Issue with realtime data streaming incosistency in paper account

Alpaca Market Data
1

I am using the following:

  • alpaca-py SDK
  • python application running locally
  • paper trading account
  • free tier

I am running a realtime data stream for a list of assets:
assets: [‘RLYB’, ‘ELYM’, ‘CADL’, ‘HYMC’, ‘ADIL’]

THE PROBLEM:
in my console i am not seeing minute bars for each of the assets. Image included with latest output

image
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EXPECTATION:
see each of the assets printing every minute to analyze the data

Any help would be appreciated

thanks,
Sebastian

2

adding to above. i found this post: Streaming trade data has gaps - Alpaca Market Data - Alpaca Community Forum

is that the same issue?

will subscribing to premium solve the problem in PAPER testing and LIVE?

image
image992×619 99.4 KB

3

@bullishcoder Bars are only created if there are ‘valid’ trades during the bar. No valid trades then no bar. That is why some bars appear to be ‘missing’. You may want to take a look at this article for a bit more explanation how bars are calculated.

If one is using IEX data (provided with a Free Market Data subscription) the only trades used in bar calculations are trades which occurred on the IEX exchange. There are some symbols which barely trade, if at all, on the IEX exchange. This can further exacerbate the number of ‘missing’ bars. But, in any case, one should not expect a bar every minute for every symbol.

4

will subscribing to premium with access to SIP provide more information in PAPER testing and LIVE?

thanks Dan

5

@bullishcoder You asked “will subscribing to premium with access to SIP provide more information”. The answer is yes and no. The Free Market Data plan and the paid plan provide the exact same full market SIP data for trades, quotes, and bars as long as one is not fetching the most recent 15 minutes. Both have access to the same data as long as it’s not the most current 15 minutes. It’s only when one either streams or fetches ‘current’ data that the two plans differ. The Free plan will return IEX only data and the paid plan will return full market SIP data.