I am new to Alpaca and I am working on a trading bot with a paper account to try out a strategy. When using the alpaca api to retrieve 15 minutes bars (tradeapi.get_barset). I noticed there are quite a few missing data points. This is an example with ‘AAPL’. At the end it jumps from open time 15:45 to 16:30 the next bar. The same happens at other instances in time.
Is there anyone who can tell me what the cause of this is. Is it due to the fact that its outside of trading hours or are gaps in the data a common thing. Should I use the polygon integration to avoid this?
Any help is welcome!
Thanks in advance.