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


From   Jeetendra Aryal <jeetendra.aryal@umb.no>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: RE: How to calculate the time elapsed between two trading?
Date   Wed, 15 Oct 2008 00:23:33 +0200

I have very simple question,
- I tried to save a data file in STATA to excel. I tried in as follows: I just copy it from stata to excel but I have problems in the file in excel. Some of the data are now changed in to date. can anyone help me in this?
regards,
Jeetendra

>-----Original Message-----
>From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
>statalist@hsphsun2.harvard.edu] On Behalf Of Katia Bobulova
>Sent: Tuesday, October 14, 2008 11:09 PM
>To: statalist@hsphsun2.harvard.edu
>Subject: Re: st: RE: How to calculate the time elapsed between two
>trading?
>
>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).
>>
>>
>> *
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>>
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