Missing days of the week

Vonasi · Sat, 15 Dec 2018 14:26:49 +0000

I am trying to analyse different days of the weeks but when I look back through the data on the day chart there seems to be some very random candlesticks with Sunday and Monday appearing and disappearing seemingly randomly. Some can be put down to holidays (which I guess accounts for the Mondays) and some down to special events such as 9/11 – and I guess in the much earlier data there was no Sunday data available but could someone from PRT explain the reason for the seemingly random disappearing Sundays? Here is a plot of OPENDAYOFWEEK from the SP500 and it can be seen that for periods Sunday data is displayed and then it stops being displayed and then returns.

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12/15/2018 at 3:26 PM #87169

Vonasi

I am trying to analyse different days of the weeks but when I look back through the data on the day chart there seems to be some very random candlesticks with Sunday and Monday appearing and disappearing seemingly randomly. Some can be put down to holidays (which I guess accounts for the Mondays) and some down to special events such as 9/11 – and I guess in the much earlier data there was no Sunday data available but could someone from PRT explain the reason for the seemingly random disappearing Sundays?

Here is a plot of OPENDAYOFWEEK from the SP500 and it can be seen that for periods Sunday data is displayed and then it stops being displayed and then returns.

Vonasi
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