help-octave
[Top][All Lists]
Advanced

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

computing median for tick data


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


reply via email to

[Prev in Thread] Current Thread [Next in Thread]