I’d like to combine the bars from historical data with bars obtained from real-time streaming to build a complete and current representation of intraday 1 minute charts. I understand that historical data does not include the most recent 15 minutes of data. Per this article How to Fetch Historical Data in Alpaca Market Data API v2 :
“There is a 15-minute delay for data to be classified as historical data.”
Is the only way to do this to collect 15 minutes of streamed real-time 1 minute bars, then combine those with historical bars?
This seems rather silly - I’d like to be able to boot up my application and immediately see all current bars from the last day instead of waiting 15mins to populate data. Is there any better way to achieve this?
Thanks for your time!