When I perform the following query, which is asking for 3 days worth of data, I get back 1 row of data, which is likely due to the fact that the time series data for my request, i.e. the S&P 500 index (.SPX), starts as far back as Jan 3, 1928.
If I were to modify the end date by 1 day and choose Jan 2, 1928, I surprisingly get back 3000 rows of data. In addition, the timeframe for the data starts in the year 2005 which is clearly out of range:
I would expect the result to return zero rows. In general, it seems any request for timeseries data that is out of range returns very similar invalid results.