#Fill is a special Data Section tag that looks like a cross-sectional function name but is not one.
This tag specifies that a Data item should replace NaN values in the calculated data array for this item by copying the last non-NaN value from forward.
Example
IndexTrend: #Fill Extern($$SPX, C > MA(C, 200))
If the formula cannot be calculated, e.g. for US holiday bars when calculating it for a non-US symbol, the prior value is carried forward.
Notes
If #Fill were not specified, IndexTrend would be NaN on US holiday bars when referencing it from a non-US symbol.
See #Pad for an alternative way to replace NaN values.