High Frequency Data Calculation

Oct 16, 2009

Suppose you have a large database, which consists of high frequency minutes data, you need to calculate differences in values between each different time intervals, e.g. from 1 min to 10000 mins.

the format is looked like below

1 min aaa
2 min bbb
3 min ccc
4 min ddd
.................
......................


More specifically, what I am supposed to do is to calculate aaa-bbb, bbb-ccc, ccc-ddd, and then aaa-ccc, bbb-ddd, and then aaa-ddd and so on.

I know the VBA has a function to do repeated executions but am not sure how to adjust the time intervals.

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