Script to add missing lines of data (dates and prices) in Excel -- 2

I am researching different commodities (gold, silver, etc), and have data of the time, date, open and close price in Excel for every half an hour since 2009 that the markets were trading. To help my statistics software, I need to put values in for the weekends when the markets are closed. Also Christmas Day, Easter and other days the markets are closed or close early. The script would have to read the existing times and dates and add in extra lines for any missing data. For the times and dates, it would add in each missing half hour increment. For the prices it would be the last known price. For example, Sunday prices (when the market is closed) would be the same as Saturday at 08:00 (the final price before the market closed). Note the closing times change due to daylight savings changes. All the lines between the market closing and opening would be the same price as the same time on the last time it was open. I have attached two screenshots, the first covering the weekend where the half hour increments would have to added. I have added this in blue to show what to do. The second screenshot is where the market shut for a few hours. Again, extra lines are to be added with the details added. Again I have added in blue what it should look like. This has to be a script/macro/code or something that will run automatically and quickly as there are several hundred thousand lines and multiple assets (the uploaded file is only an excerpt as the full files are about 45mb each). So this macro/software would have to transfer to other spreadsheets easily. Excel is preferred but as long as I can access and use the software you've created it under (even if I can find a trial version online) I don't mind what you use. I feel this would only take an hour or two and expect the quotes to be reasonable. Any questions please do ask. thank you. anthony