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From |
"Katia Bobulova" <katia.bobulova@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: RE: How to calculate the time elapsed between two trading? |

Date |
Tue, 14 Oct 2008 22:08:42 +0100 |

Dear Nick, thank you very much for your help. It is exactly what I was trying to do. Thanks Katia 2008/10/14 Nick Cox <n.j.cox@durham.ac.uk>: > gen byte istrading = trading == "T" > bysort date (istrading time) : gen dt = time - time[_n-1] if istrading & istrading[_n-1] > > This naturally excludes differences between the last trade of a day and the first trade of the next day, as did your code here. > > Nick > n.j.cox@durham.ac.uk > > Katia Bobulova > > I have to costruct a variable for the time elapsed between two trading > (trading=T) > > I have this situation: > > Date time control newvariable > 02/01/2007 16:50:55 T 165000 > 02/01/2007 16:50:56 T 165000 > 03/01/2007 17:02:30 T 170230 > 03/01/2007 18:30:20 R . > 03/01/2007 18:32:00 T 183200 > > Now the result that I would like to reach is to have new variable > which has as observations: 0 and 12970, because the first one is the > result of the diff between the first two newvariable, since they take > place at the same time, the second one should be the difference > between the newvariable at time 17:02:30 and the other one at 18:32:00 > (since I am considering just the obs with control=T). > > I tried to do this: > > gen newvariable= time if control=="T" > by sort date: gen newvariable1=newvariable-newvariable[_n-1] > > but I don't have the result that i would like to have, since i am > trying to calculate the time elapsed between two trading(control=T). > > > * > * For searches and help try: > * http://www.stata.com/help.cgi?search > * http://www.stata.com/support/statalist/faq > * http://www.ats.ucla.edu/stat/stata/ > * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: RE: How to calculate the time elapsed between two trading?***From:*Jeetendra Aryal <jeetendra.aryal@umb.no>

**References**:**st: How to calculate the time elapsed between two trading?***From:*"Katia Bobulova" <katia.bobulova@googlemail.com>

**st: RE: How to calculate the time elapsed between two trading?***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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