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

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Avaliação

Dificuldade
4/5
Tempo estimado
3-5 dias
Facilidade para iniciantes
35/100
Tipo de issue
Bug
Clareza
Precisa de esclarecimento
Status de atividade
Pouca atividade
Stack de tecnologia
python
Domínio
api, data

Direção de pesquisa

Nenhum arquivo do repositório, teste ou ponto de entrada é nomeado. Comece reproduzindo as três solicitações agregadas usando seus IDs de solicitação e comparando os minutos afetados com as barras adjacentes e os totais de cinco minutos. A tarefa estará concluída quando for confirmado se as barras ausentes são causadas pela filtragem de trades ou por uma lacuna de ingestão, particionamento ou mapeamento de símbolos, e quando o escopo for documentado.

Escrita pelo modelo de indexação a partir do texto da issue.

Descrição

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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