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HI Jimmy,
After calling the Data integrity Department, my guess is that the
Russell moving to a different exchange caused an oversight of displaying
Holiday data on the TFZ08.D symbol. I questioned why TFZ08.D included
intra day holiday bars but why the ESZ08.D data did not include intra
day Holiday trading bars. If both exchanges are open and the contracts
trading during the same time frame, it seems only logical that
bars/charts/symbols be consistent. It took me a few minutes, but I do
believe the Data integrity rep understood my point. He ran it up to his
manager but then told me that the matter would need to be reviewed by
the Futures manager who will not be in until Monday.
Have a good weekend!
Tom
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