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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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Candlestick data is including periods where companies were not publicly traded. #351

Open rbrite opened 4 years ago

rbrite commented 4 years ago

What is the issue?

There are a number of tickers that are returning candlestick data for periods when they are not publically traded. For example, TWLO is providing data back to 2004. It was only traded starting in 2016.

How to reproduce the error?

Download the candlestick data for TWLO.

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

There needs to be a filter to remove data that should not exist. There should be better checks in place to ensure this does not happen anymore.

finnhubio commented 4 years ago

If you are requesting tick or 1 minute data, this behavior can happen as our data is survivorship-bias free. There might be another company traded under the same ticker TWLO at that time.