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Holiday trading dummy values

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  • Holiday trading dummy values

    I use half-hourly data via Qlink, and am finding that it is reporting zero values for 1:30pm through 3:30pm on Thursday.

    Obviously this is due to the holiday-shortened schedule, but all the zero values are screwing up my formulas that run off data from Qlink.

    Is there any way to delete from the data feed the zero rows, as the market was closed at that time?

    Thanks.
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