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Missing Futures Open Interes, Minute The issue starts at the start of the data; and continues until now

Ticker Missing Futures Open Interes
Security Type Future
Market USA
Resolution Minute
Status Waiting for Data Vendor

There are some dates without any open interest data.

Specifically:

  • form 2009-05-01 to 2009-07-24
  • 2011-06-13
  • 2011-12-06
  • 2013-01-07
  • 2017-10-25

There also some dates where some important symbols have no data e.g.: 2013-09-03 has no data for GC nor CL.

Finally, there are some dates where the interest data seems incomplete, e.g.: 2018-02-26 only contains open interest data for XW and ZAR.

All these issues were reported to the data vendor, In the meantime, there is not much we can do until the raw data is patched.

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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 waiting for data vendor.

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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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