This dataset is disseminated as one data file per calendar year, with one record per trading day. At time of writing, the file for 2020 jumps from Thursday 2 January to Friday 10 January, omitting days 3, 6, 7, 8 and 9, which are all U.S. trading days and should have data. (The only trading holidays in January 2020 are days 1 and 20.)
If and when the missing periods are inserted, our routine daily harvest will automatically add the full history to our Data Buffet extract.
If you wish to convert the daily time series to a lower frequency, activate the "ignore missing periods" option. (This is necessary anyway, since the series have legitimate gaps at trading holidays.)
The series reside in the historical catalog at:
- United States » Equity markets » Nasdaq » Daily » Trading
References
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