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st: aggregate time series data over individuals


From   Philipp Hagspiel <[email protected]>
To   [email protected]
Subject   st: aggregate time series data over individuals
Date   Sat, 08 Mar 2014 23:42:00 +0100

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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