I am noticing that Alpaca’s rest latest tick/bar/price data is delayed by up to 3 minutes. I am pulling 15min SPY candle ohlcv data from the Alpaca restful endpoint.
Our code checks on the first, third, and tenth second for 3 minutes. The few candles today at 9:30am, 9:45am, … 11:30am all pulled 1-3 minutes late (disregard the missed signals, my BTC bot is overlapping on the 1h). I understand a few seconds delay is okay, but a delay of several minutes for 15 minute data is unreasonable. Below shows the timestamps of the live candle pulled today:
Date | Symbol | 15m Close Price | Signal
06-30-2020 11:31 AM | SPY | 306.755 | Buy
06-30-2020 11:16 AM | SPY | 306.83 | Sell
06-30-2020 10:46 AM | SPY | 305.655 | Buy
06-30-2020 10:32 AM | SPY | 305.55 | Buy
06-30-2020 10:16 AM | SPY | 305.51 | Buy
06-30-2020 09:47 AM | SPY | 304.8 | Sell
06-30-2020 09:31 AM | SPY | 304.2 | Buy
Is this delay for pulling latest candle data a known bug? Is Polygon’s endpoint more reliable to get the latest price data? Where can I get reliable live intraday SPY data?