Importing trade data with special date format

[neophytosk]

Hello

Do you have any suugestions on how to import a financial series dataset with the following dat structure:

16JAN2012:03:43:42

I tried to import as unstructured and then convert the date variables as below, but i recieve an error:

series datetime = @dateval(@str(lastmodificationdate, "f11.0"),"DDMMYYYYHH:MI:SS")

I have attached a sample in excel

Any support is much appreciated

Neo

[EViews Gareth]

If I open that file in EViews 8, EViews automatically recognises the "LastModificationDate" column as a date/time stamp.

You cannot structure the workfile by that series though, since it does not contain unique values.

[neophytosk]

Hi

I am using eviews 7 , is there a way to open the file as you do in v.8?

Also what do you mean by unique values? That some observations occur in the same time?

Thnx

Neo

[EViews Gareth]

Yes, some observations occur at the same time, so you cannot use time as an observation identifier.

[neophytosk]

Hi

thnx for the comments.
I imported the data as suggested and use "deal_id" as the identifier (see updated attached sample file) but I still would like to change "lastmodificationdate" to a readable eviews date format as I would like to create a new file with frequency compounding (where I sum up variables for example every 10 minute interval (based on the new date variable)

Any suggestions on how to update the date series?

BR,Neo

[EViews Gareth]

Post your EViews file.

[neophytosk]

here is a sample, the original file has 1mln observations so it is too bigto upload

[EViews Gareth]

In that file lastmodificationdate is already a date format.

[neophytosk]

perfect,

can i use it now to compund the frequencies e.g at 10 minutes intervals?

if yes how can I do this in eviews?

Thnx

Neo

[EViews Gareth]

Create a new page at the frequency you want. Then copy the date over from your existing page to the new page, performing general-match merge frequency conversion. See the User Guide for more details.