Closed awentzonline closed 2 years ago
Hey! Which timezone are you converting the timestamps to? I'm looking at the results for 15:45-16:00 ET and each minute is available. I'm also seeing a total of 329 results.
Oh yeah that was my problem. Thank you!
URL The RESTful API call you are making (please be sure to omit your API key) https://api.polygon.io/v2/aggs/ticker/SPY/range/1/minute/1649089800000/1649113200000?adjusted=true&sort=asc&apiKey=
Result Bars appear to be missing. For example, here are the timestamps from the tail end of the results. (year, month, day, hour, minute) There are gaps of several minutes between some of these timestamps.
..., datetime.datetime(2022, 4, 4, 15, 40), datetime.datetime(2022, 4, 4, 15, 42), datetime.datetime(2022, 4, 4, 15, 43), datetime.datetime(2022, 4, 4, 15, 46), datetime.datetime(2022, 4, 4, 15, 48), datetime.datetime(2022, 4, 4, 15, 51), datetime.datetime(2022, 4, 4, 15, 54), datetime.datetime(2022, 4, 4, 15, 57), datetime.datetime(2022, 4, 4, 16, 0)]
queryCount: 329
Expected Result I was expecting minute bars on 2022/4/4 from 9:30am to 4pm and that essentially all of them would be populated on a symbol like SPY. I'm not sure if this is a bug or just me misunderstanding how to query a day's worth of minute bars from normal trading hours/how trades are classified.