You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Due to incorrect information about final trade of of vix futures, or any other reason, some decent feedback should be provided to caller/user instead of just a bunch of missing data. So far this happens mainly if the Pandas Market Calendar either isn't the latest version, or doesn't have a holiday correctly recorded for CFE. But it could also happen if the futures data were not available for a particular expiry for some other reason. As an example #31 a future wasn't downloaded due to an error in vix_utils itself, and manifested by confusing the caller with silently missing data.
The text was updated successfully, but these errors were encountered:
Due to incorrect information about final trade of of vix futures, or any other reason, some decent feedback should be provided to caller/user instead of just a bunch of missing data. So far this happens mainly if the Pandas Market Calendar either isn't the latest version, or doesn't have a holiday correctly recorded for CFE. But it could also happen if the futures data were not available for a particular expiry for some other reason. As an example #31 a future wasn't downloaded due to an error in vix_utils itself, and manifested by confusing the caller with silently missing data.
The text was updated successfully, but these errors were encountered: