Historical Data vs Stream Data

Alpaca Market Data
1

Hello everyone,

I just started playing with historical data, and also streaming live data.

I have tried : https://data.alpaca.markets/v2/stocks/TSLA/trades?start=2021-03-22T06:30:00.334320128-08:00&end=2021-03-22T06:31:00.000000000-08:00

This returns a huge amount of trade data for just 1 minute.

When I stream TSLA quotes, the stream returns just a few trades/second.

Is there any reason for this difference in data? I was hoping to pull historical data to emulate the stream of data for the day.

2

I’m also curious about this. Concerning that nobody’s replied to you since Mar '21…

3

Hey :wave:

Most likely you’re comparing the IEX-only stream with the SIP historical.

See Realtime data much less dense than Historical data? with a similar question.