high freq data
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high freq data
can Eviews work with high freq (tick by tick) data ? what functions does it have ? thanks
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: high freq data
EViews doesn't currently have any inbuilt high-frequency types, but you can always use one of the unstructured frequencies to handle tick data. The only potential problems then are running out of memory (if you have lots of data).
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Re: high freq data
Although not built specifically for tick data, EViews contains many time/date functions that you can use to handle tick by tick data. EViews internal date series can define time up to fractions (1/100th?) of a second. Many functionalities, such as match-merge, are very useful to handle these high frequency data.can Eviews work with high freq (tick by tick) data ? what functions does it have ? thanks
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