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 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.
Roland Levin Rojas
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!