Get_last_quote not updating price data

Glad you were able to find a solution in Slack. That’s a great resource with a very engaged community of helpful members.

The get_last_quote method relies on data from IEX. IEX only reports data from major exchanges. Polygon, on the other hand, reports on data from a much broader set of market entities and therefore may update quote prices more often.

That said, more isn’t always better. The IEX bid data generally reflects the NBBO prices. The polygon data includes bid/ask data for odd lot orders on many small exchanges. Because different exchanges and execution venues handle odd lot orders in different ways, one’s order may not actually ever be matched to that bid/ask price. It’s really best to look at the quantity in the quote data. Unless the quantity is a multiple of 100 it generally isn’t included in the NBBO pricing which brokers are required to meet.

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