Hi there,
Querying 1 day historical data for all 40 instruments and getting different number of candles returned.
The majority of instruments have ~213 days returned, and do not include the very last candle. Only few instruments are getting all 300 days returned.
Would you please double-check the server side.
Thanks,
Anton.
EDIT:
Requesting 300 days of historical price returns next number of candles:
EUR/USD-213;EUR/JPY-213;USD/CNH-214;GBP/JPY-213;CHF/JPY-213;
GBP/CHF-213;EUR/AUD-213;EUR/CAD-213;AUD/CAD-214;AUD/JPY-213;
CAD/JPY-213;NZD/JPY-213;USD/JPY-213;GBP/CAD-213;GBP/NZD-213;
GBP/AUD-213;AUD/NZD-213;GBP/USD-213;USD/SEK-213;EUR/SEK-213;
EUR/NOK-213;USD/NOK-213;USD/MXN-214;AUD/CHF-213;USD/CHF-214;
EUR/NZD-213;USD/ZAR-213;EUR/CHF-213;USD/HKD-213;AUD/USD-213;
USD/CAD-213;ZAR/JPY-214;NZD/USD-214;USD/TRY-213;EUR/TRY-213;
NZD/CHF-213;EUR/GBP-213;CAD/CHF-213;NZD/CAD-213;TRY/JPY-213;
EDIT 2: I was able to find a work around this issue. It seems that the
behavior of "isincludeWeekends" flag has been changed on a server side when
the fillMarketDataSnapshotRequestTime(request, startTime, endTime, false);
call is made from the client.
Today if 'false" is passed in with this flag, then it seems that all weekend's candles are being excluded from the result dataset. This leads to the missing data and therefore to the less candles in the resultset.
Before it used to returned all candles.
I am not sure if this is a bug or this is an expected behavior.
Please advice.
Thanks,
Anton.