What do you think of cleaning data yourself?
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Yesterday, after reviewing my newly downloaded 10 sec bar data I noticed bad gaps in my chart and price activity during major holidays. I was thinking of cleaning it up with the following:
What do you think of cleaning up corrupt data and replacing it with the the open and close of that bar?
Also taking data thats showing up when the market is closed and replacing it with the closing price of the last active trading time?
You should be able to automate this in excel or access b/c the loads of data is just too much to do manually.