Alpaca daily bars for 2024-11-18 not good

Alpaca Market Data
1

many daily bars of this date are bad. (sip,splitsonly)
see bac,baba,bmy and probably many more :wink:
example for BAC
{“o”:46.72,“c”:46.72,“l”:46.72,“h”:46.72,“v”:10466.0,“t”:“2024-11-18T05:00:00Z”,“vw”:0.0,“n”:119}
Actual real data that actually yes do really happened in the real world:

{
    "status": "OK",
    "from": "2024-11-18",
    "symbol": "BAC",
    "open": 46.75,
    "high": 47.02,
    "low": 46.485,
    "close": 46.72,
    "volume": 29400366,
    "afterHours": 46.72,
    "preMarket": 46.7
}

btw these daily bars WERE OK on 11.19 but magically sometime after they were edited in alpaca and now we get shit data. yay :slight_smile:

2

Hi :wave:

Thank you for reporting this issue. You’re right, we had a small issue on 2024-11-19 (in after hours) and when we tried to fix that we made a mistake that messed up the 2024-11-18 daily bars.

I fixed them now:

{"c":46.72,"h":47.02,"l":46.485,"n":130925,"o":46.75,"t":"2024-11-18T05:00:00Z","v":32371771,"vw":46.778426}

We’re honestly sorry for the inconvenience. I’m taking steps to make sure this won’t happen again in the future.

Best regards,
Gergely Novák

3

This still happens for something like 300 tickers for this dates (11/19/2024,11/18/2024).

Could you please maybe run a script checking for them and fixing? if you want I can help.

4

I manually checked the following tickers: AAPL, AMD, F, NIO, TSLA, they all look fine. Can you please provide some examples?

5

Here are some tickers that might have this problem:
ACGR
ACSI
ADVE
AGGS
AGIH
AGMI
AGRH
AHOY
AMUB
ARCM
AREA
ARKC
ARVR
AVIE
AVNV
AZTD
BBBI
BBSB
BEEZ
BELT
BGRO
BILD
BLCR
BLLD
BMDL
BMED
BPAY
BRAZ
BULD
BWEB
BWET
BYRE
CAMX
CANQ
CARK
CARU
CCNR
CERY
CGIB
CGUI
CLNR
CPSA
CRED
CVAR
CVRD
DARP
DCAP
DECO
DFND
DIVG
DIVP
DMCY
DRAI
DVDN
DVND
DWAW
DWCR
EAFG
EAOA
EBUF
ECML
EDOG
EET
EFAS
EKG
ESIX
EUDV
EVHY
EVLU
EVNT
FBZ
FCSH
FLDB
FLDZ
FLSA
FMCX
FSZ
FTIF
FUSI
FYEE
GAST
GCLN
GMNY
GMUB
GMUN
GREI
GSFP
GUNZ
GURU
GVUS
HAPS
HAPY
HJUL
HKND
HYSD
IBAT
IBRN
IDAT
IDEC
ILIT
IPDP
IQRA
IQSM
IRVH
IVRS
IWDL
IWFG
JANH
JANJ
JCTR
JDVI
JFWD
JHDV
JHHY
JHID
JMID
JRE
JULH
KBUF
KDRN
KEMQ
KLMT
KOCG
KOKU
KONG
KPOP
KSEA
KWT
LCLG
LDEM
LFAE
LFAX
LGHT
LIVR
LJAN
LJUL
LOPP
LRND
LSEQ
LVOL
MAKX
MAPP
MAYU
MBND
MBNE
MCDS
MFLX
MGRO
MKAM
MLDR
MNTL
MOTE
MOTG
MSTI
MSTU
MSTZ
MVPL
NAUG
NBFC
NBGR
NJNK
NOVV
NRSH
NSCS
NUSA
NWLG
NXTI
NXTV
NZUS
OBOR
OCIO
ODDS
OND
ONEO
PABD
PATN
PCCE
PCEM
PEMX
PIT
PJBF
PJFM
PJFV
PMIO
PSCD
PSCM
PSCW
PSMD
PTEC
PWER
QIG
QMID
QTR
QVMM
QVMS
QYLE
RCM
REKT
RENW
RFEU
RITA
RMCA
RMNY
RNEW
ROIS
SAWS
SCDL
SCDS
SCLZ
SECR
SHPP
SHRY
SHUS
SMI
SNPD
SNPV
SOLR
SPAQ
SPAX
SPDG
SPIN
SPMV
SPQ
SPXV
SRHQ
SSPY
STAX
SUPL
SYNB
TAFL
TBFG
TEMP
THRO
TINT
TMET
UBR
UCIB
UCRD
UIVM
ULVM
UNIY
UPGR
USCA
USCL
USML
USNZ
UTRE
VERS
VETZ
VNSE
WRND
XB
XFIX
XHYC
XHYE
XHYF
XHYI
XJUL
XMAY
XNAV
XRLX
XTR
XVOL
ZSC

6

You’re right, the issue is this time with the 2024-11-19 bars for exotic symbols with low trading volume. The root cause I found is that the trades with the official closing prices are missing. Actually this is related to the issue I mentioned in my previous message and unfortunately, I cannot easily fix it. But I’m going to, and will get back to you on this thread once it’s done.

