trend bar request, got missing data
31 Jul 2023, 06:27
Hi, I am using ProtoOAGetTrendbarsReq to request 1 years historical data (period: M1) for my backtesting on EURUSD pair. So, I develop the callback functions to request the data in Python language. I request maximum number of bars that each request can do until I got all 1 years data. The code is below. But I got missing data on Monday and Tuesday for every weeks. So, I try to request only the period that cover Monday and Tuesday and does not exceed the request limit (try just one request), for example, 2022-07-02 to 2022-07-06. The data on Monday and Tuesday were not missing. Do you have any advice to solve this problem, or Could you recommend some best practice to collect 1 years data or more for cTrader Open API with Python?
This is the result from code above (many requests to collect 1 years data)
This is the result from one request to test.
Do not worry about 59 second. I added 59 seconds to be close time.
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