USD/JPY 5-minute data gap
Hello, I am contacting you because I found some data gaps in your 5-minute interval data, as detailed below. Could you please investigate this issue and let me know if it can be resolved? Twelve Data USD/JPY 5-minute data gap investigation Scope Data period: 2025-03-03 through 2026-09-20 Requested timezone: Asia/Tokyo Trade records: USD/JPY rows in the supplied Rakuten FX workbook (JST) Comparison rule: each execution timestamp was matched to its corresponding 5-minute candle bucket Main finding 113 of 7,138 USD/JPY execution rows fall in a 5-minute bucket that is absent from the Twelve Data CSV. These executions occur on 31 calendar dates. Monday opening gaps 97 affected executions occur on 28 Mondays. 23 Mondays: the first candle is 08:00 JST, while executions exist from 07:00 JST (66 affected executions). 5 Mondays: the first candle is 09:00 JST, while executions exist earlier (31 affected executions). Mondays with a 09:00 first candle and affected executions: 2025-10-27 2025-11-10 2025-11-17 2025-11-24 2026-02-09 For 2026-02-09, the missing execution window is 07:00-08:32 JST. A fresh API request for 2026-02-08 through 2026-02-10 returned exactly the same 276 OHLC rows as the original CSV. The first candle on 2026-02-09 remains 09:00 JST. Holiday-period gaps affecting executions 2025-12-25: 2 executions without matching candles; data resumes at 22:00 JST. 2025-12-31: 12 executions between 22:30 and 23:06 without matching candles. 2026-01-01: 2 executions without matching candles; data resumes at 22:00 JST. Other gaps detected in the 5-minute series Short non-weekend gaps longer than five minutes were detected at: 2025-04-10 05:55 to 06:20 (25 minutes) 2025-05-06 01:30 to 01:40 (10 minutes) 2025-10-14 14:30 to 15:10 (40 minutes) 2026-04-04 23:55 to 2026-04-05 01:00 (65 minutes) Several additional 10-minute gaps occur in Sunday-dated data during February-April 2026. Additional anomaly The CSV contains full or nearly full Sunday-dated price series on many dates from 2026-01-11 through 2026-09-13. This is unusual for spot FX data and should be confirmed with Twelve Data together with the Monday opening gaps.