In my exploration, I'd like to read the Ref(C,1) value of a foreign instrument (S&P futures) that has 1 day more EOD data than all other instruments.
Ref(Foreign("Futures","Close" ),1) does not work since all the other instrument doesn't have n+1 data. As per its documentation.
Doing the other way around, i.e. making all other symbols foreign is not possible since it is a lengthy code.
I wonder if there is any workaround solution, for example I could read that particular future close value and store it's value in a txt file and read it with fgets from the file to the afl.
Or is there any better idea?