I was comparing Polygon and Alpaca NBBO quotes and found some differences that I cannot explain. A specific example: CRSP 2018-01-02 between 10:06 and 10:07 eastern time.
As you can see from the snapshot below Alpaca shows quotes at different times. I expected NBBO timestamps to match. Can someone from Alpaca please provide an explanation?
I’m not sure what you are asking. If you want to know download speed it is very good from my standpoint. I’m getting around 90 Mbps downloading multiple symbols concurrently. My database can hardly keep up aggregating and computing candles. I get similar performance from Polygon