I found it a bit odd,but While I put it in present perfect continuous (I haven't been having a nything to eat) ,It seems to me correct,so I think your sentence might be right.
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AnonymousIt's possible, but it's hard to find a context in which anyone would really want to say it. The -ing form of the expression "have something to eat" is not commonly used in the perfect tenses.is istIs it possible to say: We hadn´t been having anything to eat for hours. ?