US daily vs 5-minute volume mismatch + history_candlesticks 301607 limit:0 entitlement clarification

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Start by reviewing the referenced issues #1216, #1191, #913, #849, and #662, then check the documentation for candlesticks(count=1000), history_candlesticks_by_date, and history_candlesticks_by_offset. Done means documenting the applicable entitlement and quota behavior, the volume-data contract, and whether an upgrade changes either behavior.

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Summary

Longbridge Customer Services referred this technical question to this repository.

I am validating a read-only US-equity intraday research workflow through the connected Longbridge OpenAPI/MCP tools and need clarification on two reproducible data-contract/entitlement issues.

No credentials, account identifiers, tokens, or trading permissions are included here.

1. Daily vs complete 5-minute volume/turnover mismatch

Instrument: VTI.US
Adjustment: no forward adjustment
5-minute candles: trade_sessions=all (Overnight, Pre, Intraday, Post)

2026-09-23
  • Native daily candle volume: 2,581,335 shares
  • Native daily candle turnover: 978,481,653
  • All 288/288 completed 5-minute bars from 04:00 UTC Sep 23 to 04:00 UTC Sep 24:
    • summed volume: 1,929,865 shares
    • summed turnover: 731,429,163.447
  • 5-minute totals are approximately 74.76% of the daily totals.
2026-09-24
  • Native daily candle volume: 2,600,775 shares
  • All 288/288 completed 5-minute bars:
    • summed volume: 1,759,623 shares
  • 5-minute volume is 67.66% of the daily volume.

Similar discrepancies have appeared on other liquid US symbols.

Could the Longport team please confirm:

  1. The exact venue/tape and eligible trade-condition coverage of daily vs 1m/5m bars.
  2. Whether off-exchange/TRF trades, odd lots, auctions/crosses, delayed trades, or corrections are treated differently between daily and intraday candles.
  3. Whether daily candles can be updated with trades/corrections that are not propagated to minute candles.
  4. Whether there is a documented same-source normalization or alternative OpenAPI endpoint that can provide a consistent regular-hours 5-minute time-of-day volume baseline and ADV20.

2. Historical candlestick entitlement returns 301607 with limit:0

The connected account can retrieve recent candlesticks(count=1000) 5-minute data and 20 daily candles, but history_candlesticks_by_date returns:

301607
history candlestick symbol count out of limit
requested:0/limit:0

Additional reproduction from 2026-09-28:

  • NVDA.US, native unadjusted RTH 5-minute request: recent candlesticks(count=1000) provided only 12 fully completed prior sessions.
  • history_candlesticks_by_offset looking further back returned an empty list without an explanatory error.
  • history_candlesticks_by_date for NVDA.US, 2026-08-28 through 2026-09-09, returned 301607 requested:0/limit:0.

I found existing issues including #1216, #1191, #913, #849 and #662 concerning historical-candlestick quota/301607.

The limit:0 behavior therefore appears to be a known class of issue, but I still need clarification on the exact entitlement applicable to the connected account and whether a paid entitlement changes it.

Please clarify:

  1. Is date-range/offset historical access a separate entitlement from recent candlesticks?
  2. How can the live remaining monthly symbol/history quota be checked programmatically?
  3. What current entitlement or upgrade is required to retrieve at least 20 completed US RTH 5-minute sessions for a bounded personal research universe of roughly 8–20 symbols?
  4. If there is a paid tier, what is the current monthly all-in price and does the existing OpenAPI/MCP connection inherit the upgraded permissions without replacing credentials?
  5. Critically, would such an upgrade affect only historical depth/quota, or would it also change the daily-vs-minute volume/tape discrepancy described above?

The purpose is data validation only. I do not want to infer that purchasing a higher entitlement would fix the volume-population inconsistency unless Longport confirms that explicitly.

Thank you.

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