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!