When I want to get data for recent days from History API by a code like the following, I get unexpected results (backtesting). Sometimes I get an empty Enumerable and sometimes problematic data (such as same Close Price on the two ends of the history span). When I change backtesting dates to for example 2016, December, everything will be okay. What's the cause of this?
My code:

var startDay = Time.AddDays(-6); var endDay = Time.AddHours(-12); sliceHistory = History( _changes.AddedSecurities.Select(s => s.Symbol), startDay, endDay, Resolution.Daily, true);