Incorrect bar closure price?

Alpaca Trading
1

grab data from 2022-12-29 on SPY, times are in EST:

Here is the last trade before the 10:50 bar (382.61)

{“t”:“2022-12-29T15:49:59.934695424Z”,“x”:“D”,“p”:382.61,“s”:21.0,“c”:[" ",“I”],“i”:71679618921797,“z”:“B”}

Here is the last quote before the 10:50 bar (ask: 382.62)

{“t”:“2022-12-29T15:49:59.995656448Z”,“ax”:“P”,“ap”:382.62,“AS”:1.0,“bx”:“Z”,“bp”:382.61,“bs”:1,“c”:[“R”],“z”:“B”}

Here is the bar at 10:50 (close: 382.93)

{“t”:“2022-12-29T15:50:00Z”,“S”:“SPY”,“o”:382.645,“h”:382.935,“l”:382.645,“c”:382.935,“v”:1780.0,“n”:24.0,“vw”:382.806862}

There were “no” trades since the trade above and that bar. The last trade was 382.61. The bar is stating it closed at 382.93.

Here is the very next quote post the 10:50 bar (ask: 382.63)

{“t”:“2022-12-29T15:50:00.0048384Z”,“ax”:“Z”,“ap”:382.63,“AS”:7.0,“bx”:“Z”,“bp”:382.61,“bs”:1,“c”:[“R”],“z”:“B”}

And for giggles, here is the 1st trade after the 10:50 bar: (382.63)

{“t”:“2022-12-29T15:50:00.087309056Z”,“x”:“D”,“p”:382.632,“s”:2.0,“c”:[" ",“I”],“i”:71679618924865,“z”:“B”}

… so… why is the bar off by 30c?

2

The data can depend on the feed you are using. Try checking against both iex and sip data.

3

i have data from both feeds. the 2 trades mentioned are the closest to each side of the 2 bars from both feeds.

both feeds are off by 30c. one bar has close at 382.935 and the other 382.94.

[edit start - adding feed data for reference]
sip: {“t”:“2022-12-29T15:50:00Z”,“S”:“SPY”,“o”:382.63,“h”:382.97,“l”:382.6193,“c”:382.94,“v”:130925.0,“n”:1254.0,“vw”:382.846858}

iex: {“t”:“2022-12-29T15:50:00Z”,“S”:“SPY”,“o”:382.645,“h”:382.935,“l”:382.645,“c”:382.935,“v”:1780.0,“n”:24.0,“vw”:382.806862}

[edit finish]

my same question remains, why are the bars off by about 30c?