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More Robust Handling of Missing Futures Expiries #33

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dougransom opened this issue May 21, 2024 · 0 comments
Open

More Robust Handling of Missing Futures Expiries #33

dougransom opened this issue May 21, 2024 · 0 comments
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enhancement New feature or request

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@dougransom
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dougransom commented May 21, 2024

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.

@dougransom dougransom added the enhancement New feature or request label May 21, 2024
@dougransom dougransom changed the title More Robust Handling of Missing Futures Expiry's More Robust Handling of Missing Futures Expiries May 31, 2024
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