Irregularly Spaced Financial Data

uberathlete

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Hi everyone. I apologize if this question is a bit left field but I'm getting a bit desperate and need help. Basically, I have some irregularly spaced financial data. Specifically, I've got stock price data by the second but it isn't in regularly spaced intervals. I was wondering if you folks know of any statistical methods to convert this irregularly spaced data into fixed interval data. Any help would be greatly appreciated. Thanks!
 
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