Alpaca data issue

Alpaca Market Data
1 
| DateTime                  | Symbol | Open Price | High Price | Low Price | Close Price |   Volume |
|---------------------------+--------+------------+------------+-----------+-------------+----------|
| 2016-01-07 00:00:00-05:00 | AFL    |      13.46 |       28.7 |    13.415 |      28.605 |  7445550 |
| 2016-01-08 00:00:00-05:00 | AFL    |     28.835 |     28.895 |    13.345 |      13.365 |  5393454 |
| 2016-01-11 00:00:00-05:00 | AFL    |     13.445 |     28.645 |    13.265 |       28.53 |  6093874 |
| 2016-01-12 00:00:00-05:00 | AFL    |     28.815 |      28.91 |    13.435 |       13.62 |  5785796 |
| 2016-01-13 00:00:00-05:00 | AFL    |      13.75 |      28.65 |    13.395 |      28.445 |  8245602 |
| 2016-01-14 00:00:00-05:00 | AFL    |      28.51 |      28.82 |      13.5 |       13.51 |  7282536 |
| 2016-01-15 00:00:00-05:00 | AFL    |       13.2 |      13.44 |     13.17 |       13.34 | 11648954 |
| 2016-01-19 00:00:00-05:00 | AFL    |     13.455 |       28.5 |     13.31 |      13.315 |  5810886 |
| 2016-01-20 00:00:00-05:00 | AFL    |      13.08 |      13.24 |     12.86 |       13.09 | 10395348 |
| 2016-01-21 00:00:00-05:00 | AFL    |      13.14 |      13.31 |    13.045 |      13.155 |  8129944 |
| 2016-01-22 00:00:00-05:00 | AFL    |      13.37 |      13.51 |     13.33 |        13.5 |  7039736 |
| 2016-01-25 00:00:00-05:00 | AFL    |      13.49 |      13.58 |      13.3 |       13.33 |  9626374 |
| 2016-01-26 00:00:00-05:00 | AFL    |      13.44 |     28.905 |     13.42 |       28.76 |  3648528 |

I used get_barset to query the AFL stock price data. However, it seems that some of the data are not correct. The above paste is an example. The price of AFL raised from 13.46 to 28.605, and then went from 28.835 to 13.365 the next day.

Is this a possible data issue?

2

I have similar issue:

using the dates:
start = ‘2019-03-12T09:30:00-04:00’
end = ‘2019-03-12T16:00:00-04:00’
data = api.get_barset(symb, ‘15Min’, start=start, end=end)
the last data point is at 2019-03-12 15:45:00-04:00
Bar({‘c’: 181, ‘h’: 181, ‘l’: 180.53, ‘o’: 180.73, ‘t’: 1552419900, ‘v’: 115393})

Using the same dates:
df = api.polygon.historic_agg_v2(‘AAPL’, 15, ‘minute’, _from=start, to=end).df
I get also price information that is before and after the market trading hours
and the data for the last row is:
open 45.20750
high 45.25000
low 45.20750
close 45.24750
volume 12356.00000
vwap 45.23946
Name: 2019-03-12 19:45:00-04:00

  • Why is does “get_barset” give the wrong data?
  • why “historic_agg_v2” give data the show as if there trading when the market is closed?
  • how to fix those issues?
3

Was there a solution?