Is it safe to assume that a trade Stream object from alpaca_trade_api.stream will always provide trades with volume > 0 or should I account for <= 0 volume in trade data received from a stream? Thanks.
@trevdawg122 The trade stream, and trades in general, can have a volume of 0. This occurs when the trade is an update such as a “Corrected Consolidated Close Price as per Listing Market” (trade condition 9), but could happen in other updates too. Best to account for
volume >= 0.
@Dan_Whitnable_Alpaca, thanks for the reply. I want to make sure I’m looking at the right documentation. Is this the latest documentation on streaming trade data? https://docs.alpaca.markets/docs/real-time-stock-pricing-data
And where could I read about each of the trade conditions?
@trevdawg122 The link you posted is the most current for market data streaming.
Alpaca doesn’t have a description of the trade conditions other than what’s posted here. However, Polygon has a pretty good glossary here. You will though need to do a bit of cross referencing because they use their own proprietary numerical numbering of the conditions.