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.
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.
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.
