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Incorrect 5min with aggregate bars endpoint #198

Closed MMostavi closed 1 year ago

MMostavi commented 2 years ago

URL stocksTicker = 'AMC' # string multiplier = 5 # int timespan = 'minute' # minute, day, week, month, quarter, year _from = '2022-02-22' # YYYY-mm-dd _to = '2022-02-28' # YYYY-mm-dd adjusted = 'true' # true or false, get adjusted or not limit = 5000

url = f'https://api.polygon.io/v2/aggs/ticker/{stocksTicker}/range/{multiplier}/{timespan}/{_from}/{_to}?adjusted={adjusted}&sort=asc&limit={limit}&apiKey={API_KEY}'

Result I am trying your basic version API to see if your data source is reliable and useful for what I am developing. I got the 1min and 5min data for AMC for the past few days and realized the following problems:

  1. The timestamp doesn't reference the Eastern time zone! The current market open is at 14:30 in this data.
  2. There are some huge spikes in the price in some candles! This is actually the main issue. Feb 24 has few huge red candles that real chart doesn't have

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Expected Result I am in central timezone! Here's the correct chart from tradingview

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Desktop (please complete the following information):