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Erasmus Data Service Centre (EDSC) manuals

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Non-trading days in Datastream

by Arjan De Wit on 2021-01-27T11:00:00+01:00 | 0 Comments

When you download stock data from Datastream the closing price (datatype P) is repeated when the exchange was closed due to a holiday, like Christmas. If you don't want this 'padded data', you can use the datatype P#S to prevent the data is repeated

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