Version 6.8 (Hoping it is fixed in later versions, but haven't found anything in the release notes)
Working with a new team that has just started sending new data in, stored in daily indices. The new data includes a custom alternate date field that is only mapped in the later indices. Created an ML datafeed using this alternate date field as the time_field. Used a wildcard for the indices pattern that included all daily indices. Datafeed failed with the following message:
Datafeed is encountering errors extracting data:  Search request returned shard failures; first failure: shard [[Wxg34k7CQRCsfRGM-7q5zg]], reason [RemoteTransportException[[indices:data/read/search[phase/query]]]; nested: QueryShardException[No mapping found for [alternate.date] in order to sort on]; ];
The datafeed works if I specify only the newer indices in the config, but doing this would entail continuously cloning and rerunning the job until the field is mapped in all indices.