Hi I’ve noticed that there might be discrepancies between daily and per-minute historical prices. I’m looking at the prices for SPY on 2022-12-22 using the following:
request_params = StockBarsRequest(
symbol_or_symbols=["SPY"],
timeframe=TimeFrame.Minute,
start="2022-12-22 09:30:00",
end="2022-12-22 10:00:00"
)
bars = client.get_stock_bars(request_params)
bars_df = bars.df
The opening price at 0930 is 386.69 and close 386.69. However, the daily high for that day is 386.2134 and open 383.05:
request_params = StockBarsRequest(
symbol_or_symbols=["SPY"],
timeframe=TimeFrame.Day,
start="2022-12-22 00:00:00",
end="2022-12-23 00:00:00"
)
bars = client.get_stock_bars(request_params)
bars_df = bars.df
How come the daily high is lower than the per-minute open price at 0930?
Any advice appreciated.