Re: st: How to calculate average in different interval

[Philipp Rehm <Philipp.Rehm@gmx.de>]

This may work:

bys date time: egen volavg=mean(vol)

/* assumes that variable "price" has no information of interest for you */

gary tian wrote:
> > 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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