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dumbmoney
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Everything posted by dumbmoney
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I'm new to MatLab and looking at the fints function to create a financial time series object. I read this in the description: Note The toolbox supports only hourly and minute time series. Seconds are disregarded when the object is created (for example, 01-jan-2001 12:00:01 is considered to be 01-jan-2001 12:00). If there are duplicate dates and times, fints sorts the dates and times and chooses the first instance of the duplicate dates and times. The other duplicate dates and times are removed from the object along with their corresponding data. It seems that people must be processing second and millisecond tick data in MatLab. If anyone can tell me how or point me in the right direction I would be appreciative. Thanks