Several years ago I subscribed to the Alpaca data but had to switch back to Polygon IO as it was just not accurate (if I remember correctly, the close price was often very different to Yahoo, TradingView and Polygon). Has the quality of the data improved? At half the price of Polygon I would switch back if it is but don’t want to spend the money to resubscribe only to find out it hasn’t.
there might be a delay in price by 5 mins with yahoo
Correction
Yahoo uses 15-minute delayed data from the NYS
@RedDog I’m not sure why you may have felt Alpaca data ‘wasn’t accurate’. There may be ‘one off’ issues with a specific symbol on a specific day (eg a corporate action was missed or entered incorrectly) but generally, Alpaca data should match Polygon (in fact our Data Team often checks the two). The reason is simple. Polygon and Alpaca, and most data providers, get their data from the same Securities Information Providers (SIPs).
That said, what is your use case(s). Are you looking for bars, trades, or quotes?
Hi Dan
Thank you for the reply. I am not sure what to tell you - we compared it with Yahoo and Polygon and Tradingview and it was often off. This was for the SIP (paid) data and not the free data. Is there a free trial for the paid data for just a day or two? Or if Alpaca could post some unedited 1m data that I could compare to Polygon, I am happy to try it again and if it is off, post the information here.
Hi Kris - yeah, corrected data can make things difficult. With Polygon, there is a time limit for how long it takes to correct and so we cycle back and get the data again so that we have the real time and then after x period of time, we get it again so that indicators moving forward are accurate.
@RedDog Email me at dan@alpaca.markets and I can send you a coupon code for 1 month free data. You can compare to other sources, but as mentioned, it should be identical.