This is somewhat complex (well to me at least). Here is what I have to do: Say that I have the following dataset: date price volume 02-Sep 40 100 03-Sep 45 200 04-Sep 46 150 05-Sep 43 300 Say that I have a breakpoint where I wish to create an interval in my dataset. For instance, let my breakpoint = 200 volume transaction. What I want is to create an ID column and record an ID variable =1,2,3,... for every breakpoint = 200. When you sum all the volume per ID, the value must be constant across all ID variables. So using my example above, my final dataset should look like the following: date price volume id 02-Sep 40 100 1 03-Sep 45 100 1 03-Sep 45 100 2 04-Sep 46 100 2 04-Sep 46 50 3 05-Sep 43 150 3 05-Sep 43 150 4 (last row can miss some value but that is fine. I will kick out the last id) As you can see, I had to "decompose" some rows (like the second row for instance, I break the 200 into two 100 volume) in order to have constant value of the sum, 200, of volume across all ID. Can anyone help me out? ... View more