Page 1 of 1
intraday data
Posted: Fri Jul 15, 2011 9:30 am
by rumarianna
Hi, i need to create an irregular intraday, minute workfile :?...I have to import series of intraday forward contrasts with different frequency ...
Date Time Price
09/03/10 15:31:22 44.2
09/03/10 17:19:02 44.2
10/03/10 11:46:01 44.3
10/03/10 14:23:27 44.4
10/03/10 14:27:25 44.4
12/03/10 15:42:44 44.45
15/03/10 14:20:08 44.5
15/03/10 14:21:00 44.5
31/03/10 16:30:00 42.15
01/04/10 17:07:28 41.5
07/04/10 17:37:00 43.35
08/04/10 9:13:29 43.5
How can i set in Eviews 7 a "dated" workfile for these series?
Re: intraday data
Posted: Fri Jul 15, 2011 9:33 am
by EViews Gareth
Not sure I understand what you're asking.
What happens if you just open that data up in EViews - it should just get it right. I tried it with the small amount of data you provided, and EViews recognised it perfectly and created an irregular intraday workfile.
Re: intraday data
Posted: Fri Jul 15, 2011 10:16 am
by rumarianna
I've imported the data but in a unstructured/undated type wf...I heve 6 series of intraday fwd contracts with different start/end date, records, etc..(see the enclosed file)
I would import these in a "dated" wf with start date and hour those of the first contract among the 6 series of fwd contracts, and the same for the end date/hour... thanks
Re: intraday data
Posted: Fri Jul 15, 2011 10:27 am
by EViews Gareth
It isn't clear what form the data is in before you have it in EViews. But I'm willing to bet that if you just open the data in EViews, it will get it right.
Re: intraday data
Posted: Fri Jul 15, 2011 10:46 am
by rumarianna
please, see the enclosed file...
Re: intraday data
Posted: Fri Jul 15, 2011 11:09 am
by EViews Gareth
Yep, I open that workfile in EViews, and it appears to create the correct structure (irregular intraday).
Re: intraday data
Posted: Fri Jul 15, 2011 11:49 am
by rumarianna
I,m sorry Gareth but I'm unable to open the three sheets i sent you in one wf page with intraday sample...
Re: intraday data
Posted: Fri Jul 15, 2011 11:56 am
by rumarianna
It's Ok! I've understood how uploading the dataset irregular intraday. thank you very much
Re: intraday data
Posted: Thu Jun 20, 2013 1:07 am
by forever12
It's Ok! I've understood how uploading the dataset irregular intraday. thank you very much
Hi,how did you resolve your question?Could you tell me?