Hi, I have timedate data on the usd/nzd spread, and i am trying to organise it a bit better. Currently have 200k observations over a year, that measure price, etc. i already have the following columns already made. if its in the 00.00.00-00.59.59 hour of the day. returning as a 1. and so on. also same for minuties, and 5min intervals. What i want to is sort the data that it gives me the last quote in a 5 min interval. or if there is no quote in that 5min interval to return the previous 5min intervals quote price. Some 5min intervals have multiple quotes, others have none. is there any simple way of re organising my data like this?
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