I have a program fetching 5 minute bar data. Unfortunately the time field for this data is incorrect. Even when reloading the data just seconds apart gives different time results. Attached is two sets of data downloaded about 15 seconds apart. As you can see the data appears to get confused around leap day (Feb 28) randomly for my stocks. Ex. TSLA shows bar data for 28 Feb then jumps to 17 March. Any ideas?
Edit: I can only upload one image but you should still be able to see the incorrect time fields.
Could you show how this data is processed? Meaning, your code. If there is a problem with Alpaca data, I’d really like to know. I’m surprised nobody has replied to this thread.