1 Like
7

I’m thrilled to let you know that we finally solved this issue. For example

SYMBOL|TIMESTAMP           |OPEN   |HIGH   |LOW    |CLOSE  |VOLUME|TRADECOUNT|VWAP
EET   |2024-11-18T05:00:00Z|53.255 |53.8137|53.255 |53.8137|964   |25        |53.378247
EET   |2024-11-19T05:00:00Z|53.8092|53.8092|53.8092|53.8092|320   |17        |53.8092

@Super_Richman Could you please also check if everything looks good now?

8

checking for you.. yes

9

Hi @Gergely_Alpaca I have a code downloading after end of day daily sip adjusted all and re-downloading the day after, I am adding a sample of the results here. if you want i can give you the full csv and the code checking for these data bugs, just ask.

ticker,date,o,h,l,c,re_fetched_date,o,h,l,c,wrong_values
AADR,2025-11-14,83.0,84.4399,83.0,83.93,2025-12-23T17:02:48.485032-05:00,82.9,84.34,82.9,83.83,ohlc
AADR,2025-11-17,83.09,84.22,83.09,83.14,2025-12-23T17:02:48.485032-05:00,82.99,84.12,82.99,83.04,ohlc
AADR,2025-11-18,82.5471,82.9745,82.14,82.9745,2025-12-23T17:02:48.485032-05:00,82.45,82.87,82.04,82.87,ohlc
AADR,2025-11-19,84.53,84.53,82.29,82.935,2025-12-23T17:02:48.485032-05:00,84.43,84.43,82.19,82.83,ohlc
AADR,2025-11-20,85.05,85.05,80.72,80.72,2025-12-23T17:02:48.485032-05:00,84.95,84.95,80.62,80.62,ohlc
AADR,2025-11-21,82.18,82.18,79.41,81.1237,2025-12-23T17:02:48.485032-05:00,82.08,82.08,79.31,81.03,ohlc
AADR,2025-11-24,80.96,83.21,80.96,83.21,2025-12-23T17:02:48.485032-05:00,80.86,83.11,80.86,83.11,ohlc
AADR,2025-11-25,83.03,84.122,83.03,84.122,2025-12-23T17:02:48.485032-05:00,82.93,84.02,82.93,84.02,ohlc
AADR,2025-11-26,85.45,85.45,84.74,85.35,2025-12-23T17:02:48.485032-05:00,85.35,85.35,84.64,85.25,ohlc
AADR,2025-11-28,86.6,86.6,85.3801,86.0124,2025-12-23T17:02:48.485032-05:00,86.49,86.49,85.28,85.91,ohlc
AADR,2025-12-01,86.02,86.02,84.99,85.26,2025-12-23T17:02:48.485032-05:00,85.92,85.92,84.89,85.16,ohlc
AADR,2025-12-02,85.34,85.5224,84.93,84.952,2025-12-23T17:02:48.485032-05:00,85.24,85.42,84.83,84.85,ohlc
AADR,2025-12-03,84.46,85.35,84.46,84.915,2025-12-23T17:02:48.485032-05:00,84.36,85.25,84.36,84.81,ohlc
AADR,2025-12-04,85.095,85.86,84.77,85.125,2025-12-23T17:02:48.485032-05:00,84.99,85.76,84.67,85.02,ohlc
AADR,2025-12-05,85.815,85.815,84.935,84.935,2025-12-23T17:02:48.485032-05:00,85.71,85.71,84.83,84.83,ohlc
AADR,2025-12-08,86.09,86.09,84.93,84.93,2025-12-23T17:02:48.485032-05:00,85.99,85.99,84.83,84.83,ohlc
AADR,2025-12-09,85.35,85.595,85.215,85.215,2025-12-23T17:02:48.485032-05:00,85.25,85.49,85.11,85.11,ohlc
AADR,2025-12-10,84.92,85.4728,84.92,85.4728,2025-12-23T17:02:48.485032-05:00,84.82,85.37,84.82,85.37,ohlc
AADR,2025-12-11,86.41,86.765,86.321,86.71,2025-12-23T17:02:48.485032-05:00,86.31,86.66,86.22,86.6,ohlc
AADR,2025-12-12,87.99,87.99,85.41,85.41,2025-12-23T17:02:48.485032-05:00,87.88,87.88,85.31,85.31,ohlc
AADR,2025-12-15,85.17,85.58,85.17,85.58,2025-12-23T17:02:48.485032-05:00,85.07,85.48,85.07,85.48,ohlc
