Is a 5-10 sec delay in stream data normal?

Alpaca Market Data
1

Hi,

I have been streaming A channel second data from Alpaca/Polygon and I am noticing a 5-10 delay in the streaming data timestamps compared to what the Exchange timestamp. It looks like the stream data are 5-10 secs delayed. Is this delay normal?

Here is how I have been comparing the timestamps.

From the streamconn data, I look at the ‘start’ element.

I then make a call to exchange_time = api.get_clock() using the alpaca_trade_api

When I compare the exchange_time to the start time, I see a 5-10 sec difference. The start time is always slower than the exchange_time time.

I cannot find anything in Alpaca or Polygon that states what the expected delay is. In case it makes a difference, I am using Paper API credentials to make the calls.

Thanks.

1 Like
2

For streaming minute bars, a 4 second delay from Polygon is expected.

Read Strategy Section

3

Thanks for the reference. Any idea what the expected delay should be for the seconds stream? Would it be the same 4 seconds?

4

From my experience, no - the latency shouldn’t be that long, but I haven’t timed it myself.

It would be good idea to use this stripped down sample program as a reference/test:

simpleStream.py

…just to make sure it’s not periphery code that’s causing the delay (eg database or writing to file). Try with just one stock first.

5

I’m noticing the second data coming in is 3 hours off and minute data is 5 seconds off…

6

I’m getting the same timestamps as well; off by hours in the second ticks. It just started for me today and hopefully it’s an anomaly. Typically, I see 5 second deltas in the second data which is tolerable but not great. So no, this should not be normal.

7

The 3hr delay in the seconds stream is a bug that started yesterday and Polygon is trying to fix tonight. As for the 5 sec delay in seconds and minutes streams normally, I’ve been told this is by design to make sure all the ticks have come in for that second / minute. If you guys aren’t in the Alpaca and Polygon Slack channels, you should sign up. The most up to date info is there. Thanks!

1 Like