Why are there gaps in Polygon’s aggregates when querying a large time frame?

Our Aggregates endpoint has a limit parameter that limits the number of base aggregates queried to create the aggregate results. The base aggregate would be the timespan used in the query. When querying minute or hourly aggregate bars, the limit parameter has a base of minutes. The maximum number of results returned is 50,000 results. This means that when querying minute bars with the maximum limit, you are querying 50,000 minutes’ worth of bars. This is approximately 1.5 months’ worth of minute bars. If you are querying a larger time frame, you will see gaps in the aggregate response. We recommend limiting any minute or hourly aggregate bar requests to be 1-month time frames per query. You can read more about this process in our blog post - Aggregate Updates