search for: vol_ym1

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2012 Jun 13
2
templated use of aggregate
...have subset by date. now it contains a date-time-stamp, and two columns (price and volume traded): my objective is to create tables of volume traded at a price - and i've been successfully using aggregate to do so in interactive use. say the data looks as follows: px_ym1 vol_ym1 2012-06-01 09:37:00 97.91 437 2012-06-01 09:37:00 97.91 64 2012-06-01 09:37:00 97.91 1 2012-06-01 09:37:00 97.91 5 2012-06-01 09:37:00 97.91 5 2012-06-01 09:37:00 97.92 174 2012-06-01 09:37:00 97.92 64 2012-06-01 09:37:00 97.92 125 2012-06-01 09:37:00...