Filling in secondly time intervals between 15:30:00 to 22:00:00

Hi all I have prices which change every 15 seconds throughout the whole day.

I want to make the the price secondly rather than every 15 seconds. This is so that I can compare it to another second-second data.

Here is a sample of my data:

'26/01/2012 15:29:39' 168.008200000000

'26/01/2012 15:29:54' 168.042200000000

'26/01/2012 15:30:09' 168.022300000000

'26/01/2012 15:30:24' 167.964000000000

'26/01/2012 15:30:39' 167.968800000000

'26/01/2012 15:30:54' 167.964000000000

'26/01/2012 15:31:09' 167.973700000000

'26/01/2012 15:31:24' 167.954700000000

Like I said I want the data to be second-second from 15:30:00 to 22:00:00. So for example:

From the period of 15:30:00 - 15:30:09 we would maintain a price of 168.0422

Then from the period of 15:30:09 to 15:30:24 we would maintain a price of 168.0223 secondly.

I hope I have explained this well and I look forward to all replies.

Thanks

[Jonathan Sullivan]

Deleting your question, and then reposting it, isn't going to get results any quicker.

[Mate 2u]

Hi Jonathan, I deleted it due to mistakes in the question. I rephrased it so it is much more understandable.

Thanks

[Jan]

I'm not going to post my former answer again. As far as I remember I did exactly what you are asking for.

Instead of deleting you should edit the question.

[Mate 2u]

Hi Jan, my apologies. I simply tried to rephrase the question as before it was not clear and concise. Sorry if I caused any offence and thanks for the help.

Answer 1

[Thomas]

try this

clc 

clear all
z=[];
format long
p={'26/01/2012 15:29:39' 168.008200000000
'26/01/2012 15:29:54' 168.042200000000
'26/01/2012 15:30:09' 168.022300000000
'26/01/2012 15:30:24' 167.964000000000
'26/01/2012 15:30:39' 167.968800000000
'26/01/2012 15:30:54' 167.964000000000
'26/01/2012 15:31:09' 167.973700000000
'26/01/2012 15:31:24' 167.954700000000};

q=datenum(p(:,1),'dd/mm/yyyy HH:MM:SS'); %convert to number

one_sec=mean(diff(q))/15;  %one second in datenum

for j=1:length(p)   % for every value of time add one sec 14 times
for i=1:14
    m=(j*15)+i-14;
    z(m,:)=[q(j)+i*one_sec];  
   l(m,:)=[z(m),p(j,2)]; % every added second same value of col2
end
end

new_data=cell2mat(l);   %convert output to mat

new_date=datestr(new_data(:,1));  % this is the date output

new_val=new_data(:,2); % this is the corresponding value

[Mate 2u]

Thomas it does not give an array of 23400 which it should be considering that's how many seconds are in the period? It gives a period of 21850 something where it should be 23400

[Thomas]

That is because of the missing 15th element.. Make ur changes accordingly..

[Jan]

This solution does not pre-allocate the results. This will slow down the process substantially.

[Thomas]

Yes. If you preallocate 'z' and 'l' the code will be much faster..

Answer 2

[Mate 2u]

it seems like the output maybe deleting every 15th element also? A small change needs to be made?