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CL, trade and open interest filles missing. Issue starts from Jun 21st, 2009; and continues until Mar 30th, 2018

Ticker CL
From 2009-06-21 00:00:00
To 2018-03-30 00:00:00
Security Type Future
Market USA
Resolution Minute
Status In progress

The trades files are missing for the following dates:

  • 2010-04-02
  • 2010-12-24
  • 2011-04-22
  • 2012-04-06
  • 2013-03-29
  • 2014-04-18
  • 2015-04-03
  • 2016-03-25
  • 2016-12-25
  • 2017-04-14
  • 2017-12-24
  • 2017-12-31
  • 2018-03-30

The open interest files are missing for the following dates:

  • from 2009-06-21 to 2009-08-03
  • from 2009-08-31 to 2009-10-05
  • 2009-11-01
  • 2009-11-26
  • 2010-01-18
  • 2010-02-15
  • 2010-04-02
  • 2010-05-31
  • 2010-09-06
  • 2010-11-25
  • 2010-12-24
  • 2011-01-17
  • 2011-04-22
  • 2011-05-30
  • 2011-06-13
  • 2011-07-04
  • 2011-09-05
  • 2011-11-24
  • 2011-12-06
  • 2011-12-26
  • 2012-01-16
  • 2012-02-20
  • 2012-05-28
  • 2012-07-04
  • 2012-09-03
  • 2012-10-14
  • 2012-11-22
  • 2012-12-30
  • 2013-01-07
  • 2013-01-21
  • 2013-02-18
  • 2013-03-29
  • 2013-04-07
  • 2013-05-27
  • 2013-06-23
  • 2013-06-30
  • 2013-07-04
  • 2013-08-11
  • 2013-09-01
  • 2013-09-02
  • 2013-09-03
  • 2013-11-28
  • 2014-01-20
  • 2014-02-17
  • 2014-04-18
  • 2014-05-26
  • 2014-07-04
  • 2014-07-20
  • 2014-09-01
  • 2014-11-27
  • 2015-01-19
  • 2015-02-16
  • 2015-05-25
  • 2015-07-03
  • 2015-09-07
  • 2015-09-27
  • 2015-11-26
  • 2016-01-18
  • 2016-02-15
  • 2016-03-06
  • 2016-03-25
  • 2016-05-30
  • 2016-07-04
  • 2016-09-05
  • 2016-11-13
  • 2016-11-24
  • 2016-12-26
  • 2017-01-02
  • 2017-01-16
  • 2017-01-29
  • 2017-02-20
  • 2017-04-14
  • 2017-04-23
  • 2017-05-29
  • 2017-07-04
  • 2017-09-04
  • 2017-10-25
  • 2018-01-01
  • 2018-01-02
  • 2018-02-25
  • 2018-02-26

 

https://www.quantconnect.com/data/tree/future/usa/minute/cl
Update Backtest





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.



JayJayD has marked this issue as in progress.

0

UPDATE:

The missing files list were composed without taking into account day of week and holidays, only the difference between quotes files, trade files, and open interest files.

After including not trading days (weekends and holidays) there are not missing trade files.

Missign open interest files:

  • from 2009-06-21 to 2009-08-03
  • from 2009-08-31 to 2009-10-05
  • 2011-06-13
  • 2011-12-06
  • 2013-01-07
  • 2013-09-03
  • 2017-10-25
  • 2018-01-02
  • 2018-02-26
 
0

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.


Update Backtest





0

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.


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