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 <[email protected]>:
> 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
> [email protected]
>
> 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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