Cleaning Streamed Tick Data

Alpaca Market Data
1

Hey there, I’ve been trying to figure out the best method for streaming and cleaning tick data as I’ve been having trouble with stray ticks that wouldn’t have actually filled my bot. Does anyone have a good resource/methodology that they’d be willing to share?

I found this resource: Conditions & Indicators but have no idea how to know which conditions I might need to be excluding.

Thanks!

2

Hi :waving_hand:

The big table in this FAQ is a good starting point to figure out which conditions you want to exclude: typically the ones that don’t update the bar’s price. Starting in alphabetical order, you might want to exclude B for NYSE (tape A & B) only and you want to always exclude C, etc.