I believe I found the answer. It appears data for the week of Jan 18 is incomplete.
If you download the week of Jan 25 - complete data resumes
Jan 12 - 15: http://www.dailyfx.com/files/Calendar-01-11-2015.csv complete
Jan 18 - 23: http://www.dailyfx.com/files/Calendar-01-18-2015.csv incomplete, only Jan 18
Jan 25 - 30: http://www.dailyfx.com/files/Calendar-01-25-2015.csv complete
Note to self for the future.
Thanks