minute bars missing

It is weird that some minute bars are missing on the start date. This is a common issue for all tickers I tried.

[camelpac]

Hi,
the bars include out of market data. the volume during out of market hours could be very low so you should check it again, but filtering in market hours. let me know if you need a code snippet to help you with that

[akarun2405]

Also, I learnt recently that the bars are returned only when there is actual activity during that time-frame. See: #519 (comment). Is it possible that there was no activity in that time frame?

[vsantosu]

@akarun2405 I had the same issue, it turns out the data from Alpaca is in UTC time. You need to change to another time zone as following:

        df['timestamp']= df['timestamp'].dt.tz_convert('America/New_York')
        df = df.set_index('timestamp')

        # get only market hours
        df = df.between_time('9:30', '16:00')

This specific case is for US east coast time.

[akarun2405]

Thanks so much for clarification and the code snippet @vsantosu

[drew887]

Hey closing this one out due to inactivity.

[bastienjalbert]

@akarun2405 I had the same issue, it turns out the data from Alpaca is in UTC time. You need to change to another time zone as following:

        df['timestamp']= df['timestamp'].dt.tz_convert('America/New_York')
        df = df.set_index('timestamp')

        # get only market hours
        df = df.between_time('9:30', '16:00')

This specific case is for US east coast time.

@vsantosu little question :
If we use hourly timeframe, does this works too ? Or since the resample is done rawly by hour (ie 9:00 to 10:00, etc) then it will includes also trades on extended hours (ie 9:00 to 9:29:59) ?
If it includes also extended hours, we need more rework little using minute timeframe and resampling from our side.