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Category
Cross-Sectional Functions
Description
#Fill is a special Data Section tag that looks like a cross-sectional function name but is not one.
This tag specifies that a Data item should replace NaN values in the calculated data array for this item by carrying the last non-NaN value forward. It works on any Data item, whether an ordinary calculated formula or a #DataValueFile item (for which it carries the last value found in the CSV file forward across bar dates that had no value).
#DVFFill is a backward-compatible synonym for #Fill. These tags were originally supported only for DataValueFile items (as #DVFFill and #DVFPad); since version 2.0.31.6 they work for any Data item, and either spelling may be used with either item type.
Example
IndexTrend: #Fill Extern($$SPX, C > MA(C, 200))
If the formula cannot be calculated, e.g. for US holiday bars when calculating it for a non-US symbol, the prior value is carried forward.
Notes
If #Fill were not specified, IndexTrend would be NaN on US holiday bars when referencing it from a non-US symbol.
See #Pad for an alternative way to replace NaN values.
See DataValueFile Items for more about using this tag with a DataValueFile item.
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