Futures data missing #2635
Description
Describe bug
hi! I have noticed that there is missing data for some tickers (futures mostly) recently. From the below you can see that there is a jump from 24 Nov to 3 Dec. Oddly, on 2 and 1 Dec the data was available for those dates but it now seems to be missing. This issue does not seem to occur with other non-future tickers. I also see that Yahoo Finance is displaying the data without omissions on the website.
Simple code that reproduces your problem
import yfinance as yf
df = yf.download('ZT=F')
print(df.tail())
:2: FutureWarning: YF.download() has changed argument auto_adjust default to True
[100%**] 1 of 1 completed
Price Close High Low Open Volume
Ticker ZT=F ZT=F ZT=F ZT=F ZT=F
Date
2025-11-19 104.109375 104.191406 104.105469 104.160156 1481120
2025-11-20 104.179688 104.234375 104.023438 104.117188 2596421
2025-11-21 104.265625 104.320312 104.179688 104.222656 3081957
2025-11-24 104.273438 104.285156 104.226562 104.253906 3081957
2025-12-03 104.410156 104.250000 104.234375 104.242188 141777
Debug log from yf.enable_debug_mode()
f = yf.download('ZT=F')
print(df.tail())
DEBUG Entering download()
:1: FutureWarning: YF.download() has changed argument auto_adjust default to True
DEBUG Disabling multithreading because DEBUG logging enabled
DEBUG Entering history()
DEBUG Entering history()
DEBUG ZT=F: Yahoo GET parameters: {'range': '1mo', 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'}
DEBUG Entering get()
DEBUG Entering _make_request()
DEBUG url=https://query2.finance.yahoo.com/v8/finance/chart/ZT=F
DEBUG params={'range': '1mo', 'interval': '1d', 'includePrePost': False, 'events': 'div,splits,capitalGains'}
DEBUG Entering _get_cookie_and_crumb()
DEBUG cookie_mode = 'basic'
DEBUG Entering _get_cookie_and_crumb_basic()
DEBUG Entering _get_cookie_basic()
DEBUG reusing cookie
DEBUG Exiting _get_cookie_basic()
DEBUG Entering _get_crumb_basic()
DEBUG reusing crumb
DEBUG Exiting _get_crumb_basic()
DEBUG Exiting _get_cookie_and_crumb_basic()
DEBUG Exiting _get_cookie_and_crumb()
DEBUG response code=200
DEBUG Exiting _make_request()
DEBUG Exiting get()
DEBUG ZT=F: yfinance received OHLC data: 2025-11-03 05:00:00 -> 2025-12-03 16:30:21
DEBUG ZT=F: OHLC after cleaning: 2025-11-03 00:00:00-05:00 -> 2025-12-03 11:30:21-05:00
DEBUG ZT=F: OHLC after combining events: 2025-11-03 00:00:00-05:00 -> 2025-12-03 00:00:00-05:00
DEBUG ZT=F: yfinance returning OHLC: 2025-11-03 00:00:00-05:00 -> 2025-12-03 00:00:00-05:00
DEBUG Exiting history()
DEBUG Exiting history()
DEBUG Exiting download()
Price Close High Low Open Volume
Ticker ZT=F ZT=F ZT=F ZT=F ZT=F
Date
2025-11-19 104.109375 104.191406 104.105469 104.160156 1481120
2025-11-20 104.179688 104.234375 104.023438 104.117188 2596421
2025-11-21 104.265625 104.320312 104.179688 104.222656 3081957
2025-11-24 104.273438 104.285156 104.226562 104.253906 3081957
2025-12-03 104.394531 104.273438 104.222656 104.242188 518804
Bad data proof
No response
yfinance version
0.2.66
Python version
No response
Operating system
No response