Missing Historical Data

ayush
Hi, I am using the Historical API for downloading historical data equities. There are a lot of instances wherein the data is missing. There isn't a continuous time series of the data that I am getting. Please look into it ASAP
  • sujith
    Hi @ayush,
    Can you give us some example params?
  • ayush
    I tried downloading historical data for JETAIRWAYS since its time of incorporation till Dec 2017. I found approx 3 months of data missing in the resultset
  • sujith
    Hi,
    I just tried fetching minute data for 2997505(JETAIRWAYS) and it seems fine. Can paste the request URL here?
  • ayush
    Did you check the length of the dataframe you got as compared to the optimal length and what was the time frame for which you downloaded? And let me know of any possible reasons for the inconsistency.
  • sujith
    I tried with 30 days interval for minute level data and I got the response in one second. I tried multiple times and the response is consistent.
  • ayush
    30 days is a short period of time. I tried getting data from the date of incorporation of the company. please revert back on your results. I am not saying that you will not get data, i am saying the multiple data points are missing.
  • sujith
    Are you referring to intraday candles or day candles?
    We only have intraday candles for a couple of years.
    The image which was posted earlier is broken. We are not able to see API result in that image.
    Can give more information about params you are sending?
  • ayush
    I am referring to intra day candles. Do one thing, download the historical minute level data of JETAIRWAYS from the starting of its listing in the stock markets till today, in short, all the data of Jet that is available. Then perform a check, in the sense that what should have been the ideal size of the data set, considering 400 data points per day * number of days AND how many rows are actually being returned from the API.
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