Filling holidays historical prices with the last available price about rblpapi HOT 4 CLOSED

This is a case where the Excel and C++ APIs differ. It's documented in the dev guide but hard to find if you're not sure what to look for.

Try this:

bdh('OAH3 Comdty', fields = 'PX_LAST', start.date = '20221226', end.date = '20221226',
options = c(nonTradingDayFillOption="ALL_CALENDAR_DAYS", nonTradingDayFillMethod="PREVIOUS_VALUE"))

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Thank you @johnlaing , It actuallty worked for a lot of products, but for some , it didn't work e.g:

blpConnect()
K <-bdh('/isin/AU2CLT240335', fields = 'PX_LAST', start.date = '20221226', end.date = '20221226',
        options = c(nonTradingDayFillOption="ALL_CALENDAR_DAYS", nonTradingDayFillMethod="PREVIOUS_VALUE"))

I still receive NA. I guess some Aussies have weird holidays :)

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That one works ok for me too. Possibly it is something with your settings. Does it work in Excel? This might be a question for the helpdesk.

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I am actually getting plain wrong value, when I ask for Last Price ,I am getting the Yield.I will ask the helpdesk about the reason.

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