Hello,
I have been trying to transform intraday data (downloaded from Bloomberg into an excel file) so that it is easily read by stata. I attach a picture of the data.
The code I have used is:
gen str ts= substr(A, 1, 2502) + " " + substr(A, 25, 4)
gen double dt = clock(ts, "DMY hms ")
*ideally I would use this last sentence to translate the dates, specifying for stata Y/M/D/H/m/s... however this function generates as many missing values as observations (2502).
How can I solve this problem?
So far I have been following the steps in this document: https://www.stata.com/manuals13/u24.pdf
Array
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