Re: st: RE: How to calculate the time elapsed between two trading?

["Martin Weiss" <martin.weiss1@gmx.de>]

Your message is barely intelligble, and you are messing up the threads in 
the archive! Anyway, just -outsheet- your data to .txt. or .csv. Or, in 
Stata 10, use -xmlsave-...

HTH
Martin
_______________________
----- Original Message ----- 
From: "Jeetendra Aryal" <jeetendra.aryal@umb.no>
To: <statalist@hsphsun2.harvard.edu>
Sent: Wednesday, October 15, 2008 12:23 AM
Subject: RE: st: RE: How to calculate the time elapsed between two trading?


> I have very simple question,
> - I tried to save a data file in STATA to excel. I tried in as follows: I 
> just copy it from stata to excel but I have problems in the file in excel. 
> Some of the data are now changed in to date. can anyone help me in this?
> regards,
> Jeetendra
>
> > -----Original Message-----
> > From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-
> > statalist@hsphsun2.harvard.edu] On Behalf Of Katia Bobulova
> > Sent: Tuesday, October 14, 2008 11:09 PM
> > To: statalist@hsphsun2.harvard.edu
> > Subject: Re: st: RE: How to calculate the time elapsed between two
> > trading?
> >
> > 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 <n.j.cox@durham.ac.uk>:
> > > 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
> > > n.j.cox@durham.ac.uk
> > >
> > > 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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> > > *   http://www.ats.ucla.edu/stat/stata/
> > *
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>
> *
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