This is not a trading day, but I received data with zero volume. Please remove those junk data as they cause bugs to my programs. Thanks.
One quick example HTTP request url:
https://data.alpaca.markets/v2/stocks/bars?symbols=A&timeframe=1D&start=2024-09-04&end=2025-01-11&limit=10000&adjustment=all&feed=sip&sort=asc
Using Python http requests, I got:
data = response.json()
data["bars"]["A"][-2]
{'c': 137, 'h': 137, 'l': 137, 'n': 0, 'o': 137, 't': '2025-01-09T05:00:00Z', 'v': 0, 'vw': 0}
Hey 
Thank you for reporting this issue. You’re completely right, we accidentally created gap-filled (zero volume) daily bars even though the market was closed. The bars were deleted.