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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

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

Date |
Wed, 15 Oct 2008 00:26:51 +0200 |

HTH Martin _______________________

To: <statalist@hsphsun2.harvard.edu> Sent: Wednesday, October 15, 2008 12:23 AM Subject: RE: st: RE: How to calculate the time elapsed between two trading?

I have very simple question,- I tried to save a data file in STATA to excel. I tried in as follows: Ijust 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 dayand 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/

* * 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>

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

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

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