When I use the streaming API to get AAPL quotes, I am getting very high spreads on over 50% of the quotes. Spreads that are > 1 dollar even though it should be 1 cent most of the time. This seems to be the case with other tickers as well. Does anyone know why this is happening? Using 'https://data.alpaca.markets/v2, iex, with Python SDK.
Hi gr93 - I am seeing the same problem. Did you ever resolve it