Get_bars TimeFrame.day volume

Alpaca Integration Applications
1

The dataframes returned by get_bars()

return self.alpaca.get_bars(symbol, timeframe = TimeFrame.Day, start = start_date, end = end_date, adjustment = 'raw').df

are displaying strange behavior on the volume. It seems to be summing for some length of time. The last volume is always really high.

Am I using the get_bars() incorrectly

     date   open   high   low  close        volume symbol

0 2021-04-01 10.02 10.05 9.92 9.99 824671161616 AAC.U
date open high low close volume symbol
0 2021-03-31 10.60 10.69 10.60 10.66 4717 AACQU
1 2021-04-01 10.63 10.79 10.71 10.77 824658183912 AACQU
date open high low close volume symbol
0 2021-03-31 4.20 4.75 4.20 4.37 2152571 AACG
1 2021-04-01 4.41 4.50 4.17 4.19 824664882344 AACG
date open high low close volume symbol
0 2021-03-31 10.1 10.10 10.04 10.10 1230102 AACQ
1 2021-04-01 10.1 10.36 10.10 10.32 824648847320 AACQ
date open high low close volume symbol
0 2021-03-31 33.66 34.2900 32.11 32.49 7236579 AA
1 2021-04-01 32.20 32.5799 31.49 32.23 824659058368 AA
date open high low close volume symbol
0 2021-03-31 9.75 9.90 9.75 9.90 78556 AAC
1 2021-04-01 9.98 9.98 9.74 9.77 824655610192 AAC
date open high low close volume symbol
0 2021-03-31 125.95 128.475 125.950 127.14 1815532 A
1 2021-04-01 128.00 128.300 127.005 127.69 824658336048 A

2

It’s not just you. I’m noticing this as well. This is unusable for me until they get this resolved.

3

These large volumes are still an issue:

       date   open   high     low  close        volume symbol

0 2019-03-01 57.68 58.99 56.190 56.65 3514824 DELL
1 2019-03-04 57.07 57.14 54.500 55.34 2978420 DELL
2 2019-03-05 55.25 55.84 54.460 55.12 2789067 DELL
3 2019-03-06 54.82 54.82 52.850 53.73 2515284 DELL
4 2019-03-07 53.62 54.41 52.820 53.13 1851117 DELL
… … … … … … … …
525 2021-04-01 88.28 89.33 88.090 89.08 824661086920 DELL
526 2021-04-05 89.36 89.82 88.950 89.36 824655562832 DELL
527 2021-04-06 89.35 89.97 89.000 89.48 824663479352 DELL
528 2021-04-07 89.48 92.41 89.620 91.51 824659435432 DELL
529 2021-04-08 92.30 92.88 90.585 92.58 824666745568 DELL

4

Heyy can you tell me where did you import the TimeFrame object from ?

5

from alpaca_trade_api.rest import TimeFrame