#DVFFill is a special Data Section tag that looks like a cross-sectional function name but is not one.
This tag specifies that a #DataValueFile item should fill in missing values in the data array for this item by copying the last found value from the CSV file forward across any OHLCV bar dates for which there was no value found.
Example
MySparseData: #DataValueFile #DVFFill
After importing all specified DataValueFile (no #) CSV files, loop over each #DVFFill item and replace every nan (missing value) with the last imported value.
Notes
#DVFAlign can be specified in combination with #DVFFill if desired.
#DVFPad can be used instead of #DVFFill to replace missing values with 0s rather than the last found value.
