Search found 7 matches

by mermet88
Wed Jun 26, 2013 11:48 am
Forum: Data Manipulation
Topic: Importing tick-by-tick data in Eviews 7
Replies: 13
Views: 8608

Re: Importing tick-by-tick data in Eviews 7

Yes I was thinking about the 3 dates in a row or even more, I'll have to think about how to handle that! If I get a straight forward script I'll post it in case someone has the same problem. And yes I do need the data dated. Sometimes I wish I could find another way but I do need it dated. But thank...
by mermet88
Wed Jun 26, 2013 8:26 am
Forum: Data Manipulation
Topic: Importing tick-by-tick data in Eviews 7
Replies: 13
Views: 8608

Re: Importing tick-by-tick data in Eviews 7

That's a good idea, I have tried it and it indeed works. My last problem is that I have to repeat the step a certain amount of times until eviews tells me there are no more duplicates and I don't know how many times that is (it appears it is possible that more than two points may have the same date)...
by mermet88
Wed Jun 26, 2013 6:40 am
Forum: Data Manipulation
Topic: Importing tick-by-tick data in Eviews 7
Replies: 13
Views: 8608

Re: Importing tick-by-tick data in Eviews 7

Maybe some variant on seconds = @recode(seconds=seconds(-1),seconds+1,seconds) ?? Yes, exactly like that! I have been looking around and changed it to date2 = @recode(date=date(-1), @dateadd(date, 1, "ss"), date) Had to run it a couple of times and finished with 110k duplicates. But then ...
by mermet88
Wed Jun 19, 2013 8:22 am
Forum: Data Manipulation
Topic: Importing tick-by-tick data in Eviews 7
Replies: 13
Views: 8608

Re: Importing tick-by-tick data in Eviews 7

Ok, thank you very much!
by mermet88
Wed Jun 19, 2013 5:56 am
Forum: Data Manipulation
Topic: Importing tick-by-tick data in Eviews 7
Replies: 13
Views: 8608

Re: Importing tick-by-tick data in Eviews 7

Gareth, Thank you for your reply. This was embarrassingly obvious. I shortened the set to 500 observations and the dating happened fine... I didn't think duplicates would occur in this set though.. May I just ask if there is a command to search and add a second to any duplicates in the dates? They a...
by mermet88
Sun Jun 16, 2013 5:12 am
Forum: Data Manipulation
Topic: Importing tick-by-tick data in Eviews 7
Replies: 13
Views: 8608

Re: Importing tick-by-tick data in Eviews 7

What I need in this series is just a few days here and there. Would it be possible to create a blank series of 2 days (say 2003-01-15 and 2003-01-16) with frequency 1 minute (for example) then fill the series with information I got from the original series? I'm very sorry if it's getting complicated...
by mermet88
Sat Jun 15, 2013 6:58 am
Forum: Data Manipulation
Topic: Importing tick-by-tick data in Eviews 7
Replies: 13
Views: 8608

Importing tick-by-tick data in Eviews 7

Hello! I am trying to import a file that has tick-by-tick data for 5 years of EUR/USD prices. The original file is csv, with "YYYY-MM-DD HH:MM:SS, bid, ask". My problem is that I cannot explain to eviews the date format... If I say "dated - specified by date series", frequency au...

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