Bars API endpoint returning 0 close price, low price, high price

Alpaca Market Data
1

This is issue is devastating my automated program / incorrectly triggering notifications (that signal a percent drop… getting flooded by -100% drop). I’ve disabled automated trading for now because the outcome of this issue could be quite harmful.

Example:

curl -X GET "https://data.alpaca.markets/v1/bars/15Min?symbols=A,TM&start=2021-03-02T15:33:35.167Z&end=2021-03-02T15:34:35.167Z&limit=3"

Response:

{
   "A" : [
      {
         "o" : 123.435,
         "l" : 0,
         "t" : 1614699000,
         "c" : 0,
         "h" : 0,
         "v" : 220
      }
   ],
   "TM" : []
}

Last time the service was having a serious issue I contacted support and they told me to come here. This seems really bad. Any suggestions?

According to the status page everything is fine. Makes no sense.

In a UI I built the result looks something like this:

Screen Shot 2021-03-02 at 5.05.56 PM
Screen Shot 2021-03-02 at 5.05.56 PM1178×858 96.7 KB

3 Likes
2

The barset close price drops to zero as shown in this jpeg

can20210302barset
can20210302barset1256×477 98.9 KB

3

So, you’re also reproducing the issue. I’m reproducing the issue on many stocks.

4

FWIW this issue is also reported in this topic: Unreliable bars data

5

I got the issue for today as well. I’m using the python SDK, get_barset has 0’s in stock’s close price. A screenshot of one example attached.

Screen Shot 2021-03-02 at 10.12.05 AM
Screen Shot 2021-03-02 at 10.12.05 AM580×548 66.1 KB

6

At least the web GUI is keeping the correct price…

APP_ERROR2

7

sounds like someone is not getting a price feed from dropped sockets why not just reconnect on NaN?

9

@kris - 0 is a number and theoretically it is possible for a price to drop to 0 price. We should not need to hack the code to accommodate a bug in which the API is providing incorrect data.

1 Like
10

cant drop under $1.50 or it gets delisted

11

But still that data is incorrect, the API should not show 0.

1 Like
12

its not incorrect there’s just no price for that time scale

13

i look at $0 as a good time to buy, since they are taking any stock price in market value

14

@kris - yes, precisely why this bug is very dangerous. That price coming from the API is incorrect… it’s not actually $0. This could cause automated programs to purchase stock misled by the incorrect $0 price.

1 Like
15

It is most certainly incorrect. At no point today did $A have a low, close, or high of 0.

1 Like
16

If this were true the API should return an empty array.

Currently, no “incomplete” bars are returned. For example, a 1 minute bar for 09:30 will not be returned until 09:31.

https://alpaca.markets/docs/api-documentation/api-v2/market-data/alpaca-data-api-v1/bars/

Also, this issue is new. If it is intentional, which it shouldn’t be… it is a breaking change in the API.

1 Like
17

@hitoshi whats your input on this?

18

I am trying to fetch historical bars, and it is returning current stock values with dates of 1 year ago, I am so glad I am still in the test phase of my bot, now my confidence to actually invest real money based on this data is shattered!

1 Like
19

This is definitely an issue that is affecting the pricing of many stocks and did not show up until the morning of 03/01/2021. Prior to 03/01, minutebar data was populating appropriately. Would be great to have someone form Alpaca chime in here and give some clarity as to what may be going on.

Before (prior to 03/01/2021)

image
image4942×2150 1.31 MB

After (on 03/01/2021 to current)

image
image4976×2144 1.94 MB

2 Likes
20

Is this issue affecting only paper trading or even the live one?

21

API is not usable rn, I get errors over errors. Most recently I get a bunch of either delayed price data or it just returns 0 USD for price lol resulting in unsufficient buying power cause it tries to open positions worth billions lol.

3 Likes