Wrong/Bad Alpaca Aggregate bar data

Alpaca Market Data
1

Alpaca’s aggregate bar data is showing a value of 1.1 for Open, High, Low, Close prices for Tesla on Friday, April 9th 2021.

There is no such trading activity when Tesla is currently trading above $670. How reliable is this data and why is it reporting a value of 1.1?

GET: https://data.alpaca.markets/v1/bars/1Min?symbols=TSLA&limit=30

Response:

{
    "TSLA": [
        {
            "t": 1617998280,
            "o": 676.55,
            "h": 676.72,
            "l": 676.49,
            "c": 676.51,
            "v": 3408
        },
        {
            "t": 1617998340,
            "o": 676.55,
            "h": 676.95,
            "l": 676.515,
            "c": 676.95,
            "v": 4169
        },
        {
            "t": 1618072440,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 120
        },
        {
            "t": 1618072500,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 3240
        },
        {
            "t": 1618072560,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 2760
        },
        {
            "t": 1618072620,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 3360
        },
        {
            "t": 1618072680,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 3000
        },
        {
            "t": 1618072740,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 2880
        },
        {
            "t": 1618072800,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5640
        },
        {
            "t": 1618072860,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 6240
        },
        {
            "t": 1618072920,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 6240
        },
        {
            "t": 1618072980,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5040
        },
        {
            "t": 1618073040,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5760
        },
        {
            "t": 1618073100,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 4800
        },
        {
            "t": 1618073160,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5280
        },
        {
            "t": 1618073220,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5040
        },
        {
            "t": 1618073280,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5880
        },
        {
            "t": 1618073340,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 6360
        },
        {
            "t": 1618073400,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 9720
        },
        {
            "t": 1618073460,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5280
        },
        {
            "t": 1618073520,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 4680
        },
        {
            "t": 1618073580,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 4800
        },
        {
            "t": 1618073640,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5280
        },
        {
            "t": 1618073700,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5640
        },
        {
            "t": 1618073760,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5280
        },
        {
            "t": 1618073820,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5880
        },
        {
            "t": 1618073880,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 8280
        },
        {
            "t": 1618073940,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5400
        },
        {
            "t": 1618074000,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 5040
        },
        {
            "t": 1618074060,
            "o": 1.1,
            "h": 1.1,
            "l": 1.1,
            "c": 1.1,
            "v": 960
        }
    ]
}
2

I’m seeing the same thing… They ran maintenance to fix the bar data over the weekend, but I have to wonder if they didn’t mess something up in the process.

3

The Alpaca aggregate bar data was fixed by Apr 12 after the data issues that occurred on Apr 10. If interested, there is a recap of the problem and the resolution here.

1 Like
4

Thank you this addressed my question.