Hello, I have a (2 gig) .CSV of financial quote data that looks as follows. Note: The
“type” column signifies whether the quote was a Bid(B) or an Ask(A).
date,timestamp,price,type,volume
20151130,110342316,208650,B,287
20151130,110342360,208675,A,281
20151130,110342364,208650,B,275
20151130,110342366,208650,B,273
20151130,110342408,208675,A,280
I need to convert this data so that each row shows both the
Bid price/volume and the Ask price/volume (with a new row being
created each time the Bid and/or Ask has a change in price and/or volume).
For instance, the example above would look as
follows after the conversion (note: the first row from the example
above could not be included below because it did not have a previous
row to get the Ask price and volume from).
date,timestamp,bidprice,bidvolume,askprice,askvolume
20151130,110342360,208650,287,208675,281
20151130,110342364,208650,275,208675,281
20151130,110342366,208650,273,208675,281
20151130,110342408,208650,273,208675,280
Is it possible to do this conversion via Gsplit? Please send info or code on how to do this if so.
Thanks!
“type” column signifies whether the quote was a Bid(B) or an Ask(A).
date,timestamp,price,type,volume
20151130,110342316,208650,B,287
20151130,110342360,208675,A,281
20151130,110342364,208650,B,275
20151130,110342366,208650,B,273
20151130,110342408,208675,A,280
I need to convert this data so that each row shows both the
Bid price/volume and the Ask price/volume (with a new row being
created each time the Bid and/or Ask has a change in price and/or volume).
For instance, the example above would look as
follows after the conversion (note: the first row from the example
above could not be included below because it did not have a previous
row to get the Ask price and volume from).
date,timestamp,bidprice,bidvolume,askprice,askvolume
20151130,110342360,208650,287,208675,281
20151130,110342364,208650,275,208675,281
20151130,110342366,208650,273,208675,281
20151130,110342408,208650,273,208675,280
Is it possible to do this conversion via Gsplit? Please send info or code on how to do this if so.
Thanks!
Last edited: