Removal Of Subsequent Duplicate Values In Time Series Of Data?

I'm having some problems with the removal of duplicate values in a time series. The time series consist of stock data for about 10000 firms, but about 3000 of these firms died(delisted) before the end of the sample. The database I used to extract these data, however, does not remove the firm values from the sample, but keeps the last known value of the firm for the remainder of the time. Therefore, I need to remove these duplicate values, but only if they are sequential. Furthermore, normally if you remove duplicate values, excel will delete the cell and shift the data upwards, since it's a time-series I would rather have excel just blanking out the cell instead of removing it.

I've looked at normal solutions, like using the countif functionallity in excel, but this is not feasible because of the size of the worksheet, also, it does remove non-sequential duplicate values as well.

summary:

- Want to remove duplicate values, but only sequential values.( It's possible firm value is the same somewhere in the time period)

- The cells should be blanked out instead of deleted.