My historical TickByTick harvester also works fine for the time and instrument. Is your code prepared for more than 1000 ticks arriving. My initial request returned 1695 ticks, My time stamps are in US/Central time
@Richard
If I read your data correctly, it was off by a year. Brexit related?
============================
14:28:48.798 INFO - Head time stamps for MU:
?? ?RTH Only:??? 1262163600 -> 2009-12-30 03:00:00.000
?? ?No RTH Only: 1262163600 -> 2009-12-30 03:00:00.000
14:28:48.813 INFO - Parameters:
?? ?rootFolder = L:\tmp
?? ?symbol = MU
?? ?whatToShow = TRADES
?? ?startDateTime = 20091230 03:00:00
?? ?endDateTime = 20210107 10:04:00 [1610035440]
14:28:48.813 INFO - Requesting TRADES data for MU/9939 ending 20210107 10:04:00 [1610035440000]
14:28:49.701 INFO - historicalTickLast(id=10000004, ticks=1695) -> [1610035401, 1610035439] -> [2021-01-07 10:03:21.000, 2021-01-07 10:03:59.000]
14:28:49.733 INFO - Requesting TRADES data for MU/9939 ending 20210107 10:03:20 [1610035400000]
14:28:50.176 INFO - historicalTickLast(id=10000005, ticks=1123) -> [1610035261, 1610035399] -> [2021-01-07 10:01:01.000, 2021-01-07 10:03:19.000]
14:28:50.181 INFO - Requesting TRADES data for MU/9939 ending 20210107 10:01:00 [1610035260000]
14:28:50.572 INFO - historicalTickLast(id=10000006, ticks=1001) -> [1610035146, 1610035259] -> [2021-01-07 09:59:06.000, 2021-01-07 10:00:59.000]
14:28:50.574 INFO - Requesting TRADES data for MU/9939 ending 20210107 09:59:05 [1610035145000]
14:28:50.982 INFO - historicalTickLast(id=10000007, ticks=1008) -> [1610035020, 1610035144] -> [2021-01-07 09:57:00.000, 2021-01-07 09:59:04.000]
14:28:50.982 INFO - Requesting TRADES data for MU/9939 ending 20210107 09:56:59 [1610035019000]
14:28:51.392 INFO - historicalTickLast(id=10000008, ticks=1008) -> [1610034877, 1610035018] -> [2021-01-07 09:54:37.000, 2021-01-07 09:56:58.000]
14:28:51.409 INFO - Requesting TRADES data for MU/9939 ending 20210107 09:54:36 [1610034876000]
14:28:51.792 INFO - historicalTickLast(id=10000009, ticks=1049) -> [1610034705, 1610034875] -> [2021-01-07 09:51:45.000, 2021-01-07 09:54:35.000]
14:28:51.792 INFO - Requesting TRADES data for MU/9939 ending 20210107 09:51:44 [1610034704000]
14:28:52.156 INFO - historicalTickLast(id=10000010, ticks=1011) -> [1610034588, 1610034703] -> [2021-01-07 09:49:48.000, 2021-01-07 09:51:43.000]
14:28:52.156 INFO - Requesting TRADES data for MU/9939 ending 20210107 09:49:47 [1610034587000]
14:28:52.494 INFO - historicalTickLast(id=10000011, ticks=1004) -> [1610034471, 1610034586] -> [2021-01-07 09:47:51.000, 2021-01-07 09:49:46.000]
....
14:30:55.933 INFO - Requesting TRADES data for MU/9939 ending 20210107 06:31:16 [1610022676000]
14:30:56.111 INFO - historicalTickLast(id=10000065, ticks=540) -> [1610010000, 1610022666] -> [2021-01-07 03:00:00.000, 2021-01-07 06:31:06.000]
14:30:56.122 INFO - Requesting TRADES data for MU/9939 ending 20210107 02:59:59 [1610009999000]
14:31:01.499 INFO - historicalTickLast(id=10000066, ticks=1000) -> [1609967629, 1609981177] -> [2021-01-06 15:13:49.000, 2021-01-06 18:59:37.000]
14:31:02.662 INFO - Data file written: L:\tmp\TRADES\MU-1609967629.TickByTickLast.json.gz
14:31:02.663 INFO - Requesting TRADES data for MU/9939 ending 20210106 15:13:48 [1609967628000]
14:31:03.074 INFO - historicalTickLast(id=10000067, ticks=1007) -> [1609966773, 1609967626] -> [2021-01-06 14:59:33.000, 2021-01-06 15:13:46.000]
...
