Along with EOD price data I have Quarterly Results data (In Synthetic Ticker 1) and Shareholding Disclosure ( in Synthetic Ticker 2).
I am using foreign() to pad and align these two synthetic ticker data with Price.
Challenge is, many times the Quarterly Results & Shareholding Disclosures are done on Saturday/ Sunday or on holiday when the market was closed, meaning no Price data.
Hence, by using foreign() I am loosing almost 20% information because of dates not aligned among these data.
I wish there was an option in Foreign() of referencing Nth Occurrence when the dates do not match.
what can be the alternate solution please?