cymag
August 25, 2020, 3:58pm
1
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
rock
November 29, 2022, 6:46am
2
Same question. Anyone can answer? Is Alpaca support dead?
rahul
November 29, 2022, 3:30pm
3
Are you receiving the issue on historical quotes on the same time period or in latest quotes?
rock
November 29, 2022, 11:24pm
4
@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?
rahul
December 2, 2022, 4:37pm
5
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.