just going to put up some code which might help others looking for v fast finds in future:
Method 3 is incredibly fast (credit to Matt J!)
%METHOD 1
lastTimeValue_SLOW = arrayfun(@(x,y) find(data(x:end,2) <= y, 1, 'last'), trades, tradeTimePlusDt); %works but v slow!
%METHOD 2
lastTimeValue = NaN(length(trades),1);
for z = 1 : length(trades)
p=data(trades(z):end,2);
for kk = 1:length(p)
if(tradeTimePlusDt(z) <= p(kk))
lastTimeValue(z) = kk-1;
break;
end
end
end
%METHOD 3
%http://www.mathworks.co.uk/matlabcentral/newsreader/view_thread/304895
lastTimeValue_TEST = NaN(length(trades),1);
for z = 1 : length(trades)
I = histc(data(trades(z):end,2),[-inf;tradeTimePlusDt] );
temp = cumsum(I(1:z));
lastTimeValue_TEST(z) = temp(end);
end