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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). >> >> >> * >> * 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/ * * 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:*"Martin Weiss" <martin.weiss1@gmx.de>

**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>

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

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