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st: aggregate time series data over individuals
From
Philipp Hagspiel <[email protected]>
To
[email protected]
Subject
st: aggregate time series data over individuals
Date
Sat, 08 Mar 2014 23:42:00 +0100
hi,
I have a dataset with variables "date" "name" "name of stock" "price"
"number of shares" "volume". The "date" variable lists every single
trading day for a couple of years and "name" list individuals. If an
individual trades in the same stock on the same day but within two
different transactions, it is displayed as two different observations.
How can I aggregate over date, name, price and volume? It should only
display one date and the aggregate volume and an volume weighted average
price for every individual trading in a certain stock.
Looking forward to receiving your replies,
Greetings from Germany
Phil
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