massive-com / massive-com/client-python
Possible missing 1-minute aggregates: MMM and HON (Stocks Basic)
还没有人认领这个 Issue。
- 主要语言
- Python
- 星标
- 1.5k
- 派生
- 362
- PR 合并指标
- 30 天内没有已合并 PR
描述
Hello Massive Support,
We are investigating possible missing 1-minute stock aggregate bars on the
Stocks Basic plan.
Affected requests:
- 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:
- Did these intervals have zero qualifying trades because of trade-condition
filtering, or do they represent an ingestion/data gap? - If this is an ingestion issue, is it known to be systematic, transient, or
symbol-partition specific? - Are five-minute aggregates constructed from the same underlying base
aggregates, or independently from qualifying trades?
Thank you.
贡献指南
这个仓库没有索引到贡献指南
从这里开始
- 先读完整个 Issue,再读项目的贡献指南。
- 在 Issue 下留言说明你要接手 —— 这能避免两个人做同样的事。
- Fork 仓库,在一个分支上完成修改。
- 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