ProtoOAGetTickDataReq returns significantly less ticks than specified in FromTimestamp - ToTimestamp range.

Hello,

I'm not sure what I'm doing wrong, but if I pass 1 hour range in ProtoOAGetTickDataReq I only get ticks for a bit more than 1 minute in response and certainly not the 1 hour range I expect.

If I request the exact same 1 minute of ticks (that I got when asking 1 hour) I get less ticks than I already know it should return for the whole minute.

Results are sorted in descending order by timestamp after converting relative price / timestamp to the actual price/timestamp.

If I ask 1 minute range with this code:

            var fromDateTime = new DateTime(2022, 1, 20, 21, 2, 26, DateTimeKind.Utc);
            var toDateTime = new DateTime(2022, 1, 20, 21, 3, 26, DateTimeKind.Utc);
            logger.LogInformation($"fromDateTime: {fromDateTime}, toDateTime: {toDateTime}");

            var fromDateTimeOffset = new DateTimeOffset(fromDateTime);
            var toDateTimeOffset = new DateTimeOffset(toDateTime);
            logger.LogInformation($"fromDateTimeOffset: {fromDateTimeOffset}, toDateTimeOffset: {toDateTimeOffset}");

            var fromTimestamp = fromDateTimeOffset.ToUnixTimeMilliseconds();
            var toTimestamp = toDateTimeOffset.ToUnixTimeMilliseconds();
            logger.LogInformation($"fromTimestamp: {fromTimestamp}, toTimestamp: {toTimestamp}");

            var checkFromDateTimeOffset = DateTimeOffset.FromUnixTimeMilliseconds(fromTimestamp);
            var checkToDateTimeOffset = DateTimeOffset.FromUnixTimeMilliseconds(toTimestamp);
            logger.LogInformation($"checkFromDateTimeOffset: {checkFromDateTimeOffset}, checkToDateTimeOffset: {checkToDateTimeOffset}");

            var message = new ProtoMessage
            {
                Payload = new ProtoOAGetTickDataReq
                {
                    CtidTraderAccountId = openApiOptions.AccountId,
                    SymbolId = symbolId,
                    Type = clientMessageDto.QuoteType,
                    FromTimestamp = fromTimestamp,
                    ToTimestamp = toTimestamp
                }.ToByteString(),
                PayloadType = (int)ProtoOAPayloadType.ProtoOaGetTickdataReq,
                ClientMsgId = JsonSerializer.Serialize(clientMessageDto)
            };

            await openApiClient.SendMessage(message);

Output:

[2022-01-20 22:20:39.715 +01:00 INF] fromDateTime: 20/1/2022 9:02:26 PM, toDateTime: 20/1/2022 9:03:26 PM
[2022-01-20 22:20:39.715 +01:00 INF] fromDateTimeOffset: 20/1/2022 9:02:26 PM +00:00, toDateTimeOffset: 20/1/2022 9:03:26 PM +00:00
[2022-01-20 22:20:39.715 +01:00 INF] fromTimestamp: 1642712546000, toTimestamp: 1642712606000
[2022-01-20 22:20:39.716 +01:00 INF] checkFromDateTimeOffset: 20/1/2022 9:02:26 PM +00:00, checkToDateTimeOffset: 20/1/2022 9:03:26 PM +00:00
[2022-01-20 22:20:39.825 +01:00 INF] Message is ProtoOAGetTickDataRes
[2022-01-20 22:20:39.830 +01:00 INF] EURUSD - Bid TickData Response:
QuoteType, Price, TimestampInMilliseconds, TimestampDateTime
Bid, 1.13052, 1642712603146, 2022-01-20T21:03:23.1460000
Bid, 1.13051, 1642712602941, 2022-01-20T21:03:22.9410000
Bid, 1.13054, 1642712602937, 2022-01-20T21:03:22.9370000
Bid, 1.13053, 1642712602885, 2022-01-20T21:03:22.8850000
Bid, 1.13051, 1642712602873, 2022-01-20T21:03:22.8730000
Bid, 1.13051, 1642712602645, 2022-01-20T21:03:22.6450000
Bid, 1.13051, 1642712602441, 2022-01-20T21:03:22.4410000
Bid, 1.13051, 1642712602409, 2022-01-20T21:03:22.4090000
Bid, 1.13051, 1642712602285, 2022-01-20T21:03:22.2850000
Bid, 1.13051, 1642712602224, 2022-01-20T21:03:22.2240000
Bid, 1.13051, 1642712602125, 2022-01-20T21:03:22.1250000
Bid, 1.13053, 1642712601440, 2022-01-20T21:03:21.4400000
Bid, 1.13051, 1642712601118, 2022-01-20T21:03:21.1180000
Bid, 1.13053, 1642712601012, 2022-01-20T21:03:21.0120000
Bid, 1.13054, 1642712599580, 2022-01-20T21:03:19.5800000
Bid, 1.13049, 1642712599084, 2022-01-20T21:03:19.0840000
Bid, 1.13053, 1642712595235, 2022-01-20T21:03:15.2350000
Bid, 1.13053, 1642712593697, 2022-01-20T21:03:13.6970000
Bid, 1.13054, 1642712586853, 2022-01-20T21:03:06.8530000

