redistimeseries fill missing data during aggregation

Question

I have recently switched to redistimeseries and would like to know if filling null data is possible in when I "createrule" in redistimeseries. if yes, i request someone to help with a small piece of code for the same. More details below.

I have been using pandas and sqllite3 to store , retrieve and aggregate live stock ticks (which has last traded price and last traded quantity columns). I use resample and aggregate to calculate OHLC for a different time frame. During aggregation using pandas, i use fillNa to fill the missing ticks (if no ticks received during the entire downsampled time slot). i have attached herewith the working code snipped below.

python code snippet : (reading tick data using pandas sql query from sqllite3)

Basically I resample it using 'OHLC' method and fill the missing values, nothing special about this code.

resampledDF = SymbolTickData['Close'].resample(tf).ohlc(_method='ohlc') 

resampledDF['Close'].fillna(method='ffill', inplace=True)
resampledDF['Open'].fillna(resampledDF['Close'], inplace=True)
resampledDF['High'].fillna(resampledDF['Close'], inplace=True)
resampledDF['Low'].fillna(resampledDF['Close'], inplace=True)

Answer 1

With RedisTimeSeries you can fill empty buckets in query time:

Since RedisTimeSeries v1.8.2:

When using TS.RANGE, TS.REVRANGE, TS.MRANGE, or TS.MREVRANGE to retrieve the value of the previous sample for each empty bucket, use the EMPTY flag together with the last aggregator.