How can I group a timetable in hours 0-24h
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Hi,
I have a timetable with tick data of FX rates on a minutely basis.
The timetable is 527040 x 4
Starting from the 01.01.2018 until 01.01.2019
I want to investegate the behaviour of every hour.
So i want the mean of all prices from 00-01 and so on until 23-24.
any ideas?
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Steven Lord
le 23 Avr 2019
See the "Aggregate Timetable Data and Calculate Mean Values" example on the retime documentation page. While that uses a duration array as the RowTimes for the timetable you can do the same using a timetable with datetime RowTimes as well.
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Peter Perkins
le 3 Mai 2019
Antonio, I think what you needed was
TThourly = retime(TTminutely,'hourly','mean')
but perhaps that's what you meant.
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