Average Intraday data

[High]

I have EURUSD 30 minute data from 0:00-23:30 2005 to 2016 >>> i want to average this data from 0.00-23.30 in everyday

How can i do it

***i want to see percentage change between 0:00-23:30 from 2005 to 2016

so i can use this data to implies volatility in intraday

** I have 137K observations . i want to shape them into 48 Observations

[EViews Gareth]

A little tricky because we don't have good function handling for 30 minute intervals. But:

Code: Select all

series min = @datepart(@date, "min") series hour = @hour pagecreate(page=myaverages) u 48 series min = 0 smpl if @mod(@trend,2)=1 min = 30 smpl @all series hour = @floor(@trend/2) copy Untitled\Y myaverages\* @src "hour min" @dest "hour min"

Where the untitled\Y in the copy command should be replaced by the name of your existing page and the series you want to average.

[High]

Oh it's so tricky @@ Thx Mr.gareth

but it said "Unable to perform Matched Merge - Some of the specified
series do not yet exist or are of the wrong type"

the idea was great >>> But @@ im so new

My series is Exchange rate price Quote Ex 1.3056 start at 1/10/2005 02:30 (Monday) to 03/04/2016 23:30

Workfile structure
Date specified by date series >>>>>> Observeation Frequency Intraday 30 minutes Mon 0:00 to Sun 23:59

[EViews Gareth]

Post the workfile.

[High]

Sorry my file is too large
I just reduce the size of it

[EViews Gareth]

My bad, the copy line should be:

Code: Select all

copy Untitled\Y myaverages\* @src hour min @dest hour min

i.e. remove the quotes.

[High]

it's worked million thx Gareth ><