Is there a method to find out those missing bars when an EFS accesses the quotes of a second symbol using sym()? For example, yesterday ECBOT was down bwtween 14:11 to 15:04 but if I try to retrieve "YM #F,1" from an EFS on "SPY,1", the OHLC values corresponding to 14:10 will be returned for all bars in the ECBOT down period, which makes the study value of the EFS not correct for that period. So I'd like suggest to add a bollean flag field which can be retrieved in the same way to retrieve "Close", "Volune" etc. to identify those "void" bars.
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Finding out missing bars
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Hello clearpicks,
Currently there isn't a built-in method that will detect this. Please submit your idea for future development consideration to [email protected].Jason K.
Project Manager
eSignal - an Interactive Data company
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