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Finding out missing bars

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  • Finding out missing bars

    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.

  • #2
    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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    • #3
      Jason,

      FYI, I made some suggestions and nobody even bothered to respond, at least to acknowledge that they received it.
      This is too bad!

      Mihai Buta
      Mihai Buta

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