How do I create a time stamp with 5 minutes interval?

Hi everyone! I still trying to solve the next problem, sorry for too much asking but I really need to solve this:

I have two columns column A are dates and times and column B are prices. Column A is in Matlab format and looks like this:

[02-Jan-1990 10:09:00
02-Jan-1990 10:10:00 
02-Jan-1990 10:11:00
02-Jan-1990 10:12:00 ...]

the variable description is char

And column B:

[353.400
353.2500
353.0200
352.9700
...]

the variable description is double

I need to rearrange A column so it gives me the prices in 5 minutes intervals and the corresponding price B (now I have them for every minute).

Column A goes from 1990 until 2016 so the calculation has to consider changes in days, months and years.

Thanks a lot for your help!

[dpb]

1. Are there missing data or are all one-minute values present?
2. What's the output--a given sample at 5-minute intervals, average, max/min, ...?

[angelavtc]

Dear Isakson I dont need to calculate the average of five minutes. What I need is just to "filter" my data. I have observations for every minute and its corresponding price (in column B). But I just need the information each 5 minutes with its corresponding price.

Dear dpb 1.- I dont have missing data 2.- The output is just to have the price for every 5-minute interval. lets say that I need to create another 2 columns where the first gives just the date for every 5 minutes 9:00, 9:05, 9:10 and the second its corresponding price.

Thanks a lot for the help, I hope I could solve your doubts.

Answer 1

[Azzi Abdelmalek]

A(1:5:end)
B(1:5:end)

[angelavtc]

That is working properly Azzi. Thanks a lot!

Now I am trying to do the same but starting one minute more, lets say:

A(2:5:end) B(2:5:end)

and later A(3:5:end) B(3:5:end)

and so on... Is there a more efficient way to do all using a formula?

:)

[dpb]

The point of the questions was the indexing works if there are no missing values; "not so much" if there are.

Sure, to the follow-up, just use a variable in place of the first index in the indexing expression under program control. The question then again becomes one of what you're actually trying to do as far as what would be the easiest implementation.

[angelavtc]

Got it dbp I try to calculate the price return for every 5 minutes available in my data as if it were a moving window. After I have A and B I create a new column C for the returns, I calculate C using the next formula:

for i=1:470529
  R(i+1)=log(s(i+1))-log(s(i));
end

where A and B size is (470530*1)

[angelavtc]

Also this moving window has to stop when the day finish. How do I include this in the function that you mentioned when un said "just use a variable in place of the first index in the indexing expression under program control"?

Thanks dbp and Azzi.

[dpb]

Learn to use the {}Code button to format your code (or simply begin the code section w/ a new paragraph and two blanks on first line); no sense we should have to clean it up for you...

As for the follow-up

   R=[0; diff(log(s))];

no loop needed.

Well, there's a new rub on the time; what do you mean by moving window stop[s] when the day finish[es]"? What happens for the next and subsequent days? You don't define the problem in its entirety at the beginning but keep adding bits 'n pieces...