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Re: st: How to calculate average in different interval
Hi Gary,
it works. great.
I may have another question to ask, but now not sure. please send an
thanking email to that guy.
Cheers,
ming
> >Can anyone help me ?
> >
> >I have stock transaction data. I need to calculate each second
average
> >trading volume. How can I to produce a new variable such as volavg
and
> >put average volume in the last one of the same second ?
> >
> >order date time price vol
> >1 1-Jul-05 10:02:19 5.8 5000
> >2 1-Jul-05 10:02:19 5.8 651
> >3 1-Jul-05 10:02:19 5.8 3349
> >4 1-Jul-05 10:02:19 5.8 349
> >5 1-Jul-05 10:02:19 5.8 1500
> >6 1-Jul-05 10:02:19 5.8 5651
> >7 1-Jul-05 10:02:24 5.8 2000
> >8 1-Jul-05 10:02:26 5.8 1000
> >9 1-Jul-05 10:02:26 5.8 37711
> >10 1-Jul-05 10:02:26 5.8 500
> >11 1-Jul-05 10:02:26 5.8 8789
> >12 1-Jul-05 10:02:26 5.8 2000
> >13 1-Jul-05 10:02:35 5.8 2583
> >14 1-Jul-05 10:02:36 5.8 5000
> >
> >
> >The result that I want:
> >
> >order date time price vol volavg
> >1 1-Jul-05 10:02:19 5.8 5000 .
> >2 1-Jul-05 10:02:19 5.8 651 .
> >3 1-Jul-05 10:02:19 5.8 3349 .
> >4 1-Jul-05 10:02:19 5.8 349 .
> >5 1-Jul-05 10:02:19 5.8 1500 .
> >6 1-Jul-05 10:02:19 5.8 5651 =
> >(5000+651+3349+349+1500+5651)/6
> >7 1-Jul-05 10:02:24 5.8 2000 2000
> >8 1-Jul-05 10:02:26 5.8 1000 .
> >9 1-Jul-05 10:02:26 5.8 37711 .
> >10 1-Jul-05 10:02:26 5.8 500 .
> >11 1-Jul-05 10:02:26 5.8 8789 .
> >12 1-Jul-05 10:02:26 5.8 2000 =
> >(1000+37711+500+8789+2000)/5
> >13 1-Jul-05 10:02:35 5.8 2583 .
> >14 1-Jul-05 10:02:35 5.8 5000 =
(2583+5000)/2
> >
> >
> >Thanks
> >
> >Gary
>
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>
--
Mingyuan Guo
[email protected]
EDG 99 Parramatta Campus
School of Economics & Finance
University of Western Sydney
Locked Bag 1797
Penrith South DC NSW 1797
Phone: +61 2 9798 3139
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