Downloaded data is missing

oanda / oandapy

Python wrapper for the OANDA REST API

MIT License

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Downloaded data is missing #51

Open ztt1 opened 6 years ago

ztt1 commented 6 years ago

Hi,

I downloaded data by using v20 engine, and when i checked the data , i found some data is missing for no reason.
qq 20180306172323

In the picure above, i specified period as 1min , but you can see some data is missing among it between first row and second row and other places. Btw, its for USD_CNH. Could you tell me why ? Thank you!

ayfchan commented 6 years ago

If there is no market activity (no price generated) within the specified period, then no candle will be returned in the API response.

ztt1 commented 6 years ago

@ayfchan You mean that there are no even a single transaction accomplished during that period?

zagfai commented 4 years ago

@ayfchan Are your an engineer of OANDA? Or just you guest? And if your were work for OANDA, I suggest you to mark this situation at the API document. Thank you.