I use v1 bar data because I like using the http request and I can pass in a comma separated list of up to 200 ticker symbols which is great. Currently, I’m trying to return all of the 1Min bars between yesterday’s market close and today’s market open, effectively looking at all of the post and pre market trades that go on for a given stock. Here is the url that is in my code:
‘https://data.alpaca.markets/v1/bars/1Min?symbols={ticker_symbol}&limit=240&start=2021-05-12T16:00:00-04:00&end=2021-05-13T09:30:00-04:00’
I use 240 as the limit because I use 2.5 hours for post-market trading and 1.5 hours for pre-market trading (2.5+1.5= 4 hours, * 60 min = 240 1Min bars). The problem is not every stock has a trade occur every minute during post/pre market hours, in fact very few do. Theoretically my ‘start’ should stop any minute bar from going past when markets closed yesterday, instead the url will fetch me 240 minute bars and completely ignore my ‘start’ in order to satisfy the 240 bar limit. I thought the list of bars gets truncated once it either satisfies the limit parameter or it hits the start time. I believe my url to be formatted correctly so any input or help on this matter would be much appreciated.