Ticker VX
From 2009-01-01 00:00:00
Security Type Future
Market USA
Resolution Minute
Status Waiting Review

Corrupted Files Missing Files Listing/Delisting Error Dividend ErrorĀ 

Missing Points Wrong Values Split Error Name Mapping ErrorĀ 

TickerVXFrom2009-01-01 00:00:00Security TypeFutureMarketUSAResolutionMinuteStatusWaiting Review

There seem to be several multi day gaps in the futures data that cannot be explained by holidays. The most recent one is from 21/9/13 to 21/10/6. This problem is not related to the new continuous contracts, I first noticed it using the futures chain API. A backtest filtering and logging gaps (or rather unchanged prices) larger than 3 days is attached.