WebSocket API V2 - minute bars rate limit

Alpaca Market Data
1

Hi all,
I’m using API v2 with python WebSocket with paid unlimited version, and I’m subscribed to 500 symbols for minute bars.
Each minute I’m getting ~350 - 400 ticks, instead of 500.
I know that some of the ticks are missing due to the volume and trades and are too small, but if I’m searching the missing bar in the historical API I find that it’s there.

So,
Is there an issue with registering to more than X symbols ?

Thanks,
Omri

2

any update ?
Alpaca team ?

3

Any update ?
Every minute i’m missing ~100 ticks

4

Hey @Omer1, if possible, can you please provide the script/snippet you are using without API keys and I will take a look into this.

Thanks,

Dylan @ Alpaca

5

Hi, thanks for your reply.
I readjusted my code to read from a bulk of messages and not just the first one.
This was my issue.
Alpaca is returning a bulk of messages from the API and I thought that Alpaca return one tick per request.

Thanks again.