Websocket minute bars - receiving duplicate bars

Alpaca Market Data
1

The server sometimes (multiple times per market day) sends me duplicate minutes bars but with slightly different volume data. For example:

Bar({   'close': 121.2199,
    'high': 121.25,
    'low': 121.06,
    'open': 121.07,
    'symbol': 'AAPL',
    'timestamp': 1617031500000000000,
    'volume': 233197})

Bar({   'close': 121.2199,
    'high': 121.25,
    'low': 121.06,
    'open': 121.07,
    'symbol': 'AAPL',
    'timestamp': 1617031500000000000,
    'volume': 233198})

Can anyone tell me why this happens?

2

This is probably an updated bar. Sometimes trade data is delayed from an exchange and alpaca will send out an ‘updated’ bar to reflect the new information.

1 Like
3

Ah I see. Thanks. Maybe they should add a flag or something to the bar to reflect this.

4

I use the timestamp as a kind of UUID for this purpose.