When I try to get data for the instrument <DOLc1> it is returning data for non-trading days.
I tried using Python Datastream module:
ds.get_data(tickers='<DOLc1>', fields=['PS'], freq='D', start='2021-01-01")
This will return, e.g., data for 2021-01-25, which was a holiday in Sao Paulo and the exchange was closed. My data in the end has lots of duplicated values due to this.
How can I ask Datastream the data without the non-trading days?