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| 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 Error
Missing Points Wrong Values Split Error Name Mapping Error
TickerVXFrom2009-01-01 00:00:00Security TypeFutureMarketUSAResolutionMinuteStatusWaiting ReviewThere 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.
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