Missing candles in OHLCV data: how to detect gaps and backfill them safely
Detect missing candles in OHLCV bar data with a UTC grid and a trading calendar, then backfill safely without forward-filling volume or range.
Tag · us-stocks
us-stocks
7 posts on us-stocks from the SiftingIO market data blog, spanning real-time and historical coverage across stocks, forex, crypto, commodities, and on-chain venues.
Posts tagged us-stocks
Plotting trades on a price chart: get the exact 1-minute bar at the fill time
How to fetch the exact 1-minute OHLCV bar under each trade fill for stocks, forex, and crypto with one API, with verified page limits, intervals, and pagination.
When does the weekly candle open and close? Weekly bar boundaries by asset class
Weekly candle open and close times for forex, crypto, and US stocks, and how to rebuild either week convention from timestamped SiftingIO bars in pandas.
Technical signals API: pull RSI, MACD, and moving average summaries in one REST call
SiftingIO's technical signals API: live RSI, MACD, and moving average summaries plus per-bar signal history with cross events, over two REST endpoints.
When does a daily candle open and close? Daily bar boundaries in stocks, forex, and crypto
When a daily candle opens and closes in US stocks, forex, and crypto, why weekend gaps exist, and why two providers' daily bars can legitimately differ.
Pre-market, regular hours, and after-hours: what US stock data exists in each session
Pre-market, regular hours, and after-hours US stock sessions with times in ET and UTC, what data exists in each, and how an app should handle the boundaries.
US stock market data API: build a live price chart with historical bars and real-time ticks
Build a live US stock price and chart page: backfill adjusted OHLCV history over REST, stream real-time ticks over WebSocket, and handle market sessions.