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Greetings,
Would there, by chance, be a way to have gaps in a ticker's history filled when RequestHistory is called?
For instance, over night many US Equity futures have no activity for several bars on a 1-minute chart. Certain other data distributors such as Bloomberg allow one to have "blank" bars filled with either the close of the previous or following bar in no trading activity took place during the bar in question.
Any help would be appreciated - Thanks in advance.
Jason
Would there, by chance, be a way to have gaps in a ticker's history filled when RequestHistory is called?
For instance, over night many US Equity futures have no activity for several bars on a 1-minute chart. Certain other data distributors such as Bloomberg allow one to have "blank" bars filled with either the close of the previous or following bar in no trading activity took place during the bar in question.
Any help would be appreciated - Thanks in advance.
Jason
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