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When I issue the following query

select * from yahoo.finance.industry where id="133"

I get the following results

{ "query": { "count": 1, "created": "2014-12-03T11:36:47Z", "lang": "it", "results": { "industry": { "id": "133", "name": "" } } } }

Is this a missing data from YQL?

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Yes there is no data for 133. If you want to know which sectors have data try this

select * from yahoo.finance.industry where id in (select industry.id from yahoo.finance.sectors)

For example sector 111 has data

<industry id="111" name="Synthetics">
        <company name="American Nano Silicon Technolo" symbol="ANNO"/>
        <company name="Axiall Corporation" symbol="AXLL"/>
        <company name="BioLargo, Inc." symbol="BLGO"/>
        <company name="GelTech Solutions, Inc." symbol="GLTC"/>
        <company name="Kraig Biocraft Laboratories, I" symbol="KBLB"/>
        <company name="Lightbridge Corp." symbol="LTBR"/>
        <company name="Lizhan Environmental Corp." symbol="LZENF"/>
        <company name="Sino Clean Energy Inc" symbol="SCEI"/>
        <company name="Trinseo SA" symbol="TSE"/>
    </industry>

Hope that helps

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