Hi @Boldizsar_Szabo ,
Are you on the free ‘Basic’ data plan or on the paid ‘Algo Trader Plus’ plan? The data may not be fully accurate in the free plan. I am pasting a relevant reply which I obtained from Alpaca support:
Both this paid plan and the free plan provide ‘real time’ data. However, the paid plan provides actual real time OPRA data, while the free plan provides randomized ‘indicative’ data. This is similar to equity (ie stock) data. The paid plan provides full market real time SIP data, while the free plan provides real time data from a single exchange (the IEX exchange). The free plan data is primarily meant for algo testing and debug and should not be used for live trading decisions.
Let me know if this answers your question.
Thanks