Hey, I am using the Market Data Websocket Stream successfully now for about a half year to get quotes, trades, bars, dailyBars. However, about 2 days ago, the stream stopped giving me dailyBars (which should come in as type “T”: “d”. Quotes, bars, trades still work fine.
The subscription response tells me that I have successfully subscribed to dailyBars:
{‘type’: ‘subscription’, ‘data’: {‘T’: ‘subscription’, ‘trades’: [‘QQQ’], ‘bars’: [‘QQQ’], ‘dailyBars’: [‘QQQ’], ‘corrections’: [‘QQQ’], ‘cancelErrors’: [‘QQQ’]}, ‘name’: ‘alpaca_broker’}
Anyone experience this problem?
Thanks
Joachim
P.S.: I am on SIP feed and have tried both paper and live accounts, same thing.
@jovkin If you get a response indicating you have successfully subscribed to bars (which it seems you have), the issue is probably in your code and maybe how you are extracting bars? However, one thing to note is dailybars are only sent during market hours. See the docs here. Minute bars are generated during extended hours but dailybars only between 9:30-16:00 ET (or regular market hours). Could the time be the issue?
Hi Dan, thanks a lot for your quick reply. You were absolutely right with time. I had another bug that suppressed the output of daily data, pointing me in the wrong direction. The testing pre market seemed to confirm that. Sorry, I forgot about the reg hours, all good now.
Have a good day
Joachim