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alpacahq / Alpaca-API

The Alpaca API is a developer interface for trading operations and market data reception through the Alpaca platform.
https://alpaca.markets/
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Zero for bars' vw/n values #188

Open Azmisov opened 2 years ago

Azmisov commented 2 years ago

I know the vw and n values for bars are not officially released, but from the days+tickers I have downloaded, 86 thousand have at least one bar with zero for either vwap or number of trades.

Example: https://data.alpaca.markets/v2/stocks/MCO/bars?start=2020-04-08T00:00:00Z&end=2020-04-09T00:00:00Z&limit=100&timeframe=1Min

I can give you a list of all if it helps. But I suspect you can just query your database for it.

gnvk commented 2 years ago

Thanks @Azmisov for reporting this. Can you please check the issue again? If it's resolved, please close the issue, if it's still valid, please do provide the list of such minute bars.