I’m new to Alpaca. I’ve been using it to get historical data and help me backtest in python. I noticed there seems to be a discrepancy in the data between Alpaca and TD Ameritrade/Google. For example I am looking at AAPL minute data on 2020-01-29. When I query Alpaca for the data I get values in the $300 range, but that does not line up with TD Ameritrade/Google. Google doesn’t show minute data but the daily price seems to line up with TD Ameritrade
Alpaca Vs. TD Ameritrade
Since I’m in python I tried to not use the python Alpaca API to see if the issue may have been in there. When I queried directly instead of using the API I still got the same results.
Do you see anything wrong I may be doing? It looks like the data is just off by a constant scalar ($242.93 by my estimate) since the minute data lines up relative to the other candles.