Ticker BTCUSD
From 2019-12-20 00:00:00
To 2019-12-20 00:00:00
Security Type Crypto
Market GDAX
Resolution Minute
Status Resolved

qb = QuantBook()
btcusd = qb.AddCrypto("BTCUSD", Resolution.Minute, Market.GDAX)
history = qb.History(qb.Securities.Keys, datetime(2019,12,20), datetime(2019,12,21), Resolution.Minute)
history

When I ran the code above, I only received 300 rows back in the history DataFrame. Then, when checking the data library, I see that GDAX is missing files for the 20th.

 

https://www.quantconnect.com/data/tree/crypto/gdax/minute/btcusd