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st: Reshape, Transpose... a (little) puzzling data manipulation
From
John Litfiba <[email protected]>
To
[email protected]
Subject
st: Reshape, Transpose... a (little) puzzling data manipulation
Date
Thu, 29 Sep 2011 17:28:56 +0200
Dear Statalist,
I have a little problem and I hope you will be able to help me:
I have a dataset containing stock price data organized as follow :
I know the unique identifier for each stock (ISIN) I have 4 types of
prices (high, low, closing price, average) and then more than 7000
dates...
ISIN PRICE_type Date1 Date2 Date3 Date4 Date5 Date6 Date7
... date 7000
1 US00001 Type1 10 12 etc
2 US00001 Type2 15 11 etc
3 US00002 Type 1 120
4 US00002 Type 2 110
5
So one big problem here is that the dates are column labels...
Therefore each row gives me the whole history for a particular ISIN
and Price combination.
Instead, would like to obtain something like this
Date ISIN PRICE_Type1 PRICE_Type2 PRICE_Type3 PRICE_Type4
1.Date1 US00001 10 15 10 20
2.Date2 US00001 12 11 10 20
3.Date1 US00002 120 110 10 .5 2
4.etc
5.
Here each row gives the all relevant prices for a particular ISIN and
a particular date
Do you have any idea on how to proceed ? Dont ask me why my data is
formatted like that please... ;-)
Many, Many thanks in advance,
Best Regards
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