Some assets can be supported at a particular date but not have Exchange Rates data available for a given period. This is because our Exchange Rates data is produced from Quotes, Trades, and Metadata datasets. Quotes and Trades data are symbol-based (e.g BINANCE_SPOT_BTC_USDT), and some assets may not have symbols available yet for the queried period.
For example, the asset CVX was supported starting from 2020-05-05, but it returns zero price data from 2020-05-05 to 2021-06-06. If you check the symbols for the CVX asset with the v1/symbols endpoint, most of them start only in the year 2021. Exchange rates in this case works as intended. That is why there is no Exchange Rates data for this asset for this period.
To learn more about the algorithm for Exchange Rates, we have a comprehensive explanation in our documentation here: https://docs.coinapi.io/market-data/rest-api/exchange-rates