high freq data

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rdacco
Posts: 2
Joined: Mon Nov 03, 2008 9:36 am

high freq data

Postby rdacco » Mon Nov 03, 2008 9:42 am

can Eviews work with high freq (tick by tick) data ? what functions does it have ? thanks

EViews Gareth
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Re: high freq data

Postby EViews Gareth » Mon Nov 03, 2008 9:47 am

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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Gene
EViews Expert
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Joined: Wed Sep 24, 2008 1:08 pm

Re: high freq data

Postby Gene » Mon Nov 03, 2008 11:38 am

rdacco wrote:can Eviews work with high freq (tick by tick) data ? what functions does it have ? thanks


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.

rdacco
Posts: 2
Joined: Mon Nov 03, 2008 9:36 am

Re: high freq data

Postby rdacco » Thu Nov 13, 2008 9:52 am

thank you ! :)


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