massive-com / massive-com/client-python

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

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描述

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.

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  3. Fork 仓库,在一个分支上完成修改。
  4. 提交 Pull Request,并在描述里引用这个 Issue 编号。

调研方向

没有指定任何仓库文件、测试或入口点。首先使用它们的请求 ID 重现三个聚合请求,并将受影响的分钟与相邻的柱以及五分钟总计进行比较。完成的标准是确认缺失的柱是由 trade 过滤造成的,还是由 ingestion、分区或 symbol 映射缺口造成的,并记录范围。

由索引模型根据 Issue 内容生成。

评估

技术栈
python
领域
api, data
Issue 类型
缺陷
难度
4/5
预计耗时
3-5 天
活跃度
冷清
描述清晰度
需要澄清
新手友好度
35/100

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