Just a quick question,
The calendar wizard enables the input of intraday data from excel files into RATS. One has to select the number of intraday observations per day. This automatically means that the sample file should contain equal number of observations for all days in the sample, e.g. 100 observations.
However, the number of observations may differ between different dates, for example for Dec 23 we may have 100 obs, whereas on Dec 22, 98 obs. Can anyone tell me how to input in RATS such a file?