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);