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finnhubio / Finnhub-API

Finnhub API provides institutional-grade financial data to investors, fintech startups and investment firms. We support real-time stock price, global fundamentals and alternative data. https://finnhub.io/docs/api
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Missing stock candle data #226

Open nicola-pesavento opened 4 years ago

nicola-pesavento commented 4 years ago

In some dates the candle data regarding some stocks are missing. For example, with AAPL there is no data for the date 31/12/2009 with resolution 1, 5, 30 and 60 minutes. Instead with resolution D your API endpoint return correctly the daily candle.

Reproduce error:

This does NOT work (resolution 30 minutes): https://finnhub.io/api/v1/stock/candle?symbol=AAPL&resolution=30&from=1262127600&to=1262300400&token=

This instead works (resolution 1 day): https://finnhub.io/api/v1/stock/candle?symbol=AAPL&resolution=D&from=1262127600&to=1262300400&token=

nicola-pesavento commented 4 years ago

There are other dates with data holes, for example with GOOGL in 12/07/2013 there are two holes at 09:30 and 10:30 (UTC), use https://finnhub.io/api/v1/stock/candle?symbol=GOOGL&resolution=30&from=1373590800&to=1373670000&token= to reproduce the error.

I did some tests with AAPL, GOOGL and TSLA in the range from 31/12/2009 to 29/04/2020 and I found the following list of dates containing no data or data holes:

missed data list v2

nicola-pesavento commented 4 years ago

Am I the only one to have this issue? 😟

finnhubio commented 4 years ago

We are a little busy at the moment to check every single bar. We will get back to you asap. For now, looks like that's all the ticks that we received from the exchanges.

nicola-pesavento commented 4 years ago

Thanks!