Unreliable bars data

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:

XLNX

Date Open High Low Close Volume OpenInterest \
2021-03-01 15:45:00 133.25 133.900 133.2 133.9 13365 0.0
2021-03-02 09:30:00 134.28 134.280 0.0 0.0 572 0.0
2021-03-02 09:45:00 132.59 132.600 0.0 0.0 2313 0.0
2021-03-02 10:00:00 132.61 132.555 0.0 0.0 550 0.0
2021-03-02 10:15:00 132.25 0.000 0.0 0.0 2 0.0

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?

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I’m experiencing the same problem. It seems new. I sent an email to customer support. I created this topic before seeing yours Bars API endpoint returning 0 close price, low price, high price

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.

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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.

The stranger thing is that even after my email to them, their status page says that nothing is wrong.

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

My bot is doing nothing because api.get_last_trade continues to return the trade at 15:59 yesterday.

I like the idea of keeping a log of trade data to know when a candle isn’t updated. Wasn’t an issue I thought I’d have to contend with though lol

I posted a thread yesterday morning regarding this as well. For reference: Inconsistent minutebar data

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.

ts id open hi lo close
2021-03-02 14:44:00 4 126.845 126.99 126.86 126.86
2021-03-02 15:30:00 4 126.06 126.23 126.13 126.2
2021-03-02 15:49:00 4 126.22 126.28 126.23 126.28
2021-03-02 16:05:00 4 126.25 126.36 126.295 126.33
2021-03-02 16:12:00 4 126.11 126.16 126.13 126.14
2021-03-02 16:34:00 4 125.74 125.8 125.76 125.76
2021-03-02 16:38:00 4 125.71 125.735 125.72 125.735
2021-03-02 16:58:00 4 125.8 125.9 125.82 125.83
2021-03-02 17:04:00 4 125.85 126.08 125.855 126.08
2021-03-02 17:30:00 4 126.125 126.15 126.14 126.14
2021-03-02 17:35:00 4 126.13 126.22 126.165 126.21
2021-03-02 17:54:00 4 126.17 126.225 126.175 126.22
2021-03-02 18:14:00 4 126.22 126.39 126.35 126.39
2021-03-02 18:24:00 4 126.18 126.27 126.185 126.27
2021-03-02 18:30:00 4 126.12 126.36 126.16 126.32
2021-03-02 19:34:00 4 125.66 125.81 125.75 125.785
2021-03-02 20:16:00 4 125.78 125.83 125.79 125.79
2021-03-02 20:25:00 4 125.52 125.66 125.56 125.58