Alpaca alters past bars trades value

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 :wave:

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.