Merge dataset with different lengths

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Jesper Solheimsnes
Jesper Solheimsnes on 25 Mar 2021
Answered: dpb on 25 Mar 2021
Hi all,
I have 3 datasets with returns from the indexes; DAX, SP500 and NIKKEI I want to merge.
They all start from February 21st 2021, but the tables are in different lengths. e.g. the DAX index length is 8550, NIKKEI 14443 and SP500 is 23407.
I want to merge these 3 tables from 21st of February back to the first period in time which I have data for all three tables jointly.
i.e. I want to merge the data such that my table consists of all 3 returns ranging from 21st of february 2021, with a length of 8550.
I have an additional column in all three tables with dates which I can use as a "reference" to sort the data, but I am not able to figure out how.
Can anyone help me?

Accepted Answer

dpb
dpb on 25 Mar 2021
TT = synchronize(DAX,SP500,'intersection');
TT = synchronize(TT,NIKKEI,'intersection');
where DAX, SP500 and NIKKEI are the three timetables you have.

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