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Re: Spotty historical bars for TICK-AMEX and other indexes


 

Can you be a little more specific? What bar size, duration, and duration unit are you using? And how do you specify the end time (time, time zone)?

Just ran a quick test for 20210901, 20210902, and 20210903 and got all the data to be expected:

  • With duration "1 day" and useRTH = false in the Chicago Time Zone
  • Data was returned for 06:00 through 19:00 Chicago time (13 hours)
  • Received 9,360 bars of 5 second bars per day
  • Received 780 bars of 1min per day

闯ü谤驳别苍

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