Timestamp on SIP websocket minute bars -- beginning or end of minute?

Alpaca Market Data
1

I’ve started using the SIP 1 min bars from the real time data stream–and I’ve noticed that timestamp that comes in is 1 min behind the time I receive it.

For example, I got messages at 3:30 PM ET that had a timestamp of 3:29PM ET. I hope/assume that means this is data for the minute from 3:29:00.000 PM ET through 3:29:59.999 PM ET–and then transmitted at 3:30 PM ET. Is that correct? Can anyone confirm?

I had gotten accustomed to a lot of data having timestamps that are ‘right justified’ (e.g. 3:30 PM timestamp for 1 minute of data would mean data from 3:29 to 3:30), so I was surprised when I saw that–but it really doesn’t matter as long as I know what it means!

Thanks.

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Hey @polymathcoder - Mallory from the Alpaca team here!

You are correct - the timestamp is the start of the bar, and it ends at the next minute. So to borrow your term, its ‘left justified’ time.

Hope that helps!

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