[Bug]: Missing 1 min bars from May 2nd and 3rd 2018 for multiple tickers

[djccarew]

Is there an existing issue for this?

• I have searched the existing issues

Current Behavior

When I ask for 1 min bars with ranges that include 05/02/2018 and 05/03/2018 I only ge 2 bars for May 2 and 2 for May 3rd 3 during us market hours. plus an adduotnal 28 bars are returned for May 3 after Us markets closed (see below) . I've tried with various ticker symbols TQQQ, QQQ, and AAPL and they all return with missing bars. Note this was reported back in 2022 and was apparently fixed per this report https://forum.alpaca.markets/t/missing-full-dates-in-api-v2/5776 but the issue seemed to have come back.

    Bars returned = 34
                                open    high     low   close   volume  trade_count        vwap

symbol timestamp
TQQQ 2018-05-02 13:30:00+00:00 148.79 148.79 148.79 148.79 28718.0 1.0 148.790000
2018-05-02 20:00:00+00:00 145.39 145.39 145.39 145.39 6992.0 1.0 145.390000
2018-05-03 13:30:00+00:00 143.26 143.26 143.26 143.26 21193.0 1.0 143.260000
2018-05-03 20:00:00+00:00 145.40 145.40 145.40 145.40 6947.0 1.0 145.400000
2018-05-03 22:00:00+00:00 146.63 146.95 146.63 146.95 3856.0 20.0 146.770711
2018-05-03 22:02:00+00:00 146.94 146.94 146.94 146.94 200.0 1.0 146.940000
2018-05-03 22:03:00+00:00 147.00 147.00 147.00 147.00 1275.0 15.0 147.000000
2018-05-03 22:07:00+00:00 146.85 146.90 146.85 146.88 4652.0 9.0 146.894927
2018-05-03 22:09:00+00:00 146.80 146.80 146.80 146.80 200.0 1.0 146.800000
2018-05-03 22:12:00+00:00 146.88 146.88 146.88 146.88 360.0 3.0 146.880000
2018-05-03 22:16:00+00:00 147.00 147.00 147.00 147.00 950.0 4.0 147.000000
2018-05-03 22:18:00+00:00 147.00 147.00 147.00 147.00 169.0 1.0 147.000000
2018-05-03 22:29:00+00:00 146.87 146.87 146.82 146.82 300.0 2.0 146.853333
2018-05-03 22:36:00+00:00 146.73 146.73 146.73 146.73 300.0 1.0 146.730000
2018-05-03 22:54:00+00:00 146.74 146.74 146.74 146.74 600.0 2.0 146.740000
2018-05-03 22:58:00+00:00 146.67 146.74 146.67 146.74 750.0 4.0 146.707333
2018-05-03 23:02:00+00:00 146.76 146.76 146.76 146.76 100.0 1.0 146.760000
2018-05-03 23:08:00+00:00 146.70 146.70 146.70 146.70 300.0 1.0 146.700000
2018-05-03 23:09:00+00:00 146.66 146.66 146.66 146.66 200.0 2.0 146.660000
2018-05-03 23:12:00+00:00 146.66 146.66 146.66 146.66 200.0 1.0 146.660000
2018-05-03 23:18:00+00:00 146.55 146.55 146.55 146.55 100.0 1.0 146.550000
2018-05-03 23:20:00+00:00 146.40 146.40 146.40 146.40 225.0 1.0 146.400000
2018-05-03 23:24:00+00:00 146.00 146.00 146.00 146.00 701.0 6.0 146.000000
2018-05-03 23:25:00+00:00 146.00 146.00 146.00 146.00 1881.0 13.0 146.000000
2018-05-03 23:27:00+00:00 145.97 145.97 145.97 145.97 500.0 2.0 145.970000
2018-05-03 23:28:00+00:00 146.00 146.00 145.97 146.00 700.0 3.0 145.995714
2018-05-03 23:35:00+00:00 145.69 145.69 145.50 145.50 335.0 5.0 145.595000
2018-05-03 23:36:00+00:00 145.40 145.44 145.40 145.44 1776.0 7.0 145.411594
2018-05-03 23:37:00+00:00 145.48 145.48 145.30 145.30 920.0 6.0 145.367060
2018-05-03 23:41:00+00:00 145.39 145.39 145.21 145.21 830.0 5.0 145.255000
2018-05-03 23:51:00+00:00 145.65 145.65 145.65 145.65 200.0 2.0 145.650000
2018-05-03 23:54:00+00:00 145.65 145.65 145.65 145.65 224.0 4.0 145.650000
2018-05-03 23:57:00+00:00 145.65 145.65 145.65 145.65 100.0 1.0 145.650000
2018-05-03 23:59:00+00:00 145.46 145.46 145.32 145.32 269.0 2.0 145.372045

Expected Behavior

I should get back the complete set of 1min bars for the dates 05/02/2018 and 05/03/2018 as I do for dates before and after.

SDK Version I encountered this issue in

alpaca-py 0.43.2 on Mac silicon with Python 3.10

Steps To Reproduce

Run the following code on a mac silicon with Python 3.10 and alpaca-py:

# Date range (UTC, safest for Alpaca)
start = datetime(2018, 5, 2, 0, 0)
end   = datetime(2018, 5, 4, 0, 0)

req = StockBarsRequest(
    symbol_or_symbols="TQQQ",
    timeframe=TimeFrame.Minute,
    start=start,
    end=end,
    feed=DataFeed.SIP,
    adjustment="raw",   # unadjusted intraday bars
)

bars = client.get_stock_bars(req)

# --- dataframe cleanup ---
df = bars.df

print(f"Bars returned = {len(df)}")

print(df.head(34))

Filled out the Steps to Reproduce section?

• I have entered valid steps to reproduce my issue or have attached a minimally reproducible case in code that shows my issue happening; and understand that without this my issue will be flagged as invalid and closed after 30 days.

Anything else?

Note this was reported back in 2022 and was apparently fixed per this report https://forum.alpaca.markets/t/missing-full-dates-in-api-v2/5776 but the issue seemed to have come back.