Polygon Realtime Aggregates Delays (post 5pm EST)

Technical Help
#1

This is more a question for the community, but Brian if you have any feedback, let me know.

Anyone using Polygon realtime minute aggregates experience any delays over the last couple days, that seem to start around 5pm EST? I currently run my trading every minute with a 90 second delay on review_date (see below), and this typically works fine. However, I've noticed during the last couple days 10-20 instances between 5-6pm EST where this 90 second delay isn't enough, and I get delay errors as shown below:

quantrocket satellite exec 'codeload.trade.trade_strategy' --params 'code:big-gap' "review_date:$(TZ=America/New_York date --date='now -90 seconds' +\%Y-\%m-\%d\ \%H:\%M:\%S)" 'trade_orders:True'

no 17:54:00 data found in prices DataFrame for
2021-07-15 17:56:17, is the underlying data up-to-date? (max time for 2021-07-15
2021-07-15 17:56:17 is 17:53:00

Note that this issue specifically applies to the symbol DTSS for today and yesterday at least.

The issue goes away on it's own, but 3 days in a row, I've seen these errors occur at around the same time. I've reached out to Polygon to see if they've experienced any delays.

#2

Just wanted to report back that after working with Polygon, I realized the issue was due to me only trading a single security during the last couple days and thus the likelyhood of no trades occuring during a given minute is more likely vs when I'm trading multiple securities. Basically, when trading multiple securities, as long as one of the securities returns a minute bar for a requested minute, then no warnings are thrown by QuantRocket's strategy.trade() method.

Hope this helps other!