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Hi, I just checked an example from above using Mathematica 12 / Win 10 64bit. While running the code example the first time Mathematica automatically executed updates and eventually produced the result as expected by Rohit. See the notebook...
Hi Sean, Got it. Many thanks, Walter
Great demo. Thanks for the detailed explanation of your methodology. Maybe I miss something but shouldn't you write datelist = tsSPXO["Dates"] instead of datelist = tsSPX["Dates"]? I also couldn't find the definition of tsVTDSPX.
Behavior shown above verified on Windows10. I have Home edition 11.01 without service plan. Means I have to pay for 11.1 to get this bug fixed. Walter