HistoricMinuteLookback function

Steve Flaherty

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Jun 24, 2025, 12:06:14 PMJun 24

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Hello,

I've been working on an automated download using this function called from VBA. There are several time periods missing throughout the day and I've tried it with QQQ,TSLA,SPY,NVDA, and META. Please see QQQ attached

Date Open High Low Close Volume

24 Jun 2025 15:27 $538.78 $538.90 $538.73 $538.88 71,462
24 Jun 2025 15:28 $538.89 $538.91 $538.84 $538.88 24,976
24 Jun 2025 15:29 $538.86 $538.93 $538.84 $538.92 74,772
24 Jun 2025 15:30 $538.95 $538.98 $538.88 $538.88 73,965
24 Jun 2025 15:31 $538.79 $538.80 $538.76 $538.77 109,790
24 Jun 2025 15:32 $538.78 $538.81 $538.74 $538.78 25,948
24 Jun 2025 15:34 $538.97 $539.01 $538.88 $538.91 171,186
24 Jun 2025 15:35 $538.90 $538.95 $538.84 $538.93 37,612
24 Jun 2025 15:36 $538.94 $539.02 $538.94 $539.01 15,475
24 Jun 2025 15:38 $539.14 $539.15 $539.09 $539.14 200,251
24 Jun 2025 15:39 $539.15 $539.17 $539.10 $539.10 75,252
24 Jun 2025 15:40 $539.11 $539.17 $539.09 $539.15 30,872
24 Jun 2025 15:43 $539.10 $539.10 $539.04 $539.10 382,760
24 Jun 2025 15:44 $539.10 $539.16 $539.09 $539.11 55,822
24 Jun 2025 15:45 $539.10 $539.15 $539.06 $539.09 60,182
24 Jun 2025 15:46 $539.11 $539.23 $539.07 $539.07 88,994
24 Jun 2025 15:47 $539.08 $539.10 $538.97 $539.10 78,685
24 Jun 2025 15:48 $539.09 $539.18 $539.09 $539.11 56,573
24 Jun 2025 15:49 $539.10 $539.30 $539.09 $539.28 69,449
24 Jun 2025 15:50 $539.28 $539.28 $539.15 $539.20 82,300
24 Jun 2025 15:51 $539.21 $539.22 $539.13 $539.17 73,536
24 Jun 2025 15:52 $539.17 $539.22 $539.03 $539.04 59,099
24 Jun 2025 15:53 $539.02 $539.04 $538.84 $538.85 94,097
24 Jun 2025 15:54 $538.84 $538.97 $538.77 $538.89 104,178
24 Jun 2025 15:55 $538.89 $538.97 $538.80 $538.93 58,897
24 Jun 2025 15:56 $538.93 $539.05 $538.78 $538.79 112,479
24 Jun 2025 15:57 $538.78 $538.79 $538.71 $538.76 91,352
24 Jun 2025 15:58 $538.76 $538.76 $538.61 $538.65 78,799
24 Jun 2025 15:59 $538.64 $538.76 $538.63 $538.68 69,850
24 Jun 2025 16:00 $538.74 $538.74 $538.74 $538.74 -

This has been happening for at least the last couple of months.

Thanks,

Steve.

-

Andrew Sinclair

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Jun 25, 2025, 5:06:23 AMJun 25

to Excel Price Feed

Hi Steve,

I've spent some time investigating this and I am seeing the same behaviour, there are some minute periods missing, sporadically, there is no obvious pattern.

For example QQQ, the 08:41 minute point is missing:

and if I look at the minute chart on the Yahoo website I can see that there is no data for 04:41 (the time difference is due to UTC vs local market time):

Unfortunately we have no control over the source data, it comes from Yahoo Finance. I can post on their forum and see if they can investigate.

Kind Regards,

Andrew Sinclair

Coderun Technologies Ltd

On Tuesday, 24 June 2025 at 19:06:14 UTC+3 jlsms...@gmail.com wrote:

Hello,
I've been working on an automated download using this function called from VBA. There are several time periods missing throughout the day and I've tried it with QQQ,TSLA,SPY,NVDA, and META. Please see QQQ attached

Date Open High Low Close Volume
24 Jun 2025 15:27 $538.78 $538.90 $538.73 $538.88 71,462
24 Jun 2025 15:28 $538.89 $538.91 $538.84 $538.88 24,976
24 Jun 2025 15:29 $538.86 $538.93 $538.84 $538.92 74,772
24 Jun 2025 15:30 $538.95 $538.98 $538.88 $538.88 73,965
24 Jun 2025 15:31 $538.79 $538.80 $538.76 $538.77 109,790
24 Jun 2025 15:32 $538.78 $538.81 $538.74 $538.78 25,948
24 Jun 2025 15:34 $538.97 $539.01 $538.88 $538.91 171,186
24 Jun 2025 15:35 $538.90 $538.95 $538.84 $538.93 37,612
24 Jun 2025 15:36 $538.94 $539.02 $538.94 $539.01 15,475
24 Jun 2025 15:38 $539.14 $539.15 $539.09 $539.14 200,251
24 Jun 2025 15:39 $539.15 $539.17 $539.10 $539.10 75,252
24 Jun 2025 15:40 $539.11 $539.17 $539.09 $539.15 30,872
24 Jun 2025 15:43 $539.10 $539.10 $539.04 $539.10 382,760
24 Jun 2025 15:44 $539.10 $539.16 $539.09 $539.11 55,822

24 Jun 2025 15:45 $539.10 $539.15 $506 $539.09 60,182

Steve Flaherty

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Jun 25, 2025, 7:21:02 AMJun 25

to Excel Price Feed

Thanks for looking into this Andrew. I'm hoping the Yahoo folks can shed some light on this.

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