the threads in the forum… I hate dead forums…

Hi @Arya_Mousavi - can you share any request and response examples? Additionally, are you sure you’re subscribed to the Unlimited plan - I’m seeing that you are using the Free plan.

Hi @Abel_Alpaca

my forum account is not the same as my real account which I use for funding and pro subscription. So it is the reason that you see Free plan there. I have a real account with my real name.

Here is a snapshot from alpaca API (Stock MSFT - last couple of minutes today)

bar_df = api.get_bars(“MSFT”, TimeFrame.Minute, “2022-01-14”, “2022-01-14”, adjustment=‘all’).df

2022-01-14 15:29:00+00:00,309.4,309.89,309.37,309.76,223754,2400,309.663944
2022-01-14 15:30:00+00:00,309.77,310.17,309.76,309.97,229841,2957,309.962446
2022-01-14 15:31:00+00:00,309.96,310.1,309.9,309.9775,135451,1580,310.004808
2022-01-14 15:32:00+00:00,309.98,310.19,309.95,310.0,128763,1605,310.052902
2022-01-14 15:33:00+00:00,310.01,310.2597,309.68,309.9644,165898,2166,309.998747
2022-01-14 15:34:00+00:00,309.965,310.15,309.82,310.03,107797,1185,309.946884

Here is the result from Yahoo Finance API (MSFT account)
data =‘MSFT’, period=‘1d’, interval=‘1m’)

Datetime,Open,High,Low,Close,Adj Close,Volume
2022-01-14 15:29:00-05:00,309.3999938964844,309.8900146484375,309.3699951171875,309.760009765625,309.760009765625,223755
2022-01-14 15:30:00-05:00,309.760009765625,310.1610107421875,309.760009765625,309.9700012207031,309.9700012207031,230113
2022-01-14 15:31:00-05:00,309.9599914550781,310.1000061035156,309.9100036621094,309.9775085449219,309.9775085449219,135391
2022-01-14 15:32:00-05:00,309.9800109863281,310.19000244140625,309.9501037597656,310.0,310.0,129458
2022-01-14 15:33:00-05:00,310.0299987792969,310.25970458984375,309.7200012207031,309.9643859863281,309.9643859863281,176942
2022-01-14 15:34:00-05:00,309.9649963378906,310.1434020996094,309.82000732421875,310.0299987792969,310.0299987792969,108443

Why Alpaca API provide data which has less Volume than Yahoo Finance??? My feeling is that one exchange might be missing in the pro subscription?