Hello Kai,
If the order doesn't matter (i.e. the "call" doesn't need to be before the "put"), you could separate out the data into two tables, one for call entries and one for put entries. It might look something like:
whichCall = strcmp(dataTable.cp_flag, "C");
callTable = dataTable(whichCall, :);
putTable = dataTable(~whichCall, :);
Then you can go through one of them row-by-row (probably best if it's whichever table is usually shorter), and see if there is a matching entry in the other table. If there's a matching entry, keep the one in the table you are iterating. Otherwise, remove that line. I'll actually track it individually and remove it all at the end, for better indexing.
nCalls = size(callTable, 1);
whichCallRowsKeep = false(nCalls, 1);
for k = 1:nCalls
% Use element-wise AND (&) to compare each row together
whichMatchAllThree = ...
putTable.date == callTable.date(k) & ...
putTable.exdate == callTable.exdate(k) & ...
putTable.strike_price == callTable.strike_price(k);
% If there are any matching put rows, keep the call row
whichCallRowsKeep(k) = any(whichMatchAllThree);
end
% Remove all call rows with no matching put entry
filteredCallTable = callTable(whichCallRowsKeep, :);
-Cam
