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Re: st: aggregate time series data over individuals


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: aggregate time series data over individuals
Date   Sat, 8 Mar 2014 23:47:27 +0000

-help collapse-
Nick
[email protected]


On 8 March 2014 22:42, Philipp Hagspiel <[email protected]> wrote:
> hi,
>
> I have a dataset with variables "date" "name" "name of stock" "price"
> "number of shares" "volume". The "date" variable lists every single trading
> day for a couple of years and "name" list individuals. If an individual
> trades in the same stock on the same day but within two different
> transactions, it is displayed as two different observations.
>
> How can I aggregate over date, name, price and volume? It should only
> display one date and the aggregate volume and an volume weighted average
> price for every individual trading in a certain stock.
>
> Looking forward to receiving your replies,
>
> Greetings from Germany
> Phil
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