Hi, I’m new to alpaca, just download the historical minute bar and daily bar, but I found it doesn’t match between the minute and daily data, for example, AAPL on 2022-03-24, daily OHLC closing price is 174.07, but the minute bar is closing at 174.09 at 16:00:00 and 174.10 at 15:59:00
Why there’s the difference and how can I get the accurate End Of Day price?
Thank you.
I’ve faced with the same issue: open price of Daily bar dramatically differs from open prices of the 1st bar of this day for all other timeframes.
It is not on Alpaca only, I checked different sources, so I believe I’m missing something.
Example: APD price for 8th of June 2023.
D1 candle opened at 276.35:
First M1 bar opened at 282.43 (as all other intraday TFs):
(can’t attach screen as a new user here)
As you can see on M5 chart, the price did not fall below 279.99 during the day:
(can’t attach screen as a new user here, will try in next post)
How is it possible? Why D1 price differs so much?
I’m not just curious. My trade was executed at 282.43, but my analysis is based on Daily bars, so I expected to open trade near 276.35…
Thanks in advance for any tips!
