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Best method to find market days is to use an index as this would have
data for every traded day
To find market holidays you just find any week day not covered in the index.
Or just create a dummy symbol that contains some sort of data every week day
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/7/1 bvpraveenmails <bvpraveenmails@xxxxxxxxxxx>:
> Hello all,
>
> I need to pad all the holidays in a year, except sat and sun, with
> previous close.
>
> I think we need to write an Export Data AFL which writes the required
> quotes into a file. Then we need to import them, as we can't modify
> quotes database using an AFL. But the real problem is with finding the
> holiday days with in the AFL. Can anybody please help me out?
>
> I'm still working on a way with AFLs.
>
> Thank you,
> Praveen.
>
>
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