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I'm new to programming and data analysis in general, and need some help with a large dataset file (43 GB). It is a list of High Frequency trades fro a stock containing two columns I'm intrested in: Time (in UTC format including milliseconds, e.g. 2019-01-01T00:06:41.033529796Z) and price. I have managed to open the file using delimiter software and split it into 509 files which would fit in an excel sheet. I now need to compare the price change during 5 minute intervals based on the prices in this file. My first problem is that Excel doesnt the approriate time format for interpretation. Secondly, I need to understand perhaps using the =FLOOR formula, to split the lsit of trade times into 5 mins intervals and find the difference in corespongin prices.

I have tried making excel recognise the UTC format with no success. Any help would be appreciated!

  • Why not just drop the milliseconds and use up to and including the 06:41 ? perhaps like left(A1,find(".",A1,1)-1) – Solar Mike Feb 08 '23 at 15:52

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