Can't manage to get options values at specific time of the day

Developers
1

Hello, guys! How are you doing?

I’m executing the query https://api.polygon.io/v2/aggs/ticker/{options_ticker}/range/1/minute/{timestamp_ms}/{timestamp_ms+600000}?adjusted=true&sort=asc&apiKey={api_key} using python, where:

options_ticker = O:SPY251219C00650000
timestamp_ms = 1704250800000

and I get the response:

{'ticker': 'O:SPY251219C00650000', 'queryCount': 0, 'resultsCount': 0, 'adjusted': True, 'status': 'OK', 'request_id': 'd07f0fb1f5edb56a68174d6a56825784'}

Why am I getting no results? Apparently, using a date YYYY-MM-DD works, but using a milisecond timestamp doesn’t. In this case, 1704250800000 is equivalent to

Date: January 3, 2024
Time: 12:00:00 PM (Noon) UTC
Timezone: Coordinated Universal Time (UTC)

If I use the date above I obtain the query (https://api.polygon.io/v2/aggs/ticker/O:SPY251219C00650000/range/1/minute/2024-01-03/2024-01-03?adjusted=true&sort=asc&apiKey={API_KEY) which gives me, for example, the followng result:

{
    "ticker": "O:SPY251219C00650000",
    "queryCount": 5,
    "resultsCount": 5,
    "adjusted": true,
    "results": [
        {
            "v": 1,
            "vw": 2.37,
            "o": 2.37,
            "c": 2.37,
            "h": 2.37,
            "l": 2.37,
            "t": 1704294960000,
            "n": 1
        },
}

which is something I am looking for. How can I get these results for specific times of the day with minute precision?

Thanks in advance.

3

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