python financial data cleaning

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How to do financial data cleaning ? Say I assume a list of 1000 finance series data in myList = Open, High, Low and Close. For missing Close Price data, What is best practice to clean data in Python

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python financial data cleaning Sebastian M Cheung <minscheung@googlemail.com> - 2015-06-15 03:12 -0700
  Re: python financial data cleaning Mark Lawrence <breamoreboy@yahoo.co.uk> - 2015-06-15 11:19 +0100
    Re: python financial data cleaning Sebastian M Cheung <minscheung@googlemail.com> - 2015-06-15 14:01 -0700
      Re: python financial data cleaning Mark Lawrence <breamoreboy@yahoo.co.uk> - 2015-06-16 20:40 +0100
  Re: python financial data cleaning Sebastian M Cheung <minscheung@googlemail.com> - 2015-06-15 03:59 -0700
  Re: python financial data cleaning Laura Creighton <lac@openend.se> - 2015-06-15 13:34 +0200
    Re: python financial data cleaning Sebastian M Cheung <minscheung@googlemail.com> - 2015-06-15 06:42 -0700

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