Support Board
Date/Time: Tue, 07 Apr 2026 22:44:59 +0000
Incomplete historical data for VXK21-CFE (VIX May 2021 futures)
View Count: 16
| [2026-04-07 13:25:11] |
| User826963 - Posts: 1 |
|
Hello, I'm downloading historical tick data for VIX futures (CFE) and found that VXK21-CFE returns only 7 days of data, starting 2021-05-12 — just before expiration. The file is approximately 6 MB. All other VX K-month contracts (VXK15 through VXK25, excluding VXK21) download full contract histories (9–12 months, 15–64 MB each). The data gap is specific to this one contract. Could you check whether the full historical data for VXK21-CFE is available on your servers? This contract was actively traded from approximately May 2020 through May 19, 2021. Thanks for looking into it. |
To post a message in this thread, you need to log in with your Sierra Chart account: