Are the exchange codes documented?
https://alpaca.markets/docs/api-documentation/api-v2/market-data/last-quote/
Exchange 9 seems way out of the norm w/r/t pricing.
8/24/2020 7:03:19 PM TSLA - 2003.11 - 2012.34 @ 2, 17
8/24/2020 7:03:26 PM TSLA - 2001.68 - 2010.3 @ 17, 17
8/24/2020 7:03:33 PM TSLA - 2001.68 - 2005.8 @ 17, 17
8/24/2020 7:03:39 PM TSLA - 1999.95 - 2069.97 @ 17, 9
8/24/2020 7:03:40 PM TSLA - 1999.95 - 2007.55 @ 17, 17
8/24/2020 7:03:48 PM TSLA - 1999.95 - 2007.55 @ 17, 17
If it aligns with Polygon (/v1/meta/exchanges), then:
- 2 = tape B = mic XNAS = NASDAQ OMX BX
- 9 = tape M = mic XCHI = Chicago Stock Exchange, Inc
- 17 = tape X = mic PHLX = Nasdaq PSX