Hi I see that GetMinuteBarSubscription will subscribe me to 1 minute IBars, but how do i use it if I want to subscribe to say 5 minute bars or 15 minute bars? I am not talking about historical data, but subscription for live bars.
Unfortunately, Alpaca streaming API supports only minute and day bars. If you need 5-minute bars you can do pooling using historical API or re-sample minute bars manually (everything except VWAP is easy to combine.
Ive noticed that when subscribed to say 10 symbols, not all symbols get data every minute. I have been testing for last 5-6 days, and hardly ever will i get 1 minute data for all subscribed symbols every time. This is on paper account. Is this normal, how can I test accurately with missing bars in such a case.
This behavior (missing bars) is expected in a paper environment. Without a paid subscription, you can receive only free IEX data and this data of course is incomplete. But even with a paid subscription, you shouldn’t expect a bar every minute if you don’t work with popular assets. Some equities can generate very rare minute bars.
Thanks for the update!