Incorrect historical SIP bars: zero volume/VWAP on May 2–3, 2018

API requests return flat OHLC and v=0, vw=0, n=0 for 146 tickers on May 3, 2018.

141 also return these zeros on May 2. The five exceptions, affected only on May 3, are: AGPU, EOCN, ESGS, NCNA, PWCM.

Complete list of the 146 confirmed affected tickers:

ABTS, ADRD, ADRU, AGNG, AGPU, AKTX, ALTY, AMRB, AQB, ASTC, ASV, AUBN, BANX, BLIN, BOSC, BYSI,
CAAS, CART, CD, CEZ, CFBK, CHNR, CODX, COWNZ, CPSH, CPTAG, CSB, CSWC, CSWCL, DBKO, DDIV, DELT,
DGRS, DLPN, DMRM, DSWL, DWFI, DWLV, DWTR, EBMT, EFOI, ELTK, EMCB, ENLV, EOCN, ESBK, ESGS, EVGN,
EXFO, FAB, FAD, FCA, FCAN, FCVT, FDBC, FDUSL, FLN, FMHI, FNK, FNY, FORK, FTAG, FTHI, FTQI,
FTRI, FTXH, FYT, GFNSL, GLDI, GOLD, HCAPZ, HLG, HWBK, IBKCO, IBKCP, ICMB, ICUI, IDCC, IMCV,
INTG, IPIC, JSMD, JVA, KCAPL, KOSS, KRYS, KZIA, LEGR, LINK, LVO, MATH, MBSD, MILN, MMAC, MPB,
MRBK, MSBF, NCNA, NEGG, NEWTI, NFTY, NGHCO, NOVNQ, OBCI, OLD, PAVM, PBHC, PDLB, PEZ, PFI, PPSI,
PRSS, PSCD, PSCM, PSCU, PTF, PWCM, PY, QQXT, RCMT, RELV, RILYG, RILYZ, RLJE, RNEM, RNRG, RVEN,
SDVY, SFBC, SHRY, SKOR, SKYS, SSFN, SUSC, SVBI, TCBIL, THST, TRMT, TVIZ, UBOH, UG, USMC, VALU,
YECO, YRIV, ZBIO

Reproduction:

GET https://data.alpaca.markets/v2/stocks/ICUI/bars?timeframe=1Day&feed=sip&adjustment=raw&start=2018-05-02T00:00:00-04:00&end=2018-05-02T23:59:59-04:00&limit=1

Exact response, unchanged:

{"bars":[{"c":256.85,"h":256.85,"l":256.85,"n":0,"o":256.85,"t":"2018-05-02T04:00:00Z","v":0,"vw":0}],"next_page_token":null,"symbol":"ICUI"}

A fresh Yahoo Finance query returns ICUI’s May 2 bar as:

Open High Low Close Volume
256.35 259.70 254.35 257.50 114,800

Raw and split,spin-off queries reproduce the issue for ICUI, IDCC, and ADRD. Their SIP hourly bars are also missing on both dates.

Separately, ORPN returned no bars for the May 1–9 query window; please check its historical availability/mapping.

These results cover a 147-symbol sample; the full affected universe may be larger. Please investigate, backfill the historical data, and confirm the full ticker/date scope.

You think that’s bad? Check today, October 7th 2026 a variety of tickers and a reoccurring issue that I brought up to support which as ignored as they answered only my second question about the fact that the news api returns based on last UPDATED at in order of created at..

I digress, look at trades and aggregate bars for APUS and SXTC today 11:20 AM EST to 13:50 PM EST, you’ll see multiple gaps lacking any trades at all while 1 minute aggregate bars exist with the appropriate transaction count. Indeed their trades and aggregate 1 minute bars do not seem to have complete market coverage. As well as their trades and aggregate bars have massive discrepancies.

The longest gap I believe was around 26 minutes long.

We’re terribly sorry for both of these issues and thank you for flagging them.

@Thomas_Martin The issue you described regarding yesterday was caused by a huge number of cancellation messages particularly for the symbol BIYA which our system unfortunately couldn’t handle correctly. I’m working on fixing both that problem and backfilling the missing data.

@Super_Richman I haven’t had the time to investigate exactly what caused the missing data on 2018-05-02 and 03 but I can confirm that your report is valid. We will also try to backfill that as soon as possible - but obviously yesterday’s issue has higher priority.