How do we import tick-by-tick data (transaction data) of the form given below into EVIEWS9?
Date and time Amount
02-03-2017 9:00:05 2
02-03-2017 9:00:06 3
02-03-2017 9:00:06 1
02-03-2017 9:00:06 1
02-03-2017 9:00:07 1
02-03-2017 9:00:08 2
02-03-2017 9:00:08 1
02-03-2017 9:00:09 1
02-03-2017 9:00:10 1
Please see the website at:
http://www.academia.edu/26472497/EViews_9_Command_Ref
Hi,
unfortunately, it is not possible. Eviews does not allow to import several observations with the same time stamp. One possibility how to deal with this problem is to write a short program which will merge the lines with the same time stamp.
For example:
02-03-2017 9:00:06 3
02-03-2017 9:00:06 1
02-03-2017 9:00:06 1
Will be replaced by just one line:
02-03-2017 9:00:06 1
Depending on your needs, the relevant values could be sum, or average, or the last observation.
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