Last quote spread and BBO

Bid and Asks are super wide like $4 on EW below. How do i get a proper best bid/ask? Using Alpaca mkt data.

Examples below

EW price Quote({ ‘askexchange’: 15,
‘askprice’: 84.33,
‘asksize’: 1,
‘bidexchange’: 17,
‘bidprice’: 80.1,
‘bidsize’: 3,
‘timestamp’: 1598370981088000000}) 2020-08-25 11:56:21.088000-04:00

MSFT price Quote({ ‘askexchange’: 17,
‘askprice’: 215.2,
‘asksize’: 1,
‘bidexchange’: 17,
‘bidprice’: 214.87,
‘bidsize’: 1,
‘timestamp’: 1598370947369000000}) 2020-08-25 11:55:47.369000-04:00

1 Like

Same question. Anyone can answer? Is Alpaca support dead?

Are you receiving the issue on historical quotes on the same time period or in latest quotes?

@rahul Hi Rahul. It’s the real time quotes. As mentioned in the other thread, I’ve got BIG loss because of the HUGE spread gap returned from the Stream API. Please refer to the screenshot. Is there any way to work around this please?

Hi rock,

I’ve been investigating your issue - I think in the meantime, it’s best if you email support@alpaca.markets describing your issue.