Hi all.
Im using alpaca-py and comparing daily data with hourly data for BTC/USD.
When passing in start and end dates to the crypto bar request, nothing besides “YYYY-MM-DD” has seemed to work for me. So, when passing in start=‘2022-01-01’ and end=‘2022-02-01’ for both a call to get daily data and hourly data, this is what i get back:
The daily data comes back with:
timestamp,open,high,low,close,volume
2022-01-01 06:00:00+00:00,47218.0,47933.0,46733.0,47033.0,654.7013
2022-01-02 06:00:00+00:00,47087.0,47985.0,46684.0,47086.0,782.829
2022-01-03 06:00:00+00:00,47107.0,47555.0,45709.0,46139.0,956.3265
2022-01-04 06:00:00+00:00,46191.0,47522.0,45552.0,46310.0,821.2758
The hourly data looks like this (some columns trimmed):
timestamp,open,high,low,close,volume
2022-01-01 00:00:00+00:00,46203.0,46718.0,46201.0,46635.0,112.6809
2022-01-01 01:00:00+00:00,46650.0,46943.0,46597.0,46794.0,35.348
2022-01-01 02:00:00+00:00,46816.0,46940.0,46736.0,46815.0,17.7889
2022-01-01 03:00:00+00:00,46818.0,46888.0,46770.0,46807.0,14.09
2022-01-01 04:00:00+00:00,46811.0,46871.0,46640.0,46698.0,21.6345
2022-01-01 05:00:00+00:00,46693.0,47559.0,46693.0,47185.0,108.3432
2022-01-01 06:00:00+00:00,47218.0,47327.0,46953.0,46997.0,20.1072
2022-01-01 07:00:00+00:00,47009.0,47235.0,46895.0,47235.0,32.4344
Please notice that the daily data starts at 6am. Shouldn’t it start at 0:00? You can see that it the open value for ‘2022-01-01’ daily data matches the 6am open for hourly data:
2022-01-01 06:00:00+00:00, 47218.0
2022-01-01 06:00:00+00:00, 47218.0
I’ve tried all kinds of different ways to format the start and end date with alpaca-py and the only one that works is YYYY-MM-DD. So perhaps that’s the issue?
Thanks,
Brett