Apologies if this question has an obvious answer, however I'm trying to download Market Replay Data for ES for the last week of January 2020.
I keep getting the error "There is no Market Replay Data for this instrument/date".
I can download MR data correctly for the 21st, 22nd, 23rd Jan.
I get this error for the 19th, 20th, and 26th to 31st Jan.
I've tried setting the Instrument to both ES 03-20 and ES 06-20, no change.
I've tried both my live Continuum connection, and the Kinetik connection.
Am I missing something simple?
Help.
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