Data provider: Interactive Brokers
WL9 build 5, IB build 9.0.3
Scale: 30 Second, regular session only (Filter Pre/Post enabled)
Symbol tested: SNDK
Problem
On the 30-second scale, WL9 leaves whole blocks of a session missing and never re-requests them. The gaps are not missing trades — they're contiguous blocks that start mid-session and run to the close, which looks like the historical request stopping early and not being retried.
Loaded 30-second history: 12/4/2025 → 8/24/2026, 135,074 bars over 179 sessions.
In the 26 most recent sessions, six are truncated:
┌───────────┬─────────────────┬─────────────────┐
│ session │ last 30-sec bar │ minutes missing │
├───────────┼─────────────────┼─────────────────┤
│ 7/21/2026 │ 12:28 │ 213 │
├───────────┼─────────────────┼─────────────────┤
│ 7/28/2026 │ 14:46 │ 75 │
├───────────┼─────────────────┼─────────────────┤
│ 8/03/2026 │ 09:35 │ 386 │
├───────────┼─────────────────┼─────────────────┤
│ 8/10/2026 │ 10:15 │ 346 │
├───────────┼─────────────────┼─────────────────┤
│ 8/11/2026 │ 12:28 │ 213 │
├───────────┼─────────────────┼─────────────────┤
│ 8/17/2026 │ 09:42 │ 379 │
└───────────┴─────────────────┴─────────────────┘
Across the full overlap window, 2,002 minutes are absent from the 30-second data.
These are not missing trades
The same symbol at 1-minute scale has complete 390-bar coverage (09:31–16:00) on every one of those six days — so trades were printing throughout each session. Only the 30-second request is coming up short. The 1-minute scale shows no truncated sessions at all in that window; its only gaps are isolated single minutes and legitimate half-day closes.
Impact
Any indicator with a bar-count period silently spans the wrong amount of wall-clock time on the 30-second scale. A 21-session Gaussian filter reads 1513 on the 30-second chart vs 1571 on the 1-, 5- and 30-minute charts of the same symbol — the missing afternoons include the session highs, so the error is one-directional, not noise.
After realizing that there are gaps, I manually deleted the 30 sec QX file, restarted WL, re-ran the strategy code complie (not the chart), which forced a clean, gapless data.
WL9 build 5, IB build 9.0.3
Scale: 30 Second, regular session only (Filter Pre/Post enabled)
Symbol tested: SNDK
Problem
On the 30-second scale, WL9 leaves whole blocks of a session missing and never re-requests them. The gaps are not missing trades — they're contiguous blocks that start mid-session and run to the close, which looks like the historical request stopping early and not being retried.
Loaded 30-second history: 12/4/2025 → 8/24/2026, 135,074 bars over 179 sessions.
In the 26 most recent sessions, six are truncated:
┌───────────┬─────────────────┬─────────────────┐
│ session │ last 30-sec bar │ minutes missing │
├───────────┼─────────────────┼─────────────────┤
│ 7/21/2026 │ 12:28 │ 213 │
├───────────┼─────────────────┼─────────────────┤
│ 7/28/2026 │ 14:46 │ 75 │
├───────────┼─────────────────┼─────────────────┤
│ 8/03/2026 │ 09:35 │ 386 │
├───────────┼─────────────────┼─────────────────┤
│ 8/10/2026 │ 10:15 │ 346 │
├───────────┼─────────────────┼─────────────────┤
│ 8/11/2026 │ 12:28 │ 213 │
├───────────┼─────────────────┼─────────────────┤
│ 8/17/2026 │ 09:42 │ 379 │
└───────────┴─────────────────┴─────────────────┘
Across the full overlap window, 2,002 minutes are absent from the 30-second data.
These are not missing trades
The same symbol at 1-minute scale has complete 390-bar coverage (09:31–16:00) on every one of those six days — so trades were printing throughout each session. Only the 30-second request is coming up short. The 1-minute scale shows no truncated sessions at all in that window; its only gaps are isolated single minutes and legitimate half-day closes.
Impact
Any indicator with a bar-count period silently spans the wrong amount of wall-clock time on the 30-second scale. A 21-session Gaussian filter reads 1513 on the 30-second chart vs 1571 on the 1-, 5- and 30-minute charts of the same symbol — the missing afternoons include the session highs, so the error is one-directional, not noise.
After realizing that there are gaps, I manually deleted the 30 sec QX file, restarted WL, re-ran the strategy code complie (not the chart), which forced a clean, gapless data.
Rename
Darn, I thought you were going to tell me how much you like the quick connection to TWS with IB build 9.0.3. :/
I'll take a look at the 30 second thing.
I'll take a look at the 30 second thing.
Sorry :(
Just edited initial ticket above - note the fix at the end.
Thanks!
Just edited initial ticket above - note the fix at the end.
Thanks!
I didn't see an issue either and just came back to post my QX file.
https://drive.google.com/file/d/1QTb4QOc0GfkMNbyqfVJtjOhGhj6m1LJF/view?usp=sharing
The updates are in batches, but if somehow you missed a batch you'd see a gap of several days, not just several bars. Keep an eye on it!
https://drive.google.com/file/d/1QTb4QOc0GfkMNbyqfVJtjOhGhj6m1LJF/view?usp=sharing
The updates are in batches, but if somehow you missed a batch you'd see a gap of several days, not just several bars. Keep an eye on it!
If you ran, like me, from scratch - then, yes, it will create a nice, gappless data. However, like I detailed above, over time, it will start missing data and won't know to refill automaticly. I had to delete the stale data file and run a brand new one.
Please note that I'm seeing it only in 30-seconds. 1 minute is fine.
Please note that I'm seeing it only in 30-seconds. 1 minute is fine.
Okay, will look for it.
Meanwhile, if it happens again, use the Data Tool to truncate bars at a convenient spot, like a Saturday before the error and then update again.
Meanwhile, if it happens again, use the Data Tool to truncate bars at a convenient spot, like a Saturday before the error and then update again.
I'm not used to looking at sub-1m charts, but I'm seeing a bad effect with Streaming - the bars are closing every 30 seconds, but relative to the second you started the Stream.
For example, if you start at 09:30:07, the 30 second bars will update at every :37 and :07 second of the minute interval thereafter.
That isn't an IB issue - it's a WL bug in the StreamingBarBuilder.
With IB there's always some variation with the bars build from streaming due to conflated data, but to get data in the same ballpark with sub-1min intervals, make sure to click "Stream" about 1 second before the clock ticks :00 or :30.
For example, if you start at 09:30:07, the 30 second bars will update at every :37 and :07 second of the minute interval thereafter.
That isn't an IB issue - it's a WL bug in the StreamingBarBuilder.
With IB there's always some variation with the bars build from streaming due to conflated data, but to get data in the same ballpark with sub-1min intervals, make sure to click "Stream" about 1 second before the clock ticks :00 or :30.
This "cutoff" issue is fixed for WL9 Build 6.
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