I have been working through replays of ES march contracts using the replay system. Came across a missing data issue. When I replay Es 03-13 for 2/22 (friday) the data is there works fime. When I moved to monday the 2/25 with the next download a large chunk of 2/22 is missing and the price change shows as a large gap. Went and looked at the realtime data and it also shows the 2/22 data missing. Is this a common issue? What happened to 2/22? Data is coming from Kinetics
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