Missing price data for SGOC (FIBBG000BT5RZ0) on Friday (7/9/2021)

Technical Help
#1

Hey Brian, here's another one. Oddly enough it's from Friday again, and for another top volume name.

Can you confirm this name from Friday is affected by the known issue? If so, how can I anticipate this issue so I can try to have a backup in place?

#2

FYI, I came up with a workaround to account for gaps in prices using collected realtime data as a backup; I've included code below for others.

Ensure your DB param includes a realtime database:

DB = ['usstock-minute', 'usstock-minute-realtime-polygon']

# Combine history and realtime prices
if 'MinuteOpenOpen' in prices.index: # account for having no realtime pricing for given params
    
    # Merge realtime prices into history prices
    history_prices = prices.copy()
    history_prices = history_prices.drop(['MinuteOpenOpen', 'MinuteHighHigh', 'MinuteLowLow', 'MinuteCloseClose', 'MinuteVolumeClose'])
    history_prices.loc['Open'] = history_prices.loc['Open'].fillna(prices.loc['MinuteOpenOpen']).values
    history_prices.loc['High'] = history_prices.loc['High'].fillna(prices.loc['MinuteHighHigh']).values
    history_prices.loc['Low'] = history_prices.loc['Low'].fillna(prices.loc['MinuteLowLow']).values
    history_prices.loc['Close'] = history_prices.loc['Close'].fillna(prices.loc['MinuteCloseClose']).values
    history_prices.loc['Volume'] = history_prices.loc['Volume'].fillna(prices.loc['MinuteVolumeClose']).values
    prices = history_prices
#3

Same issue. Please allow about a month for the fix to be rolled out. Unfortunately there’s not a way to predict occurrences.

#4

Sounds good man. In the meantime, I've got a workaround in place.

Thanks for all your help!

#5

This issue is now fixed historically and going forward.

#6

Hey @Brian this is great news! Do I need to drop and re-download the entire minute bundle? Also, does this apply to the daily history database (non-bundle) as well?

Also, when exactly did the bundle get fixed? I actually re-downloaded the entire bundle over the weekend while working on another issue, so I may have gotten the fixes. It looks like I got some of the fixes at least.