Finding the last observation of a day

12345678

New member
Local time
Today, 07:09
Joined
Aug 1, 2009
Messages
7
Hi,
Soory I was trying to insert excel rows but I didn't manage to. I believe the context of the problem is clear.
I have a table of bond prices and the time at which the price was quoted. I want to select only the last price. How can I do this using a query?
below are my variables where CUSIP_ID,BOND_SYS_ID and COMPAANY_SYMBOL are unique identifiers for a firm;TRD_EXCTN_DT and TRD_EXCTN_TM are the date of the transaction and the time of the quote respectively followed by a column of volume of trades and the last two columns are the prices. The databases has many firms and dates from 2002 till 2010. Any help in selecting the last price which is the 101.5 in this case is much appreciated

CUSIP_IDBOND_SYM_IDCOMPANY_SYMBOLTRD_EXCTN_DTTRD_EXCTN_TMASCII_RPTD_VOL_TXRPTD_PRRPTD_LAST_PR00846UAB7A.GBA01-Jul-02 11:10:26 AM500000101.84101.8400846UAB7A.GBA01-Jul-02 1:08:18 PM2000101.5101.5
 
Last edited:

Users who are viewing this thread

Back
Top Bottom