Why does the first day of my export not appear as a session?

Its session opened the evening before, in the previous UTC file. Without that file, the day is reported as “the previous day’s file is missing or unreadable (session open)”.

Can I rename files to something readable?

Keep the date in the name. The importer relies on it to check which days a file covers.

Databento files with no date in their name are not imported by Senzoukria

Senzoukria checks which days an export covers from the dates in Databento’s file names. A renamed file without a date cannot be checked, so it is not imported; keep names such as glbx-mdp3-20250910.trades.csv.

Senzoukria · Troubleshooting · Updated September 2026

At a glance

Message: “{n} files have no date in their name: the days they cover cannot be checked, so they are not imported.”
Example name: glbx-mdp3-20250910.trades.csv
Related line: “{n} weekdays have no file (holidays included).”
Where: Replay → Prepare → “Import a folder of Databento exports”

What you see

The scan report says: “{n} files have no date in their name: the days they cover cannot be checked, so they are not imported. Keep Databento’s file names, which carry the date (glbx-mdp3-20250910.trades.csv).” It also prints, per schema, the range “{first} → {last}, {days} days announced by the file names” and how many weekdays have no file.

Why it happens

A CME trading day runs from 17:00 Chicago time the evening before to 16:00, so it spans two UTC-dated Databento files. A session is written only when both files have been read in full. The dates in the names announce which days a file covers; the importer then checks that the trades inside fall within those days, with a five-minute tolerance around midnight. A trade outside the announced days puts its file in error. Without a date, none of these checks is possible.

The report adds that file names only announce days: “A session is imported only when both daily files it spans have been read in full.”

How to fix it

Restore the original Databento names, or download the export again.
Keep one file per day as Databento delivers it; ranges named YYYYMMDD-YYYYMMDD are accepted, but their last day only counts if the file contains trades on it.
Include the day before your first session: its file carries the session open.

What it is not

Not a content problem: the file may be perfectly valid.
Not a holiday gap: weekdays without a file are reported separately and include holidays.

When to contact support

When none of this helps, write to support through Menu → Report a problem or on the Senzoukria Discord. Include a sample file name (not the content) and the schema.

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Frequently asked questions

Why does the first day of my export not appear as a session?: Its session opened the evening before, in the previous UTC file. Without that file, the day is reported as “the previous day’s file is missing or unreadable (session open)”.
Can I rename files to something readable?: Keep the date in the name. The importer relies on it to check which days a file covers.

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