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Getting the daily price data for 2016-01-19 for SPY returns nothing, as if 2016-01-19 is a weekend (it is not).
Asking for the same data with Resolution.Minute works and return data.
Find notebook attached.
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Jing Wu
Hi Joseph, for daily history data, the timestamp index is the EndTime of the daily bar. For example, 186.2 is the daily close price on 2016-01-19. For daily resolution, the bar end time would be 2016-01-20.
symbol time open high low close volume
SPY 2016-01-20 189.96 190.11 186.2 188.02 122569923.0
January 18, 2016 is a public holiday (Martin Luther King, Jr. Day), therefore, there is no price data on that day. In the index of the data frame, it would be January 19, 2016.
For minute resolution, the end time of the minute bar is also on the same day that's why you saw the minute price with the index 2016-01-19.
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