Hi, I have been subscribing live minute bars for the whole stock market to support my strategy. It is very critical that I have received minute bar updates from all stocks otherwise the signals are incorrect.
Right now my solution is to wait 1 second on very full minutes say 12:00:01 to make sure I got all minute bars in 11:59 - 12:00.
It worked well for many days until today maybe due to an internet congestion the latency is increased so at 12:00:01 I only received partial market. and everything is screwed up.
My question is - can alpaca add a flag telling me which bar update is the last bar of a minute? I think that would fully address this issue. Thank you.