alpacahq / alpacahq/Alpaca-API

Requests for AAPL 1 day price bar return negative volume on 2012-02-15 and 2012-03-14

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描述

I was fetching historical data to run some tests and found that, once I had fetched daily price barsfor all current SP500 stocks from the begining of 2008 to present (split across 15 or so requests) that there were exactly 2 price bars with negative volume, which I don't think is supposed to be a thing.

Looking at the logs it appears that the issue is **AAPL** on **2012-02-15** and **2012-03-14**.

Below is the output for two more isolated requests I ran to confirm the issue was repeatable.

```
RestRequest [api=Alpaca, id=1, url=https://data.alpaca.markets/v1/bars/1D?start=2012-02-14T00%3A00%3A00-05%3A00&until=2012-02-17T00%3A00%3A00-05%3A00&symbols=AAPL&limit=1000]
{
"AAPL": [
{
"t": 1329195600,
"o": 10.299,
"h": 10.401,
"l": 10.247,
"c": 10.399,
"v": 722852227
},
{
"t": 1329282000,
"o": 10.499,
"h": 10.74,
"l": 10.14,
"c": 10.154,
"v": -1747801877
},
{
"t": 1329368400,
"o": 10.027,
"h": 72.127,
"l": 9.929,
"c": 10.251,
"v": 854417128
}
]
}

RestRequest [api=Alpaca, id=2, url=https://data.alpaca.markets/v1/bars/1D?start=2012-03-13T00%3A00%3A00-04%3A00&until=2012-03-16T00%3A00%3A00-04%3A00&symbols=AAPL&limit=1000]
{
"AAPL": [
{
"t": 1331611200,
"o": 11.38,
"h": 11.594,
"l": 11.34,
"c": 11.591,
"v": 1145940201
},
{
"t": 1331697600,
"o": 11.797,
"h": 12.137,
"l": 11.743,
"c": 12.031,
"v": -1948238172
},
{
"t": 1331784000,
"o": 85.641,
"h": 85.716,
"l": 11.81,
"c": 11.95,
"v": 903796687
}
]
}
```

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