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How can I deal with data holes?



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Hello,

   I have an intraday database with many data holes, which have no data 
at some time points. These data holes cause some problems in my AFL 
formulas. I am thinking

1)	Is there any way I can add pseudo data in my database? I like 
to use the close of previous bar as open, high, low, and close of 
missed bars and sign vol as 0.
2)	It¡¯s better if there is an AFL command I can treat missed bars 
the way I described above without actually adding pseudo data.


Thank you very much!

Bill