I have successfully gotten alpaca to send me 1 minute bar data. I figured I would subscribe to all the symbols in the S&P 500. I have also paid the $9/month fee.
While I am getting data every minute, I’m not getting all 500 symbols. It is around 200-225 symbols. When I tried doing fewer symbols it still didn’t give me all of them.
I recognize some symbols may not have any transactions in a given minute. But when I compare the data to investing.com’s realtime charts, the big ones like AAPL and AMZN definitely do. In my alpaca dataset it’s skipping minutes.
Is there a limit to the number of symbols I can subscribe to? How do I get more consistent data?
If there is no trade volume in any given minute, it might not send a bar. I’m sure there is some way to test this, perhaps by also downloading historical data for comparison.
That partially makes sense, except that when comparing to other real time feeds there is plenty of volume every minute.
I’m watching GOOG in real time right now and comparing it to data from investing.com. It’s missing a considerable amount of data. I’m still new to this, so why is it missing so much data?
@Steve_Nelson, are you sure you connect to the SIP stream? Even if you have an unlimited data plan you can still request IEX data. For paper accounts, you have to reset the account and use the new key/id pair. For a live account, it’s not necessary but you have to use the correct URL for connection - wss://stream.data.alpaca.markets/v2/sip
I think that’s my issue. I was still using iex from before I upgraded my plan. Thanks I’ll give that a shot.