Ticker VGT
From 2015-01-06 15:00:00
To 2015-01-06 16:00:00
Security Type Equity
Market USA
Resolution Minute
Status Waiting Review

First, great platform!  Just getting into it.

For VGT on the date provided I see trades every minute from 3pm to 4pm EST.  My source is eSignal. I also see this on "second" resolution.

Is this an error with QC's source?  Please let me know


qb = QuantBook()
B = qb.AddEquity("VGT")

start_time = datetime(2015, 1, 5) # start datetime for history call
end_time = datetime(2015, 1, 7) # end datetime for history call

B_history = qb.History(B.Symbol, start_time, end_time, Resolution.Minute)

Bx = B_history.close.reset_index() .set_index('time') ['close']
Bx.pct_change().loc['2015-01-06'].between_time('15:00','16:00') .cumsum().plot(figsize=(12,6))

Flat lines indicate no trades.


eSignal plot: