I am getting TQQQ bars with the sip feed in python and the feed is lagged by a minute or so. This is true for all the other feeds as well. TD Ameritrade shows me the price changing multiple times a second, but the Alpaca API only shows the price changing every minute or more. This is wrong. Does anyone know why? Should I switch brokers?
@Gabe Are you referring to streaming minute bars? If so, by definition, those are ‘minute’ bars and calculated and pushed out every minute. If there weren’t any ‘valid’ trades during a minute then no minute bar will be generated so it may be several minutes before a new bar is received. One could subscribe to trades (see the docs) but be aware that can be a lot of data.
There are a lot more options to fetch different data using the REST APIs and in some ways can be much easier to use than streaming. You can get the latest price with the snapshots endpoint and then looking at the dailyBar.c attribute. That contains the latest realtime ‘close’ price. Depending upon your use case, you may however also want to look at the quotes which are also returned in that endpoint.