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Temporary missing entries on 1-hour candle data (v 0.1.63)

Open stefangab23 opened this issue 3 years ago • 2 comments

Just after the close of the market on 19/07/2021 I experienced some problems with getting the prices for the last 30 minutes when the interval parameter is set to '1h'. This happened only for some companies (e.g. ADM). I attached below two captures:

  • The DataFrames I was receiving at that moment (so the data was available when using a '30m' interval but unavailable for the '1h' interval) image_2021_07_19T22_19_32_545Z

  • The DataFrame that I should have been received (extracted 13 hours after the market was closed) image_2021_07_20T09_56_16_103Z

Anyone else faced this problem in the past? Should I consider this as a recurrent issue? Is the '30m' interval more correct or trustworthy?

Thank you for your help!!

stefangab23 avatar Jul 20 '21 10:07 stefangab23

I think I have a similar problem. When getting 30m data intraday for ^VIX, the data doesn't seem to update until more than halfway through the bar. Format in the image below is SPY data followed by VIX data (SPY, VIX, SPY, VIX, SPY, VIX) recorded at 10 minute intervals, with the bar start time replaced by the real time, when applicable.

image

symm3tri avatar Jul 29 '21 14:07 symm3tri

Problem still happening?

ValueRaider avatar Jan 06 '23 20:01 ValueRaider