As you can see above, it didn't return ticks for the 02 minute and they do exist (see below).

I know that because if I ask 1 hour of data, I get all the ticks for that particular minute as shown below.

If I request 1 hour range:

var fromDateTime = new DateTime(2022, 1, 20, 20, 3, 26, DateTimeKind.Utc);
var toDateTime = new DateTime(2022, 1, 20, 21, 3, 26, DateTimeKind.Utc);

Output:

[2022-01-20 22:44:31.917 +01:00 INF] fromDateTime: 20/1/2022 8:03:26 PM, toDateTime: 20/1/2022 9:03:26 PM
[2022-01-20 22:44:31.917 +01:00 INF] fromDateTimeOffset: 20/1/2022 8:03:26 PM +00:00, toDateTimeOffset: 20/1/2022 9:03:26 PM +00:00
[2022-01-20 22:44:31.917 +01:00 INF] fromTimestamp: 1642709006000, toTimestamp: 1642712606000
[2022-01-20 22:44:31.918 +01:00 INF] checkFromDateTimeOffset: 20/1/2022 8:03:26 PM +00:00, checkToDateTimeOffset: 20/1/2022 9:03:26 PM +00:00
[2022-01-20 22:44:32.111 +01:00 INF] Message is ProtoOAGetTickDataRes
[2022-01-20 22:44:32.120 +01:00 INF] EURUSD - Bid TickData Response:
QuoteType, Price, TimestampInMilliseconds, TimestampDateTime
Bid, 1.13052, 1642712603146, 2022-01-20T21:03:23.1460000
Bid, 1.13054, 1642712602996, 2022-01-20T21:03:22.9960000
Bid, 1.13051, 1642712602995, 2022-01-20T21:03:22.9950000
Bid, 1.13051, 1642712602995, 2022-01-20T21:03:22.9950000

...

Bid, 1.13048, 1642712578774, 2022-01-20T21:02:58.7740000
Bid, 1.13051, 1642712578394, 2022-01-20T21:02:58.3940000
Bid, 1.13053, 1642712577859, 2022-01-20T21:02:57.8590000
Bid, 1.13058, 1642712576671, 2022-01-20T21:02:56.6710000
Bid, 1.13053, 1642712542903, 2022-01-20T21:02:22.9030000

I skipped the records in between, but the last 5 ticks in the output are still hour 21 and not 20 (the ticks are sorted in descending order by timestamp). However, you can see that there are ticks for 21:02:56 and later which it did not return when I asked for the range 21:02:26 - 21:03:26.

Why is this happening and how can I get the expected range?