I was playing around with the APIs and found the real time quote callback through StockDataStream:subscribe_quotes can give very different price data for some symbols than what’s pulled from StockHistoricalDataClient:get_stock_quotes. The StockDataStream contains level 2 book data while the StockHistoricalDataClient is comparatively much closer to the real price. As an example, below is WYNN streaming vs. historical quotes for the same time period that you can see the difference from the highlights. Am I missing any filter or supposed to use specific exchange? Anyone has idea of how to get rid of the level 2 “noises”? Thanks!
anyone to address this?