high frequency workfile, 2 sessions in one day

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maxchen
Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

high frequency workfile, 2 sessions in one day

Postby maxchen » Sat Jun 04, 2011 6:34 pm

Can I have high freq in an work file, with 2 sessions in one day. Say like some stock markets, the morning section is from 09:30 to 11:30, and the noon session is from 13:00 to 15:00.
the following line not work

Code: Select all

wfcreate(wf=stock) 10MIN(1-5, 9:30-11:30, 13:00-15:00) 2010-01-01 2010-04-01
so I can only try

Code: Select all

wfcreate(wf=stock) 10MIN(1-5, 09:30-15:00) 2010-01-01 2010-04-01 pagecontract if @hourf<=11.5 or @hourf>=13
then the structure turns to be irregular.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: high frequency workfile, 2 sessions in one day

Postby EViews Gareth » Sat Jun 04, 2011 8:24 pm

Yep, that's all you can do.


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