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?
api.get_latest_bar(“msft”)
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
timestamp,open,high,low,close,volume,trade_count,vwap
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 = yf.download(tickers=‘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?
Why I get no reply from you after more than two weeks? I DID unsubscribe from my real data plan and will go somewhere else. I am very unhappy with this customer support und would discourage anybody to join Alpaca… a true disaster service with awful customer service…waste of time
Same question here. To me it seems that now get_bars and yf.download get very similar minute bar data (volume included). However, when I subscribe to a symbol then data are completely different and volume seems to be calculated differently. Any more information why this is happening?
Same issue here. I scratched my head trying to figure out why my strategy isn’t working as I backtested. Found out there is nothing wrong in the code, the real-time volumes are completely different than the ones showed on Yahoo Finance. And honestly - it does not matter which source has the “true” data here, Yahoo Finance are 1000 times larger and used by most traders/financiers which makes them correct.
Too bad I didn’t see the unanswered forum issues before putting all my eggs on the Alpaca basket.
Actually I noticed that Alpaca’s historical volume is lower than other platforms’, for example, TradingView.
Is Alpaca still unreliable with the market data? I was thinking of subscribing, seeing no response to this years old thread and no conclusion as to improvements is appalling. how can someone subscribe when it is known the market data is grossly inaccurate?
@vijay_K, Generally, Alpaca staff reply to forum posts when there are specifics to address. Unsubstantiated comments without specifics such as “historical volume is lower than other platforms” or “when I subscribe to a symbol then data are completely different and volume” are simply difficult to address.
Alpaca market data is typically very accurate. First, Alpaca uses full-market SIP data sourced from the two current SIPs. As a broker that trade and quote data is relied upon internally. The first thing anyone should do when comparing data providers is to look closely at where they source their data. Many providers have different plans that include different sources. TradingView, for example, offers several plans (see here). By default, the U.S. stock market data TradingView provides is Cboe Exchange. Thus, it’s slightly different from that of the primary exchanges and certainly not full market SIP data. To get the actual consolidated full market trade and NBBO quote data, it must be sourced from the SIPs. There are reasons and some benefits from sourcing data directly from the exchanges. It will not be full market data, but the exchanges can provide more types of data, such as level two quotes, which are not available from the SIPs.
While every data provider will have occasional errors, Alpaca data is in no way “grossly inaccurate”.