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.