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.