Most likely, someone have made the Diamond Painting you do from a cross stitch pattern. On cross stitch patterns, the black arrow points to the center of the pattern. They also indicate where the center is on each side of the pattern. Something that is not really necessary to know for a Diamond Painting. But you want to know when sewing counted cross stitch. Since this allows you to start in the middle of the pattern. Usually the arrow is outside the pattern, (as you can see on the picture below) but sometimes it is printed on.
So you are not missing a symbol, it is a miss from the one who made the cross stitch pattern into a Diamond Painting. What you can do is try to figure out which symbol is behind the black arrow. Sometimes it can be difficult to see and then you can instead use any color that looks to fit in with the colors around.