I’m having the same problem: lots of data is missing on the 1Min scale. After requesting 120_000 bars on 1Min dataset (with proper temporal spacing between batches of requests) of AT&T (ticker: T), my final file is 103_829 entries long, which means I’m getting around 86% of the data I need. Looking through the data personally, I suspect errors in my request strategy may be hiding a number far lower, maybe around 60%. This isn’t really acceptable – why is this a feature in the API if it’s so drastically incomplete?
@bhupendra_subedi, what data source did you use?