Wrong open price data

Alpaca Market Data
1

Example: symbol NFE, daily candle for 2021-12-10. It shows open price at 25.27. This is wrong, the true open price is 25.43. I can give you many other examples like these. Can someone from alpaca please comment on this? Thanks.

2

Any updates on this ? Is it fixed?

3

We see frequent inconsistencies in open / close / high / low historical data. For example, an Open which is higher than the High.

Just get the history for the universe of stocks and run through this logic to see very common problems:
Errors.Assert(this.Open > 0);
Errors.Assert(this.Close > 0);
Errors.Assert(this.High > 0);
Errors.Assert(this.Low > 0);
Errors.Assert(this.Open <= this.High);
Errors.Assert(this.Open >= this.Low);
Errors.Assert(this.Close <= this.High);
Errors.Assert(this.Close >= this.Low);

Example for AAAA:
Close=25.04
Date=4/1/2021
High=25.04
Low=25.04
Open=25.05 ← higher than High!
Volume=105

4

Hey :wave:

For me it seems like the opening price is actually $25.43:

$ api.get_bars("NFE", start="2021-12-10", limit=1, timeframe="1Day").df
                            open   high    low  close  volume  trade_count       vwap
timestamp                                                                            
2021-12-10 05:00:00+00:00  25.43  25.76  24.61  25.17  743742         9429  25.022884