diff --git a/vnpy/gateway/bybit/bybit_gateway.py b/vnpy/gateway/bybit/bybit_gateway.py
index 78461aee..a0d096fc 100644
--- a/vnpy/gateway/bybit/bybit_gateway.py
+++ b/vnpy/gateway/bybit/bybit_gateway.py
@@ -550,6 +550,9 @@ class BybitRestApi(RestClient):
                     )
                     buf.append(bar)
 
+                if not buf:
+                    continue
+
                 history.extend(buf)
 
                 begin = buf[0].datetime