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VXX, Minute The issue starts at the start of the data; and continues until May 1st, 2019 09:30 AM

Ticker VXX
To 2019-05-01 09:30:00
Security Type Equity
Market USA
Resolution Minute
Status Waiting Review

It seems like historical data for VXX prior to the switchover to VXXB is no longer available for algorithm testing. After the swap back that happened this year data is present but prior to 2018 history requests turn up a missing key and there doesn't appear to be any price data in the simple test I attached

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Yes, I noticed the same thing. It seems that the old VXX and the VXXB should be merged with the new VXX to create a complete data set. I also noticed if you look on the Data page that the old VXX.csv is there and if you click on it the full chart from 2009 displays.

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Daily data also missed prior 2108.

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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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