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dougransom / vix_utils

vix_utils provides command line tools and a a Python API for preparing data for analysing the VIX Futures and Cash Term structures. Term Structure data can be exported to excel (.xslx), csv, and pickle formats.
MIT License
48 stars 11 forks source link

Missing Data Dec 2012 #26

Open dougransom opened 1 year ago

dougransom commented 1 year ago

Missing data for 2012-12-19 to new year for the futures.

dougransom commented 1 year ago

Preview in my dev branch https://github.com/dougransom/vix_utils/commit/4e32d478abcfb96a143b32144730715aeac56602

some unit tests are failing but i think the problem is with the tests, not the library.