How to extract data from fints using time and NOT dates

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Adhish Aggarwal 2018-3-1

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评论： Walter Roberson 2018-3-1

I have stock price intra minute data from 09:15 AM to 3:30 PM for last 5 years with dates in fints format. I want to extract data from 09:45 AM to 3:30 PM for all the dates. How can I do it?

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Walter Roberson 2018-3-1

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datevec() and look at the 4th and 5th columns of the results to decide which are in the desired range.

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Adhish Aggarwal 2018-3-1

Could you elaborate how to do it?

Walter Roberson 2018-3-1

在 MATLAB Online 中打开

Suppose your fints obj is named FT. Then

DV = datevec(FT.dates);
mask = (DV(:,4) == 9 & DV(:,5) >= 15) | (DV(:,4) >= 10 & DV(:,4) <= 14) | (DV(:,4) == 15 && DV(:,5) <= 30);
extracted_FT = FT(mask);

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