Hi, I just started using Alpaca, so it’s possible this is a mistake on my end. I’m trying to get minutely data using the websocket. I am able to authenticate and receive streams. For some reason I seem to miss some of the minutely data, though. At one point I went 4 minutes without getting an update. There are no errors associated with this. Does anybody know why this might be happening?
If it helps, I’m listening to the minutely data for FSLY.
In addition, I’ve noticed that the bar data coming in through the stream is way different than data I see in tradingview and thinkorswim. Is this the result of using different data sources?
Sorry for the string of replies - I just saw that a stream is available through polygon as well. I suppose I’ll try that out and see if I get better results.
If anybody is reading this thread, I switched to the polygon data feed for by-minute data and it’s working much better. I am not missing any minutes so far, and the bar data matches up better with other data sources.
I’m seeing fresher Last Quote data from Polygon as well:
ALP TSLA $2170 $2232.44 8/27/2020 6:48:01 PM
POL TSLA $2231.01 $2232.57 8/27/2020 6:56:22 PM
In the example above, Alpaca’s data is 8 minutes behind Polygon’s.