02. When to Use Time Stamps

M1L4 02 Market Data V5

When to Use Time Stamps

Assume that you are using minute-level stock data that includes a timestamp for each row, indicating the beginning of that minute. Let’s say the data spans a single month. In which of the following scenarios would you use these timestamps (check all that apply)?

SOLUTION:
  • Aggregating the volume of trades per day
  • Adjusting for gaps due to market closing and opening