Quite a few errors in adjusted daily data

Alpaca Market Data
1

Hi, unfortunately it seems that alpaca recently introduced some errors to adjusted daily data which does not exist previously back in around April.

Here is one example:

If you look at ticker “SBFM” between date 2024-04-16 to 2024-04-18 using this URL

https://data.alpaca.markets/v2/stocks/bars?symbols=SBFM&timeframe=1D&start=2024-04-16&end=2024-04-18&limit=10000&adjustment=all&feed=sip&sort=asc

We could eventually get this dataframe:

(Pdb) df[df.symbol == "SBFM"]
       c      h      l      n     o           t        v      vw symbol
0   1.36   1.66   0.98  67785   1.3  2024-04-16  2046716   1.294   SBFM
1  76.00  91.40  64.00  46876  71.4  2024-04-17   235551  76.500   SBFM
2  66.40  73.60  62.00  23769  71.0  2024-04-18   145368  65.680   SBFM

And this data is incorrect because SBFM didn’t have such volatile price change on that day according to multiple other data sources.

Please help investigating it as it seems to be a critical error to me. I checked my local data downloaded on 2024-04-17, the data back at that time is correct, so clearly something is broken. Thank you.

2

Hi :wave:

Thank you for reporting this issue. It was caused by a missing 1:100 reverse split, which was now added.

Your query now returns the correct adjusted data:

timestamp                  close   high  low  trade_count   open  volume    vwap                          
2024-04-16 04:00:00+00:00  136.0  166.0   98        67785  130.0   20467  129.38
2024-04-17 04:00:00+00:00   76.0   91.4   64        46876   71.4  235551   76.50
2024-04-18 04:00:00+00:00   66.4   73.6   62        23769   71.0  145368   65.68