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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.
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