Noticed in the Polygon data received window that the total_ticks seem to be doubled when streaming minute aggregates, but this was not the case with Alpaca. Is this intentional or an issue? Am I doing something wrong? See snippet below; notice each minute is coming through twice.
We’ve noticed that before with Polygon minute aggregates (not second aggregates or ticks). QuantRocket is just returning what it’s getting from Polygon. The good news is that the aggregate database (if you use one) will effectively dedupe it.
Ah ok. Yea, I did notice that the aggregate database does deduplicate the minute ticks, so that part is ok. Only challenge is that I use the streaming interface within my code as well, and so as long as the dupes are consistent I can filter them out.
Just wanted to make sure I didn’t misconfigure something.