How to calculate spread with price at time t and bid and ask after t + 5 min?

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NS
NS 2019-7-17
评论： darova 2019-7-18
Hi
I have to calculate this spread measure wherein i have DATETIME column in format shown along with PRICE and BID and ASK rates. How to calculate S as given by formula for every minute -
S= PRICE(t) − [BID(t+5) + OFR(t+5) /2]
Also, there might be days in which not all minutes are available as there might be missing minutes.
Also, since i have to run this for each day separately using cell array with split dates how to do this using cell array function?

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