If I request a 2 hour bar for PGNY starting at 14:30, the response comes back with the bar starting at 16:00.
I assumed that the bars can only start at multiples of the time frame, but then I tried to get a 7 hour bar starting at 14:00 and the bar that came back had a timestamp of 18:00.
I tried requesting 30 minute bars and aggregating them manually, and it seems to generally work for dates at least 1 month ago, but some bars are completely missing for more recent dates. For example, COKE returns no bar from 20:30 to 21:00 on 03/27.
The API documentation doesn’t seem to give any clarity around what’s going on here. Are there any guidelines around how to use the historical bars API effectively?