Support Board
Date/Time: Mon, 23 Dec 2024 00:23:51 +0000
Post From: Holiday data
| [2015-05-27 14:44:00] |
| corbeste - Posts: 74 |
|
Hi, I have a custom indicator that references prior intraday data by offsetting the amount of bars per day against the current bar. This fails with holiday days such as Memorial Day on the ES contract. I tried deleting using the in-built editor but its next to impossible - it seems to be designed more to remove individual errors rather than scrub data over a large timeframe. Is there an easier way to remove an entire day from the intraday file? Note that adding the day to the Ignore list does not work, as the data is still present in the file. If this is not possible, is there a better way to reference a particular bar n days back via ASCIL? I'm not sure how I can avoid this if the data is always present in the file. Thanks, -Steve |