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Open Feature request MC-2528

Alerting user that some bars were missed during the backfill/ historical data request

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- if some data is missed during a backfill ( problem with broker API, no quotes, bars filtered out, etc), a user has no way of knowing.

Upon backfill, MC/ PortfolioTrader should transparently "Alert" the user in case some data are missing.
These alerts should show a user the problematic symbols and - ideally - the time periods missed, so that it helps further investigation/decision-making ( whether to continue with trading or not).
Missed number of bars can be put (in red) next to the symbol, the detailed report about time periods missed should be exported to a file that will be opened if a user clicks on the "alert" message.
So, it can be 1 "big fat" alert message.

This should work when backfilling data, regardless of the method ("bars or intervals back", "to-from"), in MC and PT, both for minute and daily resolutions.

The challenge will be taking into account holidays/early closes - so as to reduce the number of "false positives".
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Issue basics
  • Type of issue
    Feature request
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  • Status
    Under Review
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