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PostPosted: Mon Aug 10, 2020 11:54 am 
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Joined: Wed Jul 01, 2020 7:19 am
Posts: 14
Sorry for a frequent ask in the forum.

I’m trying to build back the 5sec bar from the quotes data which I have, however Due to exchange, there are some data which are not traded and no bar data during that period. So I’m curious that is there a way of filling the bar with last close for OHLC?

Hopefully this question can be understandable.


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