Returns limit candles starting from since on a continuous interval grid.
Source gaps (exchange downtime) are filled with a flat candle from the
last known close (volume = 0) - strictly without look ahead:
for a gap at the start of the window, the last close is searched in the
past before the window. If a gap cannot be filled (no history before the
window - the symbol was not traded yet), throws an exception: the result
is always exactly limit candles.
Returns limit candles starting from since on a continuous interval grid. Source gaps (exchange downtime) are filled with a flat candle from the last known close (volume = 0) - strictly without look ahead: for a gap at the start of the window, the last close is searched in the past before the window. If a gap cannot be filled (no history before the window - the symbol was not traded yet), throws an exception: the result is always exactly limit candles.