V2 Trades API Missing Lots of Data

The /v2/stocks/{symbol}/trades API is marked as “done” for 2018+, but the data has severe issues. The biggest concern I have is a huge amount of missing trades where there are blocks of time that are completely missing (sometimes for several minutes/hours). Below is a sample from F for 2021-02-05 where we see a jump from 1:54p to 1:57p with zero trades. Throughout the data, I see hundreds of time lapses like this.

In addition to this, the API throw “internal sever error” frequently. Very disappointing coming from Polygon to this – please fix this ASAP.

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anyone remembers the good old days where they supported polygon and all was just working fine before March? Lol


I do, I started with alpacadatav1 and it would error out every 5 min or so, frustrated I switched to polygon and never had that problem until march. Thats how much better polygon was. Not to mention the data accuracy was also fantastic with polygon.

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Bump… hoping someone @Alpaca can make a comment.

does look weird, FORD having no liquidity for 3 minutes is a bit unusual; It’s still possible though, for reasons other than market data, however the chances are slim.

@martingale are you using the IEX feed?