sliding window

[met]

Hi,
I want to use eviews for the analyze of intra-day stock quotes in an order book. Because i'm new to the software i'm not sure if that what i am intending to do is possible in eviews!
My dataset are millisecond timestamped quotes over a period of 10 days (9 a.m. - 5 p.m.) and i'm using version 6.
I need a window (interval of x milliseconds) that slides millisecond after millisecond through the data and counts the number of observations.

For example:

09:00:01.100 bid offer
09:00:03:040 ask offer

I need a window of 150 milliseconds that slides millisecond after millisecond through the data starting at 09:00:00.000 and stopping at 09:00:05.000 and counts the quotes. In the example the number of observation would be: 2 ! I guess the first step would be to create a workfile containing every millisecond in a period and then pasting my data in this file?

I hope you understand what i mean!

Is it possible to program this in eviews and how?

Thanks a lot for your advises!

Met