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2010 Oct 04
3
Loop too slow for Bid calc - BUT cannot figure out how to do with matrix
...:05:04 <----Last bid price before 11:05:04.xxx, which is 11.04 at 11:05:03.348 The challenge is how to create the one second bid matrix, without looping through the Bids Matrix to find the first timestamp that is greater than the OneSecond timestamp then getting the previous row price from BidsMatrix...which would have been the bid at the beginning of that second. I am new to R, so need some help to do this ?properly?. # OneSecond. Matrix above called ?One Second Bid Matrix? # BidsMatrix. Matrix above called ?Bids Matrix? bidrow = 1 # looping through each second for (sec in 1:length(...