Hi, I am fetching the data for PLTR and I notice there is data missing. There is data on these days but they do not show the correct data. The volume is incredibly low and the ohlc is the same but does not match what I see in other software.
Look at 2023-11-10, 2023-11-07 and 2023-11-06.
They have a very low volume and the ohlc has the same value on these days. The 10 of November was actually quite a range day for PLTR, where it opened at 18.16 and closed at 19.67. The values from alpaca API show 19.67 (the close price) for all ohlc.
I am not sure if this affects other stocks, I just noticed this going through some stocks today.
This seems to be a similar problem: Incorrect volumes - example SPY