Changing time intervals

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Mate 2u
Mate 2u on 13 Feb 2012
Hi everybody.
I have a huge matrix where the first 6 entries are shown below. I want to change the NON EQUAL time intervals into EQUAL time intervals of 1 second. :
'27/01/2012 15:30:00' 'TRADE' 58.2000000000000
'27/01/2012 15:31:33' 'TRADE' 58.3749000000000
'27/01/2012 15:49:19' 'TRADE' 58.5600000000000
'27/01/2012 15:49:19' 'TRADE' 58.5400000000000
'27/01/2012 15:50:26' 'TRADE' 58.4900000000000
'27/01/2012 15:55:22' 'TRADE' 58.6054000000000
  2 Comments
Jan
Jan on 13 Feb 2012
Please explain any details of the wanted procedure. Which values do you expect after the "change"?
Mate 2u
Mate 2u on 13 Feb 2012
I would like it in secondly interval and the values would remain until changed. Eg, 15:30:01 would be still 58.200
15:30:02 would still be 58.2
Then at 15:31:33 price would change to 58.3749
Then all seconds after it would remain the same until 15:49.19 where there are 2 values, we choose the last value 58.54.
I hope you understand now. The second column has nothing to do with anything its just 'Trade' a string.

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Accepted Answer

Friedrich
Friedrich on 14 Feb 2012
Hi,
check the values where the price changes. Maybe you have to adjust them a bit:
cells = {'27/01/2012 15:30:00' 'TRADE' 58.2000000000000
'27/01/2012 15:31:33' 'TRADE' 58.3749000000000
'27/01/2012 15:49:19' 'TRADE' 58.5600000000000
'27/01/2012 15:49:19' 'TRADE' 58.5400000000000
'27/01/2012 15:50:26' 'TRADE' 58.4900000000000
'27/01/2012 15:55:22' 'TRADE' 58.6054000000000 };
time_stamps = cell(size(cells,1)-1,2);
for i=1:size(cells,1)-1
a_1 = datenum(cells{i,1},'dd/mm/yyyy HH:MM:SS');
a_2 = datenum(cells{i+1,1},'dd/mm/yyyy HH:MM:SS');
time_stamps{i,1} = datestr(a_1:1/24/60/60:a_2);
%or use a oneliner
%time_stamps{i,1} = datestr(datenum(cells{i,1},'dd/mm/yyyy HH:MM:SS'):1/24/60/60:datenum(cells{i+1,1},'dd/mm/yyyy HH:MM:SS'));
time_stamps{i,2} = repmat(cells{i,3},size(time_stamps{i,1},1),1);
end
disp(time_stamps)
  1 Comment
Mate 2u
Mate 2u on 14 Feb 2012
Hi there, I will accept your answer, however it is my fault, if you have seen the new question I have posted I need the timestamp along with the corresponding price. Obvious error on my part. If you can look at the new question I have made it quite clear.

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More Answers (1)

Mate 2u
Mate 2u on 13 Feb 2012
Anybody? Help would be very much appreciated.

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