AADR,2025-12-16,85.2412,85.2454,85.02,85.02,2025-12-23T17:02:48.485032-05:00,85.14,85.14,84.92,84.92,ohlc
AADR,2025-12-17,87.54,87.54,84.6961,84.6961,2025-12-23T17:02:48.485032-05:00,87.43,87.43,84.59,84.59,ohlc
AADR,2025-12-18,84.5,84.84,84.5,84.84,2025-12-23T17:02:48.485032-05:00,84.4,84.74,84.4,84.74,ohlc
AADR,2025-12-19,86.0799,86.0799,85.64,85.64,2025-12-23T17:02:48.485032-05:00,85.98,85.98,85.54,85.54,ohlc
AAPW,2025-11-14,40.72,41.77,40.69,40.9,2025-12-23T17:02:48.485032-05:00,40.49,41.53,40.46,40.67,ohlc
AAPW,2025-11-17,40.81,40.81,39.97,40.22,2025-12-23T17:02:48.485032-05:00,40.58,40.58,39.74,39.99,ohlc
AAPW,2025-11-18,40.76,40.76,39.87,40.3,2025-12-23T17:02:48.485032-05:00,40.53,40.53,39.65,40.07,ohlc
AAPW,2025-11-19,40.24,41.02,40.19,40.29,2025-12-23T17:02:48.485032-05:00,40.01,40.79,39.97,40.06,ohlc
AAPW,2025-11-20,41.12,41.59,39.95,39.95,2025-12-23T17:02:48.485032-05:00,40.89,41.35,39.72,39.72,ohlc
AAPW,2025-11-21,39.81,41.25,39.81,40.64,2025-12-23T17:02:48.485032-05:00,39.59,41.01,39.59,40.41,ohlc
AAPW,2025-11-24,41.15,41.96,41.15,41.86,2025-12-23T17:02:48.485032-05:00,40.92,41.73,40.92,41.62,ohlc
AAPW,2025-11-25,41.74,42.52,41.74,41.92,2025-12-23T17:02:48.485032-05:00,41.5,42.28,41.5,41.68,ohlc
AAPW,2025-11-26,42.02,42.35,41.87,42.14,2025-12-23T17:02:48.485032-05:00,41.79,42.11,41.63,41.9,ohlc
AAPW,2025-11-28,41.89,42.33,41.72,42.33,2025-12-23T17:02:48.485032-05:00,41.65,42.09,41.48,42.09,ohlc
AAPW,2025-12-01,41.95,43.28,41.87,43.06,2025-12-23T17:02:48.485032-05:00,41.72,43.03,41.63,42.82,ohlc
AAPW,2025-12-02,42.77,43.64,42.77,43.35,2025-12-23T17:02:48.485032-05:00,42.53,43.39,42.53,43.1,ohlc
AAPW,2025-12-03,43.43,44.11,42.99,42.99,2025-12-23T17:02:48.485032-05:00,43.18,43.86,42.75,42.75,ohlc
AAPW,2025-12-04,43.05,43.07,42.28,42.47,2025-12-23T17:02:48.485032-05:00,42.81,42.83,42.04,42.23,ohlc
AAPW,2025-12-05,42.65,42.68,42.09,42.09,2025-12-23T17:02:48.485032-05:00,42.4,42.44,41.85,41.85,ohlc
AAPW,2025-12-08,42.05,42.21,41.75,41.95,2025-12-23T17:02:48.485032-05:00,41.82,41.97,41.51,41.71,ohlc
AAPW,2025-12-09,42.21,42.35,41.91,41.91,2025-12-23T17:02:48.485032-05:00,41.97,42.11,41.68,41.68,ohlc
AAPW,2025-12-10,41.87,42.31,41.72,42.13,2025-12-23T17:02:48.485032-05:00,41.63,42.07,41.48,41.89,ohlc
AAPW,2025-12-11,42.34,42.34,41.36,42.06,2025-12-23T17:02:48.485032-05:00,42.1,42.1,41.12,41.83,ohlc
AAPW,2025-12-12,41.95,42.25,41.93,42.25,2025-12-23T17:02:48.485032-05:00,41.71,42.01,41.69,42.01,ohlc
AAPW,2025-12-15,42.59,42.59,41.1,41.16,2025-12-23T17:02:48.485032-05:00,42.35,42.35,40.87,40.93,ohlc
AAPW,2025-12-16,41.12,41.43,40.91,41.24,2025-12-23T17:02:48.485032-05:00,40.89,41.2,40.68,41.01,ohlc
AAPW,2025-12-17,41.35,41.6,40.753,40.85,2025-12-23T17:02:48.485032-05:00,41.12,41.36,40.52,40.62,ohlc
AAPW,2025-12-18,41.31,41.31,40.05,40.84,2025-12-23T17:02:48.485032-05:00,41.08,41.08,39.82,40.61,ohlc
AAPW,2025-12-19,40.91,41.12,40.66,41.12,2025-12-23T17:02:48.485032-05:00,40.68,40.89,40.43,40.89,ohlc

Overall about 1500 tickers have this problem (from 30000 tickers)