URL The RESTful API call you are making (please be sure to omit your API key) https://api.polygon.io/v2/aggs/ticker/O:TSLA211203C01120000/range/1/minute/2021-11-22/2021-11-22?adjusted=true&sort=asc&limit=120&apiKey=

Result What result are getting? Empty result. {"ticker":"O:TSLA211203C01120000","queryCount":0,"resultsCount":0,"adjusted":true,"status":"OK","request_id":"3087c7eecf4812ab48fb34dc36484371"}

Expected Result A clear and concise description of what you expected to happen. This error started after last Wednesday (24-Nov), before that on 23-Nov the same query was returning data. [+] Nov-22 (Monday) was not a market holiday, so that cannot be a cause of empty data. The options were actively traded on this date. [+] The URL previously returned correct data on Nov-23, I have been testing my code locally with these fixed date parameters, simulated date = Nov-22, Expiry date = Nov-26. Till Nov-23 evening it returned data, but now it is returning empty. [+] It is returning data for previous day (Nov-19) and next day (Nov-23)

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Desktop (please complete the following information): N/A

Additional context

I tried w/ various option symbols, e.g. Symbol = O:TSLA211203C01120000 Date 2021-11-19 => ok, returned data Date 2021-11-20 => market closed (weekend) Date 2021-11-21 => market closed (weekend) Date 2021-11-22 => EMPTY !! <======== ??? Date 2021-11-23 => ok, returned data Date 2021-11-24 => ok, returned data Date 2021-11-25 => market closed (holiday)

Repeated the above test with other symbols

Similar gap found with other symbols, e.g Symbol = AAPL211126C00165000 Date 2021-11-16 => ok, returned data Date 2021-11-17 => ok, returned data Date 2021-11-18 => EMPTY Date 2021-11-19 => EMPTY Date 2021-11-20 => EMPTY Date 2021-11-21 => market closed (weekend) Date 2021-11-22 => EMPTY !! <======== ??? Date 2021-11-23 => ok, returned data Date 2021-11-24 => ok, returned data Date 2021-11-25 => market closed (holiday)

I understand that option aggregate bars output could be empty as it is based on actual traded price (OHLC), and for sparsely traded option it can be empty, but for the TSLA example, these are close to money, weekly option with consistently high volume. In fact I am not able to get any option aggregate for the combination.

historic date : Nov-22 Expiry date : Nov-26, Dec-03 Strike: Various near money strikes for last weeks range.

polygon-io / issues

Empty result - No option aggregate bars for Nov-22 Monday (active options) #173

Additional context