Does back filling fill the holes? If not you might use a for loop and compare the bar dates with something that has no holes like the DJI. Then decide what you want to do when you find a hole.
Barry --- In [email protected], "buandbe" <[EMAIL PROTECTED]> wrote: > > I'd like to sum the volumes of the last N market days. > > When there are M holes in the data in the last N market days, how do I > get ( N - M ) ? > > TIA >
