st: How to calculate average in different interval

["gary tian" <ecggt59@hotmail.com>]

> 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
_________________________________________________________________
Be the one of the first to try the NEW Windows Live Mail.
http://ideas.live.com/programPage.aspx?versionId=5d21c51a-b161-4314-9b0e-4911fb2b2e6d

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/