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Denali HGH18 COMEX Exchange Missing Data

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[2021-07-20 20:31:02] #1 [Go To First Post]
User584828 - Posts: 2
CME Good Friday Schedule for 2018 was that trading occurred for metals on the 29th and that metals were closed on the 30th in observance of Good Friday. CME specifications for trading is that for HG: Trading terminates at 12:00 Noon CT on the third last business day of the contract month. Accordingly the 3rd to last business day for HGH18 should be the 27th. When running the data, this is the last part of the minute bar data: 2018/3/26, 01:43:00, 2.9510, 2.9510, 2.9510, 2.9510, 17, 12, 0, 17 2018/3/26, 02:06:00, 2.9500, 2.9500, 2.9500, 2.9500, 24, 15, 0, 24 2018/3/26, 02:10:00, 2.9500, 2.9500, 2.9500, 2.9500, 1, 1, 0, 1 2018/3/26, 06:11:00, 2.9460, 2.9460, 2.9460, 2.9460, 1, 1, 0, 1 2018/3/26, 09:37:00, 2.9640, 2.9640, 2.9640, 2.9640, 3, 3, 0, 3 2018/3/26, 09:40:00, 2.9695, 2.9695, 2.9695, 2.9695, 1, 1, 0, 1 2018/3/26, 09:41:00, 2.9720, 2.9735, 2.9720, 2.9735, 14, 2, 0, 14 2018/3/26, 09:42:00, 2.9800, 2.9800, 2.9800, 2.9800, 1, 1, 0, 1 2018/3/26, 09:44:00, 2.9750, 2.9750, 2.9750, 2.9750, 12, 8, 12, 0 2018/3/26, 09:45:00, 2.9805, 2.9805, 2.9805, 2.9805, 2, 1, 0, 2 2018/3/26, 10:40:00, 2.9785, 2.9785, 2.9785, 2.9785, 1, 1, 0, 1 2018/3/26, 11:26:00, 2.9725, 2.9725, 2.9725, 2.9725, 1, 1, 1, 0 2018/3/26, 11:27:00, 2.9740, 2.9740, 2.9740, 2.9740, 1, 1, 0, 1 2018/3/26, 15:03:00, 2.9735, 2.9735, 2.9735, 2.9735, 2, 2, 1, 1 2018/3/26, 18:08:00, 2.9760, 2.9775, 2.9760, 2.9775, 7, 4, 0, 7 Was there no trades conducted at all on the 27th for this settlement period or is there just a day missing worth of trades? This is the only contract over the past 6 years where I noticed this issue.

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