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Technical Indicators incorrect Time Conversion

Open TheBlackPlague opened this issue 1 year ago • 1 comments

Describe the bug The time conversion is done from datetime when querying for technical indicators is to a nanoseconds resolution which conflicts with what Polygon is expecting (milliseconds). This, in turn, leads to Polygon thinking the wrong period is queried.

Code Links

  • https://github.com/polygon-io/client-python/blob/b47b85245c24dcfd116ee93338ceba0c5f341f77/polygon/rest/base.py#L157-L166
  • https://github.com/polygon-io/client-python/blob/b47b85245c24dcfd116ee93338ceba0c5f341f77/polygon/rest/base.py#L186-L187

As you can see, this is different from the way say the Aggregates call is done: https://github.com/polygon-io/client-python/blob/b47b85245c24dcfd116ee93338ceba0c5f341f77/polygon/rest/aggs.py#L41-L45

The aggregates call is the right way. The SMA indicator also expects a millisecond timestamp: https://polygon.io/docs/stocks/get_v1_indicators_sma__stockticker

TheBlackPlague avatar Jun 22 '24 08:06 TheBlackPlague

Thanks for reporting. I'll check this out.

justinpolygon avatar Jun 22 '24 14:06 justinpolygon