Hi,
I've got a dataset with information of prices with corresponding date and time (down to seconds) for each observation.
I would like to be able to calculate the frequency of price changes, more specifically, how often a price changes from
the previous price within a day, within a specific "interval". I'm not sure how to do this in the most efficient manner,
which would be ideal given the size of the dataset.
An example of wanted outcome is provided. The Interval in the sample is for each hour.
Any help would highly appreciated
Best regards,
Excelnick96
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