Displaying 1 result from an estimated 1 matches for "temptxt".
2010 Oct 04
3
Loop too slow for Bid calc - BUT cannot figure out how to do with matrix
Hi,
I am trying to create Bid/Ask for each second from a high volume stock and
the only way I have been able to solve this is using loops to create the
target matrix from the source tick data matrix. Looping is too slow and
not practical to use on multiple stocks. For example:
Bids Matrix (a real one is 400,000++ length):
Bid Time
10.03 11:05:03.124
10.04 11:05:03.348
10.05