I'm building out a stock database for my own learning. I've used pandas' time series tools to generate a list of business days (kind of close enough to trading days). Then I have stock prices from Quandl, but the question is - how should I handle stocks when they haven't traded? i.e., let's just say I want to calculate price momentum of every stock at the end of each month. A stock that is in suspension won't have a score. I can think of two ways to handle this, either insert yesterday's price as a repeat for today, or first get prices for end of month then separately go back and get last traded price for stocks that are missing. Thoughts?