tick by tick data

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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ggyyakl
Posts: 3
Joined: Wed Dec 21, 2011 3:01 am

tick by tick data

Postby ggyyakl » Fri Dec 23, 2011 10:21 pm

Hi all

I have a file for tick by tick data for about 10 years. Can Eviews make this data into a daily or weekly close series? The raw data has more than a billion obeservations and the normal series have a capacity of 4 millions obs maximum (if i am right).

Thanks

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

Re: tick by tick data

Postby EViews Gareth » Fri Dec 23, 2011 11:19 pm

The problem you're going to have is that, as you say, EViews can't handle more than a few million observations (the limit is actually 15m). Thus you're going to have reduce the file size prior to getting it into EViews.

ggyyakl
Posts: 3
Joined: Wed Dec 21, 2011 3:01 am

Re: tick by tick data

Postby ggyyakl » Sat Dec 24, 2011 4:56 am

Thanks Gareth. Thought that might be the case but it is worth a try. Merry Xmas


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