Support Board
Date/Time: Mon, 15 Dec 2025 19:20:40 +0000
Post From: Missing Intraday E-Mini S&P 500 Data
| [2016-11-21 04:50:03] |
| skelcap - Posts: 139 |
|
There is some missing intraday data between the NYMEX Gold futures contracts: - GCQ09 rolls into GCZ09 on 7/30/2009 but GCZ09.scid data doesn't start until 9/29/2009 (so effectively a 2 month hole in the series) - GCM10 rolls into GCQ10 on 5/27/2010 but GCQ10.scid data doesn't start until 5/30/2010. |