Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input long date double(MktRF SMB HML RMW CMA RF)
19630701 -.67    0 -.32 -.01  .15 .012
19630702  .79 -.27  .27 -.07 -.19 .012
19630703  .63 -.17 -.09  .17 -.33 .012
19630705   .4  .08 -.28  .08 -.33 .012
19630708 -.63  .04 -.18 -.29  .13 .012
19630709  .45    0   .1  .14 -.04 .012
19630710 -.18  .21  .01  .06 -.07 .012
19630711 -.16  .14  -.3 -.06  .05 .012
19630712 -.12  .02 -.11  .12  .04 .012
19630715 -.62  .07 -.03  .17 -.06 .012
19630716 -.07 -.08  .14 -.06 -.07 .012
19630717 -.33 -.07  .15  .04   .1 .012
19630718 -.54  .27  .05 -.03  .32 .012
19630719 -.23 -.06 -.05  .16 -.31 .012
19630722  -.7  -.1 -.31 -.01  -.1 .012
19630723  .01  -.1  -.2  .04 -.08 .012
19630724  .46  -.1 -.01 -.11 -.31 .012
19630725 -.04  .14  .26 -.16  .18 .012
19630726  .35 -.14  .07  .04 -.08 .012
19630729  .11 -.17  .26  .07 -.11 .012
19630730  .84 -.29 -.27  .53  -.4 .012
19630731 -.13  .11 -.01 -.15  .34 .012
19630801 -.08 -.12 -.12  .17 -.02 .011
19630802  .29 -.14  .15 -.05  .02 .011
19630805  .57 -.42  .16  .03  .11 .011
19630806   .6 -.34  .25  .01 -.03 .011
19630807 -.19  .04  .17 -.19  .14 .011
19630808  .14 -.01 -.25  .29 -.33 .011
19630809   .6 -.09 -.06  .22 -.17 .011
19630812  .24   .2  .41 -.13  .32 .011
19630813  .27 -.26 -.03  .05 -.04 .011
19630814   .3 -.08  .21 -.19  .05 .011
19630815  .43 -.29  .37 -.19    0 .011
19630816  .15  .07   .1  .04 -.18 .011
19630819 -.05 -.01  -.1 -.06 -.06 .011
19630820 -.05  .02 -.25  .02  .09 .011
19630821 -.11  .34 -.12 -.07  .09 .011
19630822  .39  .07  .09 -.09 -.31 .011
19630823  .34    0   .1  .06 -.03 .011
19630826  .18 -.12  .14  .11  -.2 .011
19630827 -.44   .1 -.05 -.01  .14 .011
19630828  .77  .08  .44  .12  .21 .011
19630829  .18  .11  .02   .1  .11 .011
19630830  .44  .11 -.09  .13 -.29 .011
19630903  .23  .07  .06  .02   .2 .014
19630904 -.01  .06 -.06 -.39 -.05 .014
19630905  .47  -.1  .11 -.09  .03 .014
19630906 -.27 -.17 -.01  .13 -.04 .014
19630909 -.36 -.25 -.01  .05  .13 .014
19630910  .52 -.17  .42  .06 -.24 .014
19630911  .24  -.2   .2 -.07  .32 .014
19630912 -.09  .11 -.11  -.2 -.13 .014
19630913  .02  .35 -.15 -.31  .12 .014
19630916 -.16  .15  .19 -.08 -.38 .014
19630917  .03  -.2  .17  .05  .08 .014
19630918 -.43  .12 -.24 -.15 -.06 .014
19630919  .52 -.39  .17  .15 -.02 .014
19630920  .04 -.07 -.01  .09 -.34 .014
19630923  -.5 -.09 -.21  .09  .15 .014
19630924  .35 -.33  .12 -.07  .07 .014
19630925 -.58 -.25 -.08 -.41  .15 .014
19630926 -.81  .47 -.35 -.06  .29 .014
19630927 -.18  .28 -.22   .2 -.07 .014
19630930  -.6   .2  .08  .21 -.06 .014
19631001  .65 -.21  .25 -.05 -.13 .013
19631002   .1 -.13    0  .02 -.12 .013
19631003  .67 -.29  .85 -.35  .17 .013
19631004    0  .03  .06    0  .16 .013
19631007 -.23  .18 -.02 -.19 -.03 .013
19631008 -.14  .19  .25 -.03 -.21 .013
19631009 -.61  .15 -.05 -.01   .2 .013
19631010  .08 -.03  .15  .07 -.09 .013
19631011  .13  .39  .08  .01 -.02 .013
19631014  .05 -.01  .07   .1 -.21 .013
19631015  .17 -.29  .14  .01  .02 .013
19631016  .89 -.34  .27  .18 -.41 .013
19631017  .14   .1 -.25  .24 -.01 .013
19631018  .09  .11 -.24  .19 -.06 .013
19631021  .03 -.22  -.3  .55  .08 .013
19631022 -.54  .34 -.46  .27 -.33 .013
19631023  .03 -.12 -.05   .1  -.1 .013
19631024  .35 -.07  .47  .07 -.12 .013
19631025  .85 -.43 -.89  .63 -.95 .013
19631028  .41 -.78 -.28  .69 -.41 .013
19631029 -.04 -.29 -.07  .26  .29 .013
19631030 -.79  .43 -.06 -.22   .5 .013
19631031  .21 -.04  .11  .12 -.32 .013
19631101 -.18  .26  .19 -.22  .22 .015
19631104 -.43  .08  .36 -.22  .45 .015
19631106 -.77   .1  .25 -.12  .51 .015
19631107  .33  .05 -.04 -.07 -.23 .015
19631108  .54  .06  .12  .11 -.16 .015
19631111   .2  .22  .15  .13 -.08 .015
19631112 -.37  .25 -.29   .2 -.18 .015
19631113  .05  .05 -.08  .05 -.12 .015
19631114 -.41  .12 -.03 -.11  .35 .015
19631115 -.75  .35    0 -.15  .61 .015
19631118 -.74  .08 -.23  .25 -.04 .015
19631119   .1 -.31  .35 -.17  .07 .015
19631120  .76 -.96 -.35  .26  .53 .015
end
format %td date

I have 2 main questions:
first I have been trying to generate a dummy variable Mon=1 if the day is monday and zero otherwise,
second, i want to extract a time period to use it in my analysis, for example: Jan 4, 1969-Dec 31, 1997, and within this period I want to exclude a week of Oct. 15, 1987- Oct. 22, 1987
How can I manage to do that,
I have been trying to create a variable to extract the day by running gen day_of_week = dow(dofc(date)), but it created a variable =5 for all dates.

Your help is highly appreciated