Fix Retrieval of Historical Data for Equities with Different Resolutions #8538
+96
−49
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
- Fixed retrieval of minute-resolution quote data for hour-resolution equity - Ensured correct retrieval of data regardless of equity resolution - Created a unit test to verify functionality
JosueNina
force-pushed
the
bug-8473-no-minute-data-hour-subscription
branch
from
6eb4040 to
080e69c
Compare
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
Fixed issue where equities with Resolution.Hour or Resolution.Daily could not retrieve quote data in historical queries with a supported resolution. The update ensures that requesting history with minute resolution returns both trade and quote data, even if the original equity was added with a resolution that does not support quote data (e.g., Hour or Daily).
Related Issue
Closes #8473
Motivation and Context
Equities with Resolution.Hour or Resolution.Daily do not support Quote data, but when querying historical data with a resolution that supports quote data, both Trades and Quote data should be returned.
Requires Documentation Change
No.
How Has This Been Tested?
Tested using a unit test that verifies both Trades and Quote data are returned for equities with Resolution.Hour or Resolution.Daily when querying for historical data with a supported resolution
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>