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Bar gaps: 1min (missing multiple days of 1min bars) #104

Open tr8dr opened 3 years ago

tr8dr commented 3 years ago

URL There are multiple stocks with 1min bar gaps exceeding 4 days (times in UTC).

  1. BEST between 2012-07-10T13:31 and 2012-07-16T13:31.
  2. BLD between 2010-07-02T17:22 and 2010-07-07T14:57
  3. BTG between 2010-02-05T14:56 and 2010-02-12T16:32
  4. CDK between 2010-08-16T15:22 and 2010-08-24T14:20
  5. GOVT between 2012-02-24T14:52 and 2012-03-07T15:22
  6. INDA between 2012-05-24T19:54 and 2012-05-29T15:47
  7. PLL between 2018-12-21T15:30 and 2018-12-26T14:31
  8. PPBI between 2010-07-02T14:34 and 2010-07-07T14:14
  9. USMV between 2011-10-31T17:42 and 2011-11-04T18:53
  10. VIV between 2020-11-20T21:01 and 2020-11-30T13:29
  11. WEX between 2010-07-16T14:19 and 2010-07-20T17:56
  12. WNS between 2011-06-29T19:59 and 2011-07-05T13:33
  13. XLRE between 2015-11-24T17:49 and 2015-11-30T14:31
  14. YCS between 2020-01-17T20:26 and 2020-01-21T21:00

Will show one query, substitute dates and stocks from the above list: https://api.polygon.io/v2/aggs/ticker/ASX/range/1/minute/2018-04-08/2018-05-05?multiplier=1&stocksTicker=ASX&timespan=minute&from=2018-04-08&to=2018-05-05&unadjusted=true&limit=50000&apiKey=$apikey

Result Missing 1min bars between 2018-04-17T20:54:00 and 2018-05-01T13:31:00

Expected Result Should have 1min bars during the above period

Desktop (please complete the following information):

Notes I stopped loading each of the above symbols after encountering the 1st large day gap in bars for the above. There may be other missing sections in the above stocks after the gap period.

veshnu commented 1 year ago

I have similar problem. Many minute bars are missing. e.g https://api.polygon.io/v2/aggs/ticker/TSLA/range/1/minute/2020-01-02/2020-01-02

{ "ticker": "TSLA", "queryCount": 631, "resultsCount": 631, "adjusted": true, "results": [ { "v": 19755, "vw": 28.0488, "o": 28.0607, "c": 28.0667, "h": 28.0667, "l": 28.0607, "t": 1577955600000, "n": 31 }, { "v": 13920, "vw": 28.148, "o": 28.138, "c": 28.1667, "h": 28.1667, "l": 28.138, "t": 1577955780000, "n": 23 },

09:01 AM and 09:02 AM are missing.

JesusSalgado07 commented 1 year ago

im having a similar problem with forex data, this is just one i isolate https://api.polygon.io/v2/aggs/ticker/C:GBPJPY/range/1/minute/1682888460000/1682888520000?adjusted=false&sort=asc&limit=120&apiKey=