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


From   Jeetendra Aryal <[email protected]>
To   "'[email protected]'" <[email protected]>
Subject   RE: st: RE: How to calculate the time elapsed between two trading?
Date   Wed, 15 Oct 2008 00:52:11 +0200

Dear Martin,
I am using Stata10 and tried to copy data sheet from stata data editor to excel spread sheet. I tried -xmlsave .., but could not solve my problem.

thanks,
Jeetendra

>-----Original Message-----
>From: [email protected] [mailto:owner-
>[email protected]] On Behalf Of Martin Weiss
>Sent: Wednesday, October 15, 2008 12:27 AM
>To: [email protected]
>Subject: Re: st: RE: How to calculate the time elapsed between two
>trading?
>
>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" <[email protected]>
>To: <[email protected]>
>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: [email protected] [mailto:owner-
>>>[email protected]] On Behalf Of Katia Bobulova
>>>Sent: Tuesday, October 14, 2008 11:09 PM
>>>To: [email protected]
>>>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 <[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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>>
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>
>
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