Hi,
I'm developing a trading bot based on Alpaca and found the data quality of IEX market data is really poor. For example, If I request 200 data points for 2964 stocks in NASDAQ by calling https://data.alpaca.markets/v1/bars/5Min API. Only 57 of them will return continuous data points. Most of them will miss some data points. This is total useless for me.
Hi, I'm developing a trading bot based on Alpaca and found the data quality of IEX market data is really poor. For example, If I request 200 data points for 2964 stocks in NASDAQ by calling https://data.alpaca.markets/v1/bars/5Min API. Only 57 of them will return continuous data points. Most of them will miss some data points. This is total useless for me.