all at NY time
trades value of 11.18.24
trades value at 11.19.24 03:03 AM is 437782
trades value at 11.19.24 03:31 AM is 437049
trades value at 11.20.24 03:26 AM is 437779
In simple words, the trades value of daily bar of 11.18.24 was edited twice after the bar was already closed. nice
Hi
Yes, Alpaca does alter past bars’ volume. The reason for this is canceled and corrected trades. Trades can be reported canceled or corrected a long time (possibly even days) after the bar’s end. So we regenerate the bars for a few days. This happens at around 3 AM New York time.
This can explain your experience. You can investigate these trades using the historical trades endpoint, or if you want, I can do it for you if you provide the symbol.