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From: | financial engineer |
Subject: | computing median for tick data |
Date: | Mon, 26 Mar 2012 20:21:54 -0400 |
I have the following tick data and would like to compute the median for each minute on each day. Is it possible using octave? I am new to this software and haven't had much luck with finding any financial time series reference with octave in my searches on google, hence I am requesting help from the team. Hope someone can point me in the right direction. contract date time price f1 f2 f3 vol F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 3 F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 10 F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 3 F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 10 F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 7 F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 1 F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 1 F.US.NIYM10 2010-03-11 0500 10615.0000 T N N 1 F.US.NIYM10 2010-03-11 0501 10615.0000 T N N 1 F.US.NIYM10 2010-03-11 0502 10615.0000 T N N 22 F.US.NIYM10 2010-03-11 0502 10615.0000 T N N 7 F.US.NIYM10 2010-03-11 0502 10615.0000 T N N 1 F.US.NIYM10 2010-03-11 0502 10615.0000 T N N 1 F.US.NIYM10 2010-03-11 0502 10615.0000 T N N 1 F.US.NIYM10 2010-03-11 0502 10610.0000 T N N 1 |
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