massive-com / massive-com/client-python

Possible missing 1-minute aggregates: MMM and HON (Stocks Basic)

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Description

Hello Massive Support,

We are investigating possible missing 1-minute stock aggregate bars on the
Stocks Basic plan.

Affected requests:

  1. MMM โ€” missing 2026-08-04 13:58 UTC

Request URL:
https://api.massive.com/v2/aggs/ticker/MMM/range/1/minute/2026-08-04/2026-08-04?adjusted=true&sort=asc&limit=50000

Request ID: 59e0d31b6623dfb8b565f2a737b91667
2. HON โ€” missing 2026-08-04 13:58 UTC

Request URL:
https://api.massive.com/v2/aggs/ticker/HON/range/1/minute/2026-08-04/2026-08-04?adjusted=true&sort=asc&limit=50000

Request ID: ffc89118b047f04c088f21acf7dbd302
3. HON โ€” missing 2026-08-03 13:55 UTC

Request URL:
https://api.massive.com/v2/aggs/ticker/HON/range/1/minute/2026-08-03/2026-08-03?adjusted=true&sort=asc&limit=50000

Request ID: d02d6ce093db8e20584756c36e43bf9f

The adjacent one-minute bars contain material activity:

  • MMM 2026-08-04: 13:57 volume 9,099.618093 / 166 transactions;
    13:59 volume 2,825.923488 / 102 transactions.
  • HON 2026-08-04: 13:57 volume 1,328.076841 / 62 transactions;
    13:59 volume 4,683.273666 / 100 transactions.
  • HON 2026-08-03: 13:54 volume 5,205.521008 / 158 transactions;
    13:56 volume 4,564.955796 / 205 transactions.

Notably, MMM and HON are missing the same minute (2026-08-04 13:58 UTC),
which suggests a possible ingestion-side or symbol-partition issue rather
than two independent no-trade intervals.

HON appears in two of the three cases and underwent a spinoff and company-name
change effective 2026-06-29. Could post-corporate-action symbol mapping be
related to the repeated HON omissions?

We also checked the other 28 current Dow constituents at 13:58 UTC on
2026-08-04. All 28 had bars. Across those 28, the median 13:58 volume and
transaction-count ratios versus the mean of 13:57 and 13:59 were both
approximately 0.898, so we did not observe a market-wide collapse at that
timestamp.

For all three affected five-minute windows, the five-minute aggregate volume
exactly equals the sum of the four available one-minute bars.

Could you please confirm:

  1. Did these intervals have zero qualifying trades because of trade-condition
    filtering, or do they represent an ingestion/data gap?
  2. If this is an ingestion issue, is it known to be systematic, transient, or
    symbol-partition specific?
  3. Are five-minute aggregates constructed from the same underlying base
    aggregates, or independently from qualifying trades?

Thank you.

Contributor guide

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

No repository file, test, or entry point is named. Start by reproducing the three aggregate requests using their request IDs and comparing the affected minutes with adjacent bars and the five-minute totals. Done means confirming whether the missing bars are caused by trade filtering or an ingestion, partition, or symbol-mapping gap, and documenting the scope.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
api, data
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Quiet
Clarity
Needs clarification
Newbie friendliness
35/100

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