Trying to make a backtest program for several time-sensitive technical indicators. Have been working to save the tickers and intervals I want to a file so as to minimize requests.
Whoever programmed the market data section of the api – you discredit the entire product. Its unuseable. At 5Min interval, only 80% of data comes through. If I change the time range, a different 80% of data comes through – I have no clue what kind of infrastructure even makes this possible. At 1Min interval, any ticker is more hole than data.
I have no idea why the community doesnt seem to be putting in any pressure about this issue – am I the only one? Are you generally filling in your 5Min barset from elsewhere? Can you point me to what I might be doing wrong? There was a post here recently that I wholegeartedly agree with: this stuff is pretty deeply broken, and its hard to see anyone trusting their money on here. Please, I would like to continue working with this api. How are you still in business? What do your consumers do to compensate for what I hope isn’t your willful malice? On a side note, how did you even get it to be missing different pieces of data on each request like that?