Okay, I havn't quite got there. Basically, i was really trying to simplify my task. I actually have 30 millions rows of data. What I can do is take out all the trades, so we can forget about QUOTES. For every new trade, I need to count the number of trades that occured in the previous half an...
Hi,
I have a time series of data with time values to the nearest millisecond (eg. 08:04:15.137). How can I alter this so it is only recorded to the nearest second? i.e. 08:04:15
Alternatively, I have data with multiple records within one second, for example, with x and time fields:
x time
1...
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