From previous interactions I have figured that, when I am using the WebSocket interface, it provides a conflated service. I believe it is a 3 second trade-safe conflation which will conflate quotes but provide all trades.
Now for the Historical API (Elektron Data Platform), is there no conflation applied? So I get all trades and all quotes. I have learned about the adjustments applied by default, but when I set the adjustments to "unadjusted" I should receive all of the data (which I have not obtained from the realtime streaming)?
Example request for Historical API (start and end time are just for example):
Hi @bansalshah, Everything we know about historical API data and parameters is summarized in this tutorial by @Christiaan Meihsl. If you have any specific questions which is unanswered, we can try to reach back into the product team to clarify.
See the Adjustments parameter handling section in the linked tutorial.