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Terry,
No, you would not be deleting those days with a handfull of stocks.
You would be FILLING them with ALL THE REMAINING STOCKS DATA!
Thus After It's done, You wouldn't have to worry about it (That day) ever
again.
ATB
Michael.
At 07:11 AM 24/06/2004, you wrote:
>Michael,
>
>So, based on that info, I see why you methodology works, but in this case
>you'd be deleting data (rather than filling holes) for those few stocks
>that did not possibly trade on the holiday, yes?
>
>I also see that Tomasz posted to another question about using Database
>Purify to cleanup data holes. I'll have a look there.
>So it seems to be data problem.
>First you may need to check if you have no
>holes and/or other data errors (using Tools->Database Purify)
>...
>Best regards,
>Tomasz Janeczko
>
>Thanks for your input.
>
>Terry
>--
>
>Terry,
>Let me just explain ONE source of dataholes (For me anyway).
>
>* Normal EOD data comes in ok.
>* Then you happen to have a Public Holiday, No stocks trade.
> At this point NO BAR exists for said day.
>* Time Goes By.....
>* Then you get some stock updates.
> Stock Updates (For me) have valid data prices (No volume) for
>stocks ON THE PUBLIC HOLIDAY!!!
>* NOW you have some data (Handfull of stocks that have been updated) with
>data in the bar that previously did not exist. (Still with 0 volume).
>
>The result - When you create a composite - There will be some days (eg
>holidays) that only have a few stocks worth of data - As opposed to the
>entire listing of stocks. Obviously - These days will gave MUCH less data
>in them.
>And can be seen as large down spikes in the composite.
>
> ATB
> Michael.
>
>
>
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