Can anyone explain why Google Finance appears to show 391 one-minute bars for stocks instead of 390? For example, see https://www.google.com/finance/getprices?i=60&p=1d&f=d,o,h,l,c,v&df=cpct&q=SPY , which as of right now produces the following snippet of data:
EXCHANGE%3DNYSEARCA
MARKET_OPEN_MINUTE=570
MARKET_CLOSE_MINUTE=960
INTERVAL=60
COLUMNS=DATE,CLOSE,HIGH,LOW,OPEN,VOLUME
DATA=
TIMEZONE_OFFSET=-240
a1469799000,216.45,216.45,216.45,216.45,251051
1,216.63,216.64,216.46,216.46,106606
2,216.7,216.71,216.635,216.64,79457
3,216.73,216.76,216.705,216.71,41219
4,216.71,216.73,216.68,216.73,82560
5,216.78,216.81,216.7,216.7,39316
6,216.78,216.78,216.71,216.78,48203
7,216.76,216.8,216.74,216.78,59580
8,216.73,216.77,216.72,216.76,50617
9,216.72,216.73,216.68,216.73,109587
10,216.7,216.73,216.69,216.71,66068
....
381,217.44,217.48,217.44,217.47,102835
382,217.385,217.45,217.37,217.44,114270
383,217.43,217.455,217.385,217.385,188020
384,217.4,217.44,217.39,217.43,78414
385,217.345,217.42,217.31,217.4,198405
386,217.315,217.35,217.24,217.35,219663
387,217.31,217.33,217.27,217.31,244010
388,217.32,217.37,217.31,217.315,163625
389,217.33,217.34,217.25,217.325,159476
390,217.15,217.35,217.11,217.325,3062073
That first bar starting with a1469799000 (Unix time stamp for 09:30:00 Friday, NYSE time) is a mystery. Is it a summary of the pre-market trading session? If so, it's kind of remarkable that there was only one trade price of 216.45. Unlike for SPY, the a1469799000 bar for QQQ has a small high/low difference.
Unfortunately I don't have another source of intra-day data to help make sense of Google's data.
EXCHANGE%3DNYSEARCA
MARKET_OPEN_MINUTE=570
MARKET_CLOSE_MINUTE=960
INTERVAL=60
COLUMNS=DATE,CLOSE,HIGH,LOW,OPEN,VOLUME
DATA=
TIMEZONE_OFFSET=-240
a1469799000,216.45,216.45,216.45,216.45,251051
1,216.63,216.64,216.46,216.46,106606
2,216.7,216.71,216.635,216.64,79457
3,216.73,216.76,216.705,216.71,41219
4,216.71,216.73,216.68,216.73,82560
5,216.78,216.81,216.7,216.7,39316
6,216.78,216.78,216.71,216.78,48203
7,216.76,216.8,216.74,216.78,59580
8,216.73,216.77,216.72,216.76,50617
9,216.72,216.73,216.68,216.73,109587
10,216.7,216.73,216.69,216.71,66068
....
381,217.44,217.48,217.44,217.47,102835
382,217.385,217.45,217.37,217.44,114270
383,217.43,217.455,217.385,217.385,188020
384,217.4,217.44,217.39,217.43,78414
385,217.345,217.42,217.31,217.4,198405
386,217.315,217.35,217.24,217.35,219663
387,217.31,217.33,217.27,217.31,244010
388,217.32,217.37,217.31,217.315,163625
389,217.33,217.34,217.25,217.325,159476
390,217.15,217.35,217.11,217.325,3062073
That first bar starting with a1469799000 (Unix time stamp for 09:30:00 Friday, NYSE time) is a mystery. Is it a summary of the pre-market trading session? If so, it's kind of remarkable that there was only one trade price of 216.45. Unlike for SPY, the a1469799000 bar for QQQ has a small high/low difference.
Unfortunately I don't have another source of intra-day data to help make sense of Google's data.
