Hi,
I am using alpaca bar set as below,
spy = api.get_barset('SPY', 'day',1000,after = index_sim,until=end_date+ "T00:00:00-00:00").df
index_sim is Timestamp(‘2016-12-29 00:00:00-0500’, tz=‘America/New_York’)
end_date = "2020-08-01"
The bar set df should have been filtered after index_sim data to end_date, but i get the dataframe as below,
SPY
open high low close volume
time
2016-08-10 00:00:00-04:00 218.30 218.4038 217.230 217.640 45610104
2016-08-11 00:00:00-04:00 218.26 218.9400 217.950 218.650 48188152
2016-08-12 00:00:00-04:00 218.29 218.7100 217.990 218.450 41815620
2016-08-15 00:00:00-04:00 218.90 219.5000 218.880 219.125 38942460
2016-08-16 00:00:00-04:00 218.58 218.6800 217.960 217.980 46004375
… … … … …
2020-07-24 00:00:00-04:00 320.95 321.9900 319.246 320.860 117984836
2020-07-27 00:00:00-04:00 321.63 323.4100 320.775 323.180 42586195
2020-07-28 00:00:00-04:00 322.43 323.6400 320.850 321.200 89313354
2020-07-29 00:00:00-04:00 322.12 325.7300 322.075 325.090 87237532
2020-07-30 00:00:00-04:00 321.90 324.4100 319.640 323.980 106103025
[1000 rows x 5 columns]
I am wondering how to correctly use the bar set filters here?
Please let me know if some one has solved this already.
Thanks.