Market data seems strange

Alpaca Market Data
1

I ran the following query:

    df = api_paper.get_bars(
        symbol=['AAPL', 'AMGN', 'AMZN', 'CSCO'],
        start='2017-07-02',
        end='2017-07-04',
        timeframe=cast(TimeFrame, TimeFrame.Day)).df

    print(df)

and got the following output:

                             open    high     low   close    volume  trade_count        vwap symbol
timestamp                                                                                          
2017-07-03 04:00:00+00:00  144.93  646.29  123.45  123.45  14429919        99799  149.231012   AAPL
2017-07-03 04:00:00+00:00  172.63  174.33   84.77  123.45   1443566        15494  170.484227   AMGN
2017-07-03 04:00:00+00:00  972.79  974.49  123.45  123.45   2976058        49962  945.303690   AMZN
2017-07-03 04:00:00+00:00   31.27  123.45   18.38  123.45  14219307        58409   31.352307   CSCO

It looks like the value 123.45 (1, 2, 3, 4, 5) appears too many times in the results. Any suggestions?

Thank you

1 Like
2

I am seeing the same thing on my end. Have you been able to figure out why this is happening? I tried to pull quotes from 2016 just now to test but it seems they are not there as I am returning a blank dataframe.