Hello,
on SGX I trade Futures from different countries - like China and Japan. As there is overnight trading I face the problem that I have data on holidays. When I exclude these days, I miss data on other Futures where is no holiday. Is there any solution to that?
Best
Andreas
Different holidays / same exchange
Re: Different holidays / same exchange
You can just exclude those dates in the code using an array of dates.
I guess you can also go to the quotes manager and delete the data from those dates manually, but then you will need to disable download missing historical data or change the symbol name so it won't download it again.
I guess you can also go to the quotes manager and delete the data from those dates manually, but then you will need to disable download missing historical data or change the symbol name so it won't download it again.
Re: Different holidays / same exchange
Thank you for your answer. That is not really a proper solution for my approach. I need the backfill and it is all complicated enough. Having a mapping for holidays and symbols would the only real solution from my point of view.