Serving the Quantitative Finance Community

 
User avatar
naeemjan
Topic Author
Posts: 0
Joined: March 19th, 2013, 10:53 am

EXCEL Changing date format in high frequency data

March 27th, 2013, 8:11 am

Hi, I have high frequency 15 mint interval data which have date and time together in one column in Excel . I need towrite only dates without time. I try to do it but as I drag down the date it does not match with the original dates because of 15 mint interval high frequency data. What should I do?
 
User avatar
tags
Posts: 3627
Joined: February 21st, 2010, 12:58 pm

EXCEL Changing date format in high frequency data

March 27th, 2013, 8:22 am

Let's assume the date you are dealing with is in cell A1.try:1) =INT(A1)or2) =DATE(YEAR(A1),MONTH(A1),DAY(A1))Does that get what you want?
Last edited by tags on March 27th, 2013, 11:00 pm, edited 1 time in total.
 
User avatar
naeemjan
Topic Author
Posts: 0
Joined: March 19th, 2013, 10:53 am

EXCEL Changing date format in high frequency data

March 27th, 2013, 9:47 am

Thank you for your reply, Actually the second formula works But have given the same constant dates.Actually I have one year exchange rate data 15 mint interval not daily. So there are about 96 observation in one dayso the date should remain constant until 96 observation and similar procedure for remaining data.
 
User avatar
tags
Posts: 3627
Joined: February 21st, 2010, 12:58 pm

EXCEL Changing date format in high frequency data

March 27th, 2013, 12:39 pm

Can you upload your spreadsheet so that people can work this out in 'hard' mode?
Last edited by tags on March 26th, 2013, 11:00 pm, edited 1 time in total.
 
User avatar
acastaldo
Posts: 14
Joined: October 11th, 2002, 11:24 pm

EXCEL Changing date format in high frequency data

March 27th, 2013, 3:40 pm

In Excel dates/times are expressed in days and fractions thereof.If you wish to discard the hours and minutes and just be left with days, then Edouard's =INT(A1) works. If not then please explain what you wish to do.
 
User avatar
naeemjan
Topic Author
Posts: 0
Joined: March 19th, 2013, 10:53 am

EXCEL Changing date format in high frequency data

March 27th, 2013, 7:05 pm

Now Its working, thanks to all who reply!