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

JayJayD

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Corrupted Files Missing Files Listing/Delisting Error Dividend Error

Missing Points Wrong Values Split Error Name Mapping Error

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

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

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JayJayD

Accepted Answer

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JayJayD

Pro ,

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

QuantConnect Robot

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JayJayD has marked this issue as closed.

JayJayD

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