Erroneous history data

ticker: AFGC

History daily data before 20191204 seems wrong:


Hi @steveli - Thanks for reaching out to us.

I’ll take a deep-dive into this but its possible the historical data is missing a few points; We started, earlier this year, capturing our own data from the SIP feeds. Before then we worked with several different providers for historical data; yes, we did do a deep-dive for integrity, but that doesn’t mean there isn’t a few pieces missing here in there in what I can only describe as a colossal amount of datapoints.

We’re working hard to improve the accuracy of this historical data, so thank you for bringing up this example! I will validate it internally and let you know.

@steveli - Following up!

Are you sure you aren’t looking for AFG? AFGC is the corporate bond issue of AFG – we don’t calculate bars if there are no trades, which is likely the case here – not so much erroneous/missing data.

We’ve done a quick comparison with other data sources and these numbers do look correct.

As a comparison: American Financial Group Inc. 5.125% Sub. Deb. due 2059 Stock Price (AFGC) | Barron's

Oh yes, right, my program was checking this symbol:

AFGC,American Financial Group Inc. 5.125% Subordinated Debentures due 2059,$27.08,0.15,0.557%,27027465.00,United States,2019,1933,Finance,Real Estate

it is one of the listings from NYSE/NASDAQ/AMEX tickers.

Yahoo finance has this ticker data as early as Jan 2020:

I was wondering where are those 2018 data from in Alpaca?

Hi @steveli - What are the start and end dates you are looking at?

I do see we have matching pieces to Barrons in terms of the bars in 2018, but I’m not sure how far back you were looking. Let me know :slight_smile: