it's not discouraged, it just used for a different use case.
md.bar.minute() defines a specific time range for retrieving data (either relative (offset from now) or specific (2016-08-16 16:00:00) ).
md.bar.minute_by_index defines the range of data without the limitation of time (10 bars back).
high volume stocks aren't usually impacted because there's no gap, but thinly traded stock that don't have trades in every minute of the trading day can have gaps between bars.
Comments
it's not discouraged, it just used for a different use case.
md.bar.minute()
defines a specific time range for retrieving data (either relative (offset from now) or specific (2016-08-16 16:00:00) ).md.bar.minute_by_index
defines the range of data without the limitation of time (10 bars back).high volume stocks aren't usually impacted because there's no gap, but thinly traded stock that don't have trades in every minute of the trading day can have gaps between bars.