using reqHistoricalData

Hey Stephen,

although the contracts themselves are continuous in time, trading hours 
on a stock exchange are not. I think the function reports the right 
data, so let me mention a possible economic reason for your results:

Stock data is commonly reported only on trading days. Therefore it is 
correct to get a time-series of only trading-day data. Think about e.g. 
closing prices: On a non-trading day it would be the same value as the 
closing price the previous trading day, so the return of any financial 
asset on a non-trading day would be zero. Any estimation of paramaters 
(beta-factor,...) would be biased by these data generated on non-trading 
days. So don't worry about missing data on a sunday.

Best,

Siegfried

Am 27.03.18 um 22:41 schrieb Stephen Choularton:

using reqHistoricalData

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