Am I using wrong timestamp?

[Seonwoo_Kim]

I’m trying to fetch the initial 5 min date when the New York market opens at UTC 13:30:00Z.

Considering the time gap, I thought 13:30:00Z will be fine to be 09:30:00Z in New York time.

But the result I’m getting is somewhat so much different from what I’m observing from TradingView.

Of course I understand they are fetching different market data there must be a difference.

But the gap I’m seeing is not simply the gap, but completely wrong trend.

I’m trying to observe if the stock burst up with high volume at the first 5 min.

Alpaca says it is, but it’s so quiet (Hundreds of volume..) which doesn’t make sense.

Am I using the API in a wrong way?

Please correct me if I’m wrong.

Alpaca API call :

curl --request GET \
     --url 'https://data.alpaca.markets/v2/stocks/bars?symbols=EXLS&timeframe=5Min&start=2025-09-17T13:30:00Z&end=2025-09-17T13:34:00Z&limit=1000&adjustment=raw&feed=sip&sort=asc' \
{API_KEY_REDACTED}
     --header 'accept: application/json'

>>>

{
  "bars": {
    "EXLS": [
      {
        "c": 42.755,
        "h": 42.78,
        "l": 42.245,
        "n": 200,
        "o": 42.3,
        "t": "2025-09-17T13:30:00Z",
        "v": 30618,
        "vw": 42.392441
      }
    ]
  },
  "next_page_token": null
}

What I’m getting on Trading View :

The volume for the first 5min was 1.21K which is not a burst compared to previous days.

[Dan_Whitnable_Alpaca]

@Seonwoo_Kim You are asking why the TradingView volume shows as 1.21k? Your times are correct. The volumes on TradingView seem incorrect. TradingView volumes are often low. From what I’ve seen in the past, they exclude many trades from their volume calculations. Typically, all actual trades are included in volume calculation. The SIPs recommendation is to only exclude trades with trade conditions M, Q, 9. See here for how bars are aggregated.

Below are the minute bars which make up the 9:30 5Min bar and the volumes definitely sum to more than 1.5k.

Hope that helps.