Validating Futures data, how to handle exchange holidays etc

[pauluk]

I have some general questions about validating Futures trade data if someone could help me out with answers that would be great:
1) what is the "normal" working practice for data suppliers - is to include trading holidays (using previous trading day's data?) or is it to exclude trading holidays?
2) apart from checking that High >= and Low <= other prices, are there any another checks that could be done that would flag up potential issues with the data?
Thanks.

[NinjaTrader_Bertrand]

Paul, I've not seen a case where data would 'double' listed / duplicated for the holiday, normally they sent whatever is broadcasted by the exchanges, for many markets this means a short and less liquid electronic only session for example.

[pauluk]

Thanks Bertrand.
Does that mean that for every weekday there should always be data - even if that day is a holiday?
The reason I am asking is that I am setting my system up using free EoD data with a substantial number of weekdays missing (in excess of the number of holidays) over a 10 year period.

[NinjaTrader_Bertrand]

No, there could be also weekdays where trading is completely closed down - I suggest you review the exchange product calendars to the see the specific trading scheduled for your markets of interest.