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).
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).
Is it possible to do this conversion via Gsplit? Please send info or code on how to do this if so.