Hello, today when running my daily job for extracting price data from 15min bars I realized that for many tickers the price data are simply nonsense, with a lot of price data equal to zero, here’s just an example:
this problem occurs for many many tickers, making the job unreliable.
Luckily I’m on paper trading but things like these are preventing me for thinking about actually setting up a live trading account.
Is this only my problem or anyone is facing something similar?
Yea, this is wild. I got an email from one of my programs first thing this morning that an order wasn’t getting filled. I checked it out and the limit price was set way above the current trading price for the stock (Or even any price the stock had hit in the last several days). The data seemed fine yesterday, I wonder what’s going on. Taking everything offline until this is resolved.
Same here. I’m stopping my bot, otherwise I could lose a lot of money on stock purchased based on incorrect data from Alpaca. This seems like a huge liability for Alpaca. I sent them an email, but the first response wasn’t very good, so I’m waiting to hear back. The first response simply asked me if I was using v2, which I’m not.
This is extremely bad, it’s useless to have a nice API if all the backend shows such an instability. Really makes you want to move to Robin Hood or other stuff
This maybe? worse than the zeros which you detected. I pulled historical bars from after the V2 data was launched. This is a list AAPL for that first week where I find the open < low for the minute bars I requested. Should not be possible.