# Historic\_agg\_v2 returning an extra day

**URL:** <https://forum.alpaca.markets/t/historic-agg-v2-returning-an-extra-day/3322>\
**Category:** Alpaca Market Data\
**Created:** [November 14, 2020, 7:53pm UTC](https://forum.alpaca.markets/t/historic-agg-v2-returning-an-extra-day/3322 "2020-11-14T19:53:47Z")\
**Posts on this page:** 5\
**Page:** 1

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**Author:** ![DavidW](https://sea2.discourse-cdn.com/flex020/user_avatar/forum.alpaca.markets/davidw/32/1565_2.png) [@DavidW](https://forum.alpaca.markets/u/DavidW)\
**Post date:** [November 14, 2020, 7:53pm UTC](https://forum.alpaca.markets/t/historic-agg-v2-returning-an-extra-day/3322/1 "2020-11-14T19:53:47Z")

</div>

The historic\_agg\_v2 function appears to be returning an extra under some circumstances.

api.polygon.historic\_agg\_v2(“SPY”, 1, “day”, \_from=“2020-08-17”, to=“2020-08-19”)

returns  
open high low close volume vwap  
timestamp  
2020-08-17 00:00:00-04:00 337.94 338.34 337.48 337.91 35092877.0 337.8453  
2020-08-18 00:00:00-04:00 338.34 339.10 336.61 338.64 38627631.0 338.3195  
2020-08-19 00:00:00-04:00 339.05 339.61 336.62 337.23 68215296.0 338.2099  
2020-08-20 00:00:00-04:00 335.36 338.80 335.22 338.28 42408654.0 337.4729

and  
api.polygon.historic\_agg\_v2(“SPY”, 1, “day”, \_from=“2020-11-12”, to=“2020-11-12”)

returns  
open high low close volume vwap  
timestamp  
2020-11-12 00:00:00-05:00 355.58 356.7182 351.26 353.21 66838046.0 353.6225  
2020-11-13 00:00:00-05:00 355.27 358.2000 354.71 358.10 44288743.0 356.4866

From what I could tell I think this may have something to do with the fix\_daily\_bar\_date(date, timespan) function.

Any help would be appreciated. Thank you,  
David

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<div class="post-metadata">

**Author:** ![dan\_whitnable](https://sea2.discourse-cdn.com/flex020/user_avatar/forum.alpaca.markets/dan_whitnable/32/1323_2.png) [@dan\_whitnable](https://forum.alpaca.markets/u/dan_whitnable)\
**Post date:** [November 14, 2020, 9:24pm UTC](https://forum.alpaca.markets/t/historic-agg-v2-returning-an-extra-day/3322/2 "2020-11-14T21:24:39Z")

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It appears that previously Polygon had a bug and didn’t include the end day when fetching daily data. The Alpaca python SDK included a ‘patch’ to fix this called ` fix_daily_bar_date` (as was mentioned by @DavidW). Time passed, and now voila, Polygon fixed their API so it DOES include the last day. So now the SDK adds a day where it’s not necessary.

I checked this out by directly calling the Polygon API for two days (2019-01-02 and 2019-01-03). It returns two days as expected.

`https://api.polygon.io/v2/aggs/ticker/AAPL/range/1/day/2019-01-02/2019-01-03?sort=asc&apiKey=xxxxxx`

It returns

```auto
{
  "ticker": "AAPL",
  "status": "OK",
  "queryCount": 2,
  "resultsCount": 2,
  "adjusted": true,
  "results": [
    {
      "v": 148158948,
      "vw": 38.8871,
      "o": 38.7225,
      "c": 39.48,
      "h": 39.7125,
      "l": 38.5575,
      "t": 1546405200000,
      "n": 1
    },
    {
      "v": 365248780,
      "vw": 35.895,
      "o": 35.995,
      "c": 35.5475,
      "h": 36.43,
      "l": 35.5,
      "t": 1546491600000,
      "n": 1
    }
  ],
  "request_id": "2fe31826b3f0d0d4cee2570f78adf9f1"
}

```

Probably we should submit an issue on Github to fix this.

Is it a big problem the way it is? All it does is gives an extra day of data. You could ‘clip’ the returned dataframe to just the desired days as a workaround. Something like this

```
start_date = '2020-11-12'
end_date = '2020-11-12'
polygon_data = api.polygon.historic_agg_v2('SPY', 1, 
                                           'day', 
                                           _from=start_date, 
                                           to=end_date).df
clipped_data = polygon_data[start_date:end_date]
```

---

<div class="post-metadata">

**Author:** ![DavidW](https://sea2.discourse-cdn.com/flex020/user_avatar/forum.alpaca.markets/davidw/32/1565_2.png) [@DavidW](https://forum.alpaca.markets/u/DavidW)\
**Post date:** [November 15, 2020, 10:56pm UTC](https://forum.alpaca.markets/t/historic-agg-v2-returning-an-extra-day/3322/3 "2020-11-15T22:56:35Z")

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Thank you! You’re right, it’s not a big issue but I figured it might be something other people might encounter as well and jus trying to help improve this great platform.  
-David

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<div class="post-metadata">

**Author:** ![Amir](https://sea2.discourse-cdn.com/flex020/user_avatar/forum.alpaca.markets/amir/32/1580_2.png) [@Amir](https://forum.alpaca.markets/u/Amir)\
**Post date:** [November 19, 2020, 9:32pm UTC](https://forum.alpaca.markets/t/historic-agg-v2-returning-an-extra-day/3322/4 "2020-11-19T21:32:22Z")

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THIS IS A BIG ISSUE. I was comparing results of back testing with online performance of my algorithm. I spent a day to find out the root cause is this bug in API. Any discrepancy between documentation and implementation is completely unacceptable.

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<div class="post-metadata">

**Author:** ![Riley\_C](https://sea2.discourse-cdn.com/flex020/user_avatar/forum.alpaca.markets/riley_c/32/1047_2.png) [@Riley\_C](https://forum.alpaca.markets/u/Riley_C)\
**Post date:** [November 27, 2020, 4:21pm UTC](https://forum.alpaca.markets/t/historic-agg-v2-returning-an-extra-day/3322/5 "2020-11-27T16:21:48Z")

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Yes, this change is messing with my data as well. I’m trying to use Dan’s “clipped\_data” method above but not having luck (ie. not doing it right probably, still a rookie coder here).

Would be awesome if Alpaca could remove their patch now that Polygon is returning the end date data.

Thank you!