Hello Prashanth, Thanks for the help. Your solution does help to solve the problem.
But a catch with this approach is when circuit breaks occur in the market for the first 1hr or 2hrs. That time we have o=h=l=c and volume = 0. I don't want to delete these quotes. So if we can specify the time condition(eg. time being after market hours,viz, 3:29:55), it can solve my problem fully. Of course, we can manually check for such quotes and skip them. But I feel its a bit cumbersome. By somehow can it be done programmatically? Regards, Praveen.
