What you're describing is an outer join. Try working with tables in Matlab to make this kind of operation easier.
Here is an example with some random data:
prices = rand(100,2); % Time in col 1, price in col 2
bidask = rand(90,3); % Time in col 1, bid col 2, ask col 3
% Convert from arrays to tables
pTab = array2table(prices,'VariableNames',{'Time','Price'});
baTab = array2table(bidask,'VariableNames',{'Time','Bid','Ask'});
% Merge tables together using Time as key
newTab = outerjoin(pTab,baTab,'Key','Time','MergeKeys',true);
Hope this helps.
