I am comparing data from Alpaca to Polygon and YFinance and am seeing differences. I have subscribed to the Alpaca Algotrader Plus plan.
When I query SPY minute-level data from 2024-12-17 to 2024-12-24, I see the following differences (subset of data summarized in a table):
Example (not shown in above screenshot):
SPY
2024-12-17 10:12:00
Alpaca is saying Open was 605.32 whereas Polygon and YFinance say it was 603.44.
The volumes are also all very different, with Alpaca saying at that time the volume was 217 compared to Polygon and YFinance saying it was 70,000+.
Am I missing something here? Why are there such big differences?