OHLC data

For those that have experience developing models using OHLC candle data, what do you do if you have to keep track of basket of stocks in extended session where OHLC data might not be available for every minute for every stock.

I am working on a model that uses 1-minute OHLC data and I notice that that data is not available synchronously for all stock for every minute.

1. Do you backfill with last available data for that symbol?

2. Do you only use candles that are available for all stocks for that minute?

Thank you.