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From: Peter Smith on 28 Jul 2010 17:44
"someone" <someone(a)somewhere.net> wrote in message <i2q7kl$q4e$1(a)fred.mathworks.com>...
> "Peter Smith" <fe09ae(a)mail.wbs.ac.uk> wrote in message <i2q6mp$osl$1(a)fred.mathworks.com>...
> > Hi all, your help would be much appreciated on this matter. I have approximately 200,000 files containing stock data and i am trying to aggregate these into daily files. However the times of my files start from 07:30 proceed uptil 12:59 and then go from 01:00 to 06:00.
Hi Someone

Initially i extract tmpTime from a number of .csv files containing stock data. For example i have data on bids asks volume etc for a number of stocks. Each file is for one stock and all trading minutes of the day.

I want basically to associate thisminuteOfDat with tmpTime when i create aggregate files which contain all stocks for 1 day.

cheers
From: Walter Roberson on 28 Jul 2010 17:47
Peter Smith wrote:
> Hi all, your help would be much appreciated on this matter. I have
> approximately 200,000 files containing stock data and i am trying to
> aggregate these into daily files. However the times of my files start
> from 07:30 proceed uptil 12:59 and then go from 01:00 to 06:00.
>
> I want to ultimately change the times to "minutes past midnight" , i.e.
> 08:00 will be recorded as 480.

If you did not change to minutes past midnight, then it would be a
straight-forward text substitution:

ctime = char(tmpTime);
tochange = ctime(:,1) == '0' & ctime(:,2) < '7';
ctime(tochange,2) = char(ctime(tochange,2) + 2);
ctime(tochange,1) = '1';

tmpTime = cellstr(ctime);


Or if you really want to change to minutes, then

ctime = char(tmpTime);
tochange = ctime(:,1) == '0' & ctime(:,2) < '7';
thisMinuteOfDay = (ctime(:,1) - '0') * 600 + ...
(ctime(:,2) - '0') * 60 + ...
(ctime(:,4) - '0') * 10 + ...
(ctime(:,5) - '0);
thisMinuteOfDay(tochange) = ThisMinuteOfDay(tochange) + 720;
From: Peter Smith on 28 Jul 2010 18:06
thanks Walter i will try that now
From: dpb on 28 Jul 2010 19:59
Peter Smith wrote:
> thanks Walter i will try that now

That seems awfully roundabout unless I'm missing something.

If you have times thistime in hh:mm format, then as posted earlier,

minutes=datenum(thistime,15)*24*60; % the engine

will do what you asked for

--
From: Walter Roberson on 28 Jul 2010 22:48
dpb wrote:
> Peter Smith wrote:
>> thanks Walter i will try that now
>
> That seems awfully roundabout unless I'm missing something.
>
> If you have times thistime in hh:mm format, then as posted earlier,
>
> minutes=datenum(thistime,15)*24*60; % the engine
>
> will do what you asked for

What you are missing is that the times are given in a 12 hour clock
format, 07:00 to 12:59 followed (one minute later) by 01:00 to 06:00.

The OP has not given us enough information to know whether there was an
AM/PM indicator. Doesn't really matter though, as the calculations can
be done efficiently without it. The *600 and so on that I show in my
code are efficient ways of converting the times without the overheads of
sscanf() or num2str()
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