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ES, trade and open interest filles missing. Issue starts from May 1st, 2009; and continues until Mar 30th, 2018

Ticker ES
From 2009-05-01 00:00:00
To 2018-03-30 00:00:00
Security Type Future
Market USA
Resolution Minute
Status Closed

The trades files are missing for the following dates:

  • 2009-11-08
  • 2010-12-24
  • 2011-04-22
  • 2014-08-24
  • 2016-03-25
  • 2017-04-14
  • 2017-12-24
  • 2017-12-31
  • 2018-03-30

The open interest files are missing for the following dates:

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

 

 

 

https://www.quantconnect.com/data/tree/future/usa/minute/es
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.

2 Comments
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.

Closed because it's part of a more general issue reported here.

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.

JayJayD has marked this issue as closed.

0
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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