How to import intraday data that are not continous

[derek]

There is a break but eviews only cares about the start and the end.
Hi,
I am doing a research on stock index and stock index future. I want to use high frequency data to conduct the research, eg stock index that recorded at every five minutes.
I can set the time-frequency, 5 minutes , and the trade time every trading day.The problem is that eviews just allows me to set up the start of trade and the end of the trade in each day.However, there is a one and half hours break. During the break, we have no data of stock index but eviews thinks there should be some data during the break. What eviews does is to fill stock index later into the break time. This mismatches the whole stock index and the time. How to make eviews know that there is a lunch break time?

The trade starts at 01:15 am (UK local time) and ends at 07:15 am. The lunch break is from 03:30 am to 5:00 am.

[EViews Gareth]

You'll have to provide more detail on what format your data is in, and what you have done to get it into EViews.

[derek]

You'll have to provide more detail on what format your data is in, and what you have done to get it into EViews.

The data is stock index intraday data recorded at every five minutes .