Summary
stocks.candles auto-splits intraday requests spanning more than 365 days into contiguous year-sized chunks where chunk N's to date equals chunk N+1's from date. The code assumes the API treats a date-only to= as exclusive, so no deduplication is done after merging. Live-API verification shows to= is inclusive for intraday candles: every internal boundary day is fetched twice and its candles appear duplicated in the merged response.
Affected code (current main, 10fd6d7)
StocksResource.candleChunks (src/main/java/com/marketdata/sdk/StocksResource.java ~L312-344): produces shared-boundary ranges (current = nextCut). Its javadoc states "to is exclusive so the boundary candle isn't duplicated" — this assumption is what the live API contradicts.- The merge (~L106-133) concatenates the decoded chunks with no dedup.
StockCandlesRequest.Builder.to javadoc ("The rightmost candle (exclusive)", stocks/StockCandlesRequest.java L129) documents the same incorrect semantics.StocksResourceTest.candlesIntradayLongRangeSplitsIntoYearChunksAndMerges (L671-693) pins the overlapping wire shape: chunk 1 sends to=2020-12-31, chunk 2 sends from=2020-12-31.
Live-API evidence (2026-07-31)
GET /v1/stocks/candles/1H/AAPL/?from=2026-07-20&to=2026-07-27 → returns the 7 hourly candles of 07-27
GET /v1/stocks/candles/1H/AAPL/?from=2026-07-27&to=2026-07-28 → returns those same 7 candles again, plus 07-28
A date-only to= includes that day's intraday candles. Two contiguous chunks sharing a boundary date therefore both return the full boundary day.
Impact
Silent data corruption for any intraday request spanning >365 days: one full trading day duplicated per internal boundary (~390 rows/boundary at 1-minute resolution; a 3-year range has 2 boundaries). Duplicates are chronologically interleaved, so volume sums, VWAP, and backtests double-count without any visible signal.
Suggested fix
Either start chunk N+1 the day after chunk N's to (making the wire ranges truly disjoint), or dedupe by timestamp during the merge — plus correcting the two javadoc claims. The PHP SDK's chunking already does the former (addYear()->subDay() / next chunk addDay()) and can serve as the reference.
Cross-SDK note
This bug was found during development of v2 of the Go SDK, whose auto-chunking shared the same design. A cross-SDK audit followed: the Python and JS SDKs have the same bug (issues are being filed in each repo); the PHP SDK is not affected — its chunker already produces disjoint ranges.
Summary
stocks.candlesauto-splits intraday requests spanning more than 365 days into contiguous year-sized chunks where chunk N'stodate equals chunk N+1'sfromdate. The code assumes the API treats a date-onlyto=as exclusive, so no deduplication is done after merging. Live-API verification showsto=is inclusive for intraday candles: every internal boundary day is fetched twice and its candles appear duplicated in the merged response.Affected code (current
main, 10fd6d7)StocksResource.candleChunks(src/main/java/com/marketdata/sdk/StocksResource.java~L312-344): produces shared-boundary ranges (current = nextCut). Its javadoc states "tois exclusive so the boundary candle isn't duplicated" — this assumption is what the live API contradicts.StockCandlesRequest.Builder.tojavadoc ("The rightmost candle (exclusive)",stocks/StockCandlesRequest.javaL129) documents the same incorrect semantics.StocksResourceTest.candlesIntradayLongRangeSplitsIntoYearChunksAndMerges(L671-693) pins the overlapping wire shape: chunk 1 sendsto=2020-12-31, chunk 2 sendsfrom=2020-12-31.Live-API evidence (2026-07-31)
A date-only
to=includes that day's intraday candles. Two contiguous chunks sharing a boundary date therefore both return the full boundary day.Impact
Silent data corruption for any intraday request spanning >365 days: one full trading day duplicated per internal boundary (~390 rows/boundary at 1-minute resolution; a 3-year range has 2 boundaries). Duplicates are chronologically interleaved, so volume sums, VWAP, and backtests double-count without any visible signal.
Suggested fix
Either start chunk N+1 the day after chunk N's
to(making the wire ranges truly disjoint), or dedupe by timestamp during the merge — plus correcting the two javadoc claims. The PHP SDK's chunking already does the former (addYear()->subDay()/ next chunkaddDay()) and can serve as the reference.Cross-SDK note
This bug was found during development of v2 of the Go SDK, whose auto-chunking shared the same design. A cross-SDK audit followed: the Python and JS SDKs have the same bug (issues are being filed in each repo); the PHP SDK is not affected — its chunker already produces disjoint ranges.