Itraday 1min Crypto bars

Alpaca Market Data
1

Hey I’m new here,

I tried to create a code to get as fast as possible 1 min bars, and I get some but there can be 5 min delay…
Is it normal? I suppose there is no bars because there is no price movement right?

Here is my code :

# Create a data stream client
client = CryptoDataStream(api_key=API_KEY, secret_key=SECRET_KEY)

async def on_bar(bar):
    """Callback function to handle new bars."""
    print(bar)
    print(f"Symbol: {bar.symbol}, Time: {bar.timestamp}, Open: {bar.open}, High: {bar.high}, Low: {bar.low}, Close: {bar.close}, Volume: {bar.volume}")

client.subscribe_bars(on_bar, "BTC/USD")

client.run()
2

Hey :wave:

Yes, it’s possible that if the price doesn’t change much for 5 minutes, no bar is generated.

3

ok thank you!
So I suppose it is quite normal If you trade low liquidity market in the middle of the night.