Support Board
Date/Time: Sun, 15 Nov 2026 15:59:02 +0000
Missing Saturday data for MBTZ26 (CME 24/7 crypto) after Delete All Data and Download
View Count: 20
| [2026-11-15 11:07:15] |
| User59879 - Posts: 85 |
|
I’m trading CME Micro Bitcoin futures (MBTZ26_FUT_CME) through the Teton data feed, and I noticed a gap in my historical data over the weekend. I’m hoping you can help me look into it. The last record before the gap is 2026-11-13 17:06:12 CT and the next one is 2026-11-14 18:11:33 CT, so there’s roughly 25 hours with no data at all. Other platforms do show trades during this period. The gap is still there after Edit >> Delete All Data and Download, so it doesn’t look like a local issue. Looking back through the file, it seems to be a recurring pattern. Since CME moved crypto futures to 24/7 trading on May 29, Saturday (CT) data is almost always missing, while Sunday data is usually there. My session settings are 00:00:00–23:59:59, with Weekend Data set to “Load All Weekend Data”. Data feed: Teton. Could you check whether weekend data for the CME 24/7 crypto contracts is fully stored on the Teton historical data server? Is there anything I need to change on my side to receive it? Thanks in advance for your help! |
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