Considering the following API call:
https://data.alpaca.markets/v1/bars/1D?symbols=HBIO
And a subsampled result:
{
“t”: 1589428800,
“o”: 2.62,
“h”: 2.65,
“l”: 2.5,
“c”: 2.6,
“v”: 154908
}
This time stamp refer to May 14, 2020.
However, if I cross-validate with other source ,volume should be ~81K.
Why such a big difference?
Thank you for the report. Please keep in mind that Data API is aggregate of 5 exchanges and does not necessarily match the fully consolidated data.
So does this mean it will be inaccurate and there is nothing I can do to fix it? I was wondering if purchasing the premium API package it will solve the inaccurate volume issues. Will it? @hitoshi
