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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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Historical candles are incorrect #315

Open SeanHager00 opened 4 years ago

SeanHager00 commented 4 years ago

What is the issue ? Plz describe in details

While working on some historical analysis I noticed 1 minute candles did not match EOD markers.

How to reproduce the error ?

I was looking at some analysis and some something does not line up. The min by min candles for 4/20/2020 show the day closing at around 34.49ish and the day resolution candle shows 32.90. Etrade shows 32.90, so I am not sure what is going on with the 1 min resolution candles.

The stock is SPXL.

How far back can I go with 1 min resolution?

What is the expected result and why do you think it's the correct result ?

Here are the 1 minute candles for the last 5 minutes of 4/20 form the finnhub.io service. Expected result is 32.90 for close at 16:00

200

{"c":[34.46,34.45,34.5099,34.45,34.49,34.48,34.43,34.38,34.372,34.35,34.37],"h":[34.547,34.48,34.5164,34.52,34.51,34.52,34.48,34.45,34.39,34.3869,34.37],"l":[34.4595,34.44,34.425,34.45,34.45,34.47,34.42,34.37,34.3501,34.33,34.34],"o":[34.48,34.46,34.46,34.51,34.45,34.49,34.48,34.44,34.371,34.37,34.35],"s":"ok","t":[1587412500,1587412560,1587412620,1587412680,1587412740,1587412800,1587412860,1587412920,1587412980,1587413040,1587413100],"v":[45401,36889,68105,30554,26641,47988,40513,90928,41765,56755,26797]}

o:[34.48, 34.46, 34.46, 34.51, 34.45, 34.49, 34.48, 34.44, 34.371, 34.37, 34.35] h:[34.547, 34.48, 34.5164, 34.52, 34.51, 34.52, 34.48, 34.45, 34.39, 34.3869, 34.37]

finnhubio commented 4 years ago

According to the industry's guideline, the ticks used in creating intraday candle and Daily candle are different which can lead to case like this.

SeanHager00 commented 4 years ago

but they are off by a 1.60, that is about 1/2 the daily range for this stock. Also, I pulled up an older file I had saved a few weeks earlier and the intraday candles were correct, it appears the data is degrading over time/corrupting. I have seen other issues with this data as well this is just the one I captured becuase it was the worst.

kasperosterbye commented 2 years ago

Not sure this is the same, but this request:

https://finnhub.io/api/v1/stock/candle?symbol=novo_b.co&resolution=D&from=1630965600&to=1631570400&token=...

do not return the same result each time. The dates are from 2021-09-07 to 2021-09-14.

Just looking at the closing values I get:

attempt 1: 123.2829 123.36816975 123.1214334105 122.87519054367901 123.09613207307521 123.65006466740404 123.73558837021825 123.95807697849054
attempt 2: 123.2829 123.36816975 123.5899977039 123.67547986084725 123.8978603881804 123.98355548118062 123.73558837021825 123.95807697849054
attempt3: 123.2829 123.83767304999999 124.394942578725 124.95471982032925 125.04114589986177 124.79106360806206 124.54148148084593 124.7654191632202

The other constituents vary also.