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

[WinJ]

I have reported this issue a while back, and glad someone also found the same issue. Sadly I haven’t heard anything from Alpaca yet.

V2 websocket stream missing data compared to Polygon

I’m trying to do some simple test to check the quality of V2 stream data due to recent switch from Polygon to Pro plan. I was checking trade stream data, and seems like it is missing about 10% trade data compared to Polygon. I aggregated trade data for 10 minutes for both Pro plan and Polygon for a few tickers during exactly the same time period, and I consistently saw about 8-15% of trade data missing for different tickers on Alpaca Pro. For example, between March 1st 13:50pm to 14:00pm: Tic…

One thing I found is Polygon contains dark pool and I guess Alpaca doesn’t.