is reqHistoricalData() returning partial trade bars?
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Hi,
I seem to be witnessing the following behaviour: if I request historical data with a timestamp?that is not aligned with the trade bar size I'm requesting, the last trade bar will be a partial trade bar, 'up to' the requested timestamp. Is this a correct assumption?
To be a bit specific, for example requesting 2 minute trade bars with an endDateTime of 15:02:30 will return a trade bar for 15:02:00 but contain data only for the half minute period between 15:02:00 - 15:02:30.
An alternative would be that the API only returns complete trade bars, which?seems not to be the case.
?kos
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