Description of problem and/or code sample that reproduces the issue
Reading from TickStore with date_range where start equals end and the chunks are aligned like bellow, returns incomplete data.
Consider the following chunk struct in the TickStore database:
Now consider the function call:
self.lib_ticks.read(self.args.symbol, date_range=DateRange('2019-10-11 08:58:59.512000+00:00', '2019-10-11 08:58:59.512000+00:00'))
This would result in the following query being executed on the collection:
I run into this issue often with the arctic VersionStore as well when multi-indexes on the frame (repeated dates) cause date ranges to span multiple chunks - reads become incomplete.
Arctic Version
Arctic Store
Platform and version
MacOS 10.15
Description of problem and/or code sample that reproduces the issue
Reading from TickStore with date_range where start equals end and the chunks are aligned like bellow, returns incomplete data. Consider the following chunk struct in the TickStore database:
Now consider the function call:
self.lib_ticks.read(self.args.symbol, date_range=DateRange('2019-10-11 08:58:59.512000+00:00', '2019-10-11 08:58:59.512000+00:00'))
This would result in the following query being executed on the collection:
Which will return the data from the last chunk, but not from the previous one where 'e' matches the date_range as well.