Each US market trading day should consist of 390 minute bars.
In 2021 , there are 13 trading days that are missing data for SPY, i.e. they have less than 390 minute bars.
Key is the date, val is the number of minute bars returned from historical v2 API getBars endpoint.
{ key: ‘2021-01-04’, val: 389 },
{ key: ‘2021-01-14’, val: 387 },
{ key: ‘2021-01-19’, val: 389 },
{ key: ‘2021-01-21’, val: 388 },
{ key: ‘2021-02-03’, val: 389 },
{ key: ‘2021-02-04’, val: 389 },
{ key: ‘2021-02-08’, val: 386 },
{ key: ‘2021-02-09’, val: 389 },
{ key: ‘2021-02-10’, val: 388 },
{ key: ‘2021-02-12’, val: 387 },
{ key: ‘2021-02-19’, val: 389 },
{ key: ‘2021-02-23’, val: 389 },
{ key: ‘2021-07-26’, val: 389 }
I have the paid data plan.
Can someone comment on if this is expected?