[Bug] Weekend data (inconsistently) appearing in time_series data.
EdgyEdgemond opened this issue · 1 comments
EdgyEdgemond commented
Describe the bug
When requesting time_series data, saturday/sunday candles randomly appear. (I'm assuming this is a bug server side and not python side. But not sure how to raise that).
1day
: saturday candle (2022-03-05)
{'datetime': '2022-03-07', 'open': '1.32290', 'high': '1.32410', 'low': '1.31025', 'close': '1.31245'}
{'datetime': '2022-03-05', 'open': '1.32385', 'high': '1.32495', 'low': '1.32175', 'close': '1.32275'}
{'datetime': '2022-03-04', 'open': '1.33515', 'high': '1.33575', 'low': '1.32025', 'close': '1.32375'}
8hour
: sunday candles appear (no saturday candle though) (2022-03-06)
{'datetime': '2022-03-06 22:00:00', 'open': '1.31995', 'high': '1.32290', 'low': '1.31415', 'close': '1.31540'}
{'datetime': '2022-03-06 14:00:00', 'open': '1.32290', 'high': '1.32410', 'low': '1.31860', 'close': '1.31990'}
{'datetime': '2022-03-04 14:00:00', 'open': '1.32385', 'high': '1.32495', 'low': '1.32175', 'close': '1.32275'}
{'datetime': '2022-03-04 06:00:00', 'open': '1.33120', 'high': '1.33170', 'low': '1.32025', 'close': '1.32375'}
To Reproduce
Steps to reproduce the behavior:
c = TDClient(apikey=XXXX)
td = c.time_series(
symbol="GBP/USD",
interval="1day",
outputsize=10,
timezone="UTC",
)
Expected behavior
Data for times when the market is closed doesn't appear, or at least appears consistently.