How to match intraday data on excel?

stow254 said:

Anybody know how to match intraday data based on date?. I need to arrange the data so that the prices of different stocks are alligned row by row according to time (trading date and minute). At the moment, the open and close prices for the stocks aren't aligned as some of them are missing minutes.

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kipptrader said:

Your first problem is you are assuming that every stock has a duplicate date/time stamp for alignment. This is NOT TRUE.

Intraday data will only have a date/time stamp is a transaction occurs during the time frame of the data. If you have minute data, stock ABC might have trades at:

05/07/2010,1200,...
05/07/2010,1201,...
05/07/2010,1202,...
05/07/2010,1203,...

but a a stock with thin volume might only have trades at:

05/07/2010,1200,...
05/07/2010,1202,...
05/07/2010,1205,...

So the first thing is you will need to add blank date/time stamps where the lack of trades occur.

It gets a bit more complex with tick data, but you didn't say what kind of intraday data you are working with.

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stow254 said:

Thanks for the responses.
Yes, that's exatly right! I need to somehow add blank time stamps. Any idea on how to do this?

The data im using is OHLC with minute intervals. Here's where i got it from: http://www.trade2win.com/boards/day...tf-us-markets-historical-data-download-2.html

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