Alpaca web socket trade stream have 20 percent less trades than Polygon Trade stream

[Homer]

bar’s and polygon aside… just posted this on a different thread (link below)

if you just query alpaca for all trades on a given day and add up the volume it comes up short of what brokerage apps and yahoo show. im trying to figure that one out. its a similar seeming kind of issue so i wanted to share.

Alpaca volumes question - off from brokerages and yahoo by 25%?

hello. i have a volume question. when i add up the volume on, say SPY, for 2022-09-16 looking through the history of trades on that day then i end up somewhere around 80 million shares. And, that is before excluding the types of trade conditions alpaca excludes per exchange rules (e.g. M,Q,8,9) on when to add to the volume count so it would even less. now if you go over to yahoo and look at their volume for that day you see 103 million as well as ToS’s app and other brokerage apps. i added vol…