alpacahq / alpacahq/Alpaca-API
Zero for bars' vw/n values
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Descripción
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.
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