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tick by tick data

Posted: Fri Dec 23, 2011 10:21 pm
by ggyyakl
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

Re: tick by tick data

Posted: Fri Dec 23, 2011 11:19 pm
by EViews Gareth
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.

Re: tick by tick data

Posted: Sat Dec 24, 2011 4:56 am
by ggyyakl
Thanks Gareth. Thought that might be the case but it is worth a try. Merry Xmas