Rats! This is just great! I've been paying Polygon.io almost $200/mo for almost an entire year for data that is triggering my algo. I just assumed that this was how the market functioned. Sigh
Since you are subscribed to the Advanced plan (which includes trades), you should be able to analyze which trades caused the spikes in the examples BlackPhoenix and I gave. How can they be categorized? Were they dark pool trades?
This has been fixed and applied historically. We are now correctly applying late trades (which is what the spikes were) to the timeframe which the trade actually happened.
If you see anything similar, please don't hesitate to let us know. Sorry for the confusion with this.
If I understand correctly, this is the exact wrong thing to do. These trades, which are not tradable by retail investors in real-time, must not show up in any historical data. All historical data must mirror the real-time tick data with no corrections after the fact.