ATS
ATS Corporation
stock NYSE

Founder of Tiingo here. Love this discussion, and r/algotrading in general.
The bars you saw fall within a scheduled maintenance window for our Consolidated Derived data: [https://status.tiingo.com/cmumpay2j05gw0wob0rzk40f9](https://status.tiingo.com/cmumpay2j05gw0wob0rzk40f9) You can subscribe on that page to get notices about upcoming maintenance - which I recommend everybody do!
We're rolling out algorithmic upgrades to how we build consolidated bars, especially around the 4am hand-off. The rollout runs 4–7am ET daily through Oct 1, so you may see irregular bars in that window until then. I'd exclude it from your forward test for now. After that, those bars should be clean.
If you're curious why the 4am hand-off is so interesting and challenging: 1-2 ATS (BOATS primary, Bruce secondary) dominate the overnight session, then at 4am liquidity suddenly spreads thinly across many NMS venues. It's a weird quirk that I expect to smooth out once overnight trading opens on the NMS exchanges (target date Dec 6, 2026).
For context, Consolidated is still in beta, and it's the first time we've done a "build in public" launch. Usually we quietly test endpoints with a small group of users for 6 months to 2 years before launch. Given my background in quant trading, I'm very conservative about this. I made an exception so people could get overnight data before the SIP goes 23x5 in December, and this upgrade is one of the last remaining steps before we call it production-ready (expected in 1–2 months).
I'll post an update here once the upgrade is complete. You can also follow along on our changelog: [https://www.tiingo.com/documentation/general/changelog](https://www.tiingo.com/documentation/general/changelog)

5 years of nonstop “it’s the darkpools” and then you wonder why nobody takes you clowns seriously.
You don’t even know the difference between a darkpool and an ATS, but you’re here spamming words others used before, and thinking you’re smart.
In reality, 99% of you have the financial literacy of a half chewed strawberry, but you love pretending you’re smart.
The way you paid for worthless warrants was already explained to you several times and your conclusion to that was “it’s the darkpools”
Lmfao.

Founder of Tiingo here. Love this discussion, and r/algotrading in general.
The bars you saw fall within a scheduled maintenance window for our Consolidated Derived data: [https://status.tiingo.com/cmumpay2j05gw0wob0rzk40f9](https://status.tiingo.com/cmumpay2j05gw0wob0rzk40f9) You can subscribe on that page to get notices about upcoming maintenance - which I recommend everybody do!
We're rolling out algorithmic upgrades to how we build consolidated bars, especially around the 4am hand-off. The rollout runs 4–7am ET daily through Oct 1, so you may see irregular bars in that window until then. I'd exclude it from your forward test for now. After that, those bars should be clean.
If you're curious why the 4am hand-off is so interesting and challenging: 1-2 ATS (BOATS primary, Bruce secondary) dominate the overnight session, then at 4am liquidity suddenly spreads thinly across many NMS venues. It's a weird quirk that I expect to smooth out once overnight trading opens on the NMS exchanges (target date Dec 6, 2026).
For context, Consolidated is still in beta, and it's the first time we've done a "build in public" launch. Usually we quietly test endpoints with a small group of users for 6 months to 2 years before launch. Given my background in quant trading, I'm very conservative about this. I made an exception so people could get overnight data before the SIP goes 23x5 in December, and this upgrade is one of the last remaining steps before we call it production-ready (expected in 1–2 months).
I'll post an update here once the upgrade is complete. You can also follow along on our changelog: [https://www.tiingo.com/documentation/general/changelog](https://www.tiingo.com/documentation/general/changelog)

5 years of nonstop “it’s the darkpools” and then you wonder why nobody takes you clowns seriously.
You don’t even know the difference between a darkpool and an ATS, but you’re here spamming words others used before, and thinking you’re smart.
In reality, 99% of you have the financial literacy of a half chewed strawberry, but you love pretending you’re smart.
The way you paid for worthless warrants was already explained to you several times and your conclusion to that was “it’s the darkpools”
Lmfao.