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Date/Time: Mon, 06 May 2024 04:12:47 +0000

[User Discussion] - Missing Data for historical Futures contracts

[2019-11-05 20:01:16] #1 [Go To First Post]
David Sanchez - Posts: 2
hi, I have downloaded ZWH04 (March Wheat contract from 2004) and I noticed something strange: from 2002-11-29 it jumps straight to 2002-12-16 first Picture (P1), even though the other contracts have been trading during those days, as shown in the second picture (P2). Also in P3, it is shown in the forward curve from 2002-12-02 that it indeed has been trading. I already asked Barchart.com about this, because you both have the exact same issue, they said it is due to holidays, which does not make sense to me because those contracts (P1 and P2) are on the same exchange, so either both did not trade on that date or both did. Am I missing something? I would be very pleased if you could help me. If you need more information, please let me know. Sincerely David Date Time Of Last Edit: 2019-11-05 21:02:44


P1.png / V - Attached On 2019-11-05 19:48:31 UTC - Size: 51.7 KB - 233 views P2.png / V - Attached On 2019-11-05 19:53:33 UTC - Size: 71.89 KB - 243 views P3.png / V - Attached On 2019-11-05 19:55:03 UTC - Size: 136.8 KB - 251 views

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