Intraday Time Series

[simone pilozzi]

Hi all,

 

Is there any implementation of timeseries for intraday data (with date given in Day-Month-Year : HH-MM-SS format) ?

 

Thanks in advance

Simone

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[Luigi Ballabio]

On Mon, 2011-03-21 at 16:55 +0100, simone pilozzi wrote:
> Is there any implementation of timeseries for intraday data (with date
> given in Day-Month-Year : HH-MM-SS format) ?

No, there isn't.  From time to time we've been discussing adding a time
part to the Date class, but nobody gave it an actual shot yet.

Luigi


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The shortest way to do many things is to do only one thing at once.
-- Samuel Smiles



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[Slava Mazur-2]

I proposed a solution a while ago; however it was rejected then due to backward compatibility issues. If it’s time to revisit, check this out:

http://sourceforge.net/tracker/?func=detail&aid=3000492&group_id=12740&atid=312740

 

From: simone pilozzi [mailto:[hidden email]]
Sent: Monday, March 21, 2011 11:55 AM
To: [hidden email]
Subject: [Quantlib-users] Intraday Time Series

 

Hi all,

 

Is there any implementation of timeseries for intraday data (with date given in Day-Month-Year : HH-MM-SS format) ?

 

Thanks in advance

Simone

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[simone pilozzi]

Thanks,

I will check it.

On 21 March 2011 18:08, Slava Mazur <[hidden email]> wrote:

I proposed a solution a while ago; however it was rejected then due to backward compatibility issues. If it’s time to revisit, check this out:

http://sourceforge.net/tracker/?func=detail&aid=3000492&group_id=12740&atid=312740

 

From: simone pilozzi [mailto:[hidden email]]
Sent: Monday, March 21, 2011 11:55 AM
To: [hidden email]
Subject: [Quantlib-users] Intraday Time Series

 

Hi all,

 

Is there any implementation of timeseries for intraday data (with date given in Day-Month-Year : HH-MM-SS format) ?

 

Thanks in advance

Simone

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