MATLAB: How to make 30min intervals from 1min data taking the previous value for NaNs

aggregate dates datadata aggregationtake last value if nanworking with dates

Hello,
I have a matrix of type double(below).
It consists of 1min stock prices (StockA, StockB, etc.).
   Year        Mo      Day     Hour    Min    StockA   StockB
    2012  3  22  9  58  NaN  9.98
    2012  3  22  9  59  NaN  9.40
    2012  3  22  10  00  NaN  NaN
    2012  3  22  10  01  NaN  9.59
    2012  3  22  10  02  NaN  NaN
    2012  3  22  10  03  10.03  9.91
    2012  3  22  10  04  NaN  NaN
I would like to aggregate the data in 30min intervals in such a way that if no price is available for exact 09.30,10.00, 10.30 and so on, it takes the last available value before 9.30,10.00, 10.30 and so on column by column.
Could you please advise how can I do that?
I tried to create 30mins intervals separately and use min(abs… function, but it seems not to work for the dates.

Best Answer

% -----------Example------------------------
v1=datenum('01-01-2016','dd-mm-yyyy');
pas=1/(24*60);
v=datestr(v1:pas:v1+pas*89);
n=size(v,1);
w=randi(10,n,2);
w(randperm(n*2,fix(3*n/2)))=nan;
A=[datevec(v) w];
%------------------------------------
m=size(A,2);
nn=30;
B=permute(reshape(A',m,nn,[]),[2 1 3]);
for k=1:size(B,3)
  ii1=min([nn nn-find(~isnan(flipud(B(:,7,k))),1)+1])
  ii2=min([nn nn-find(~isnan(flipud(B(:,8,k))),1)+1])
  B(nn,7,k)=B(ii1,7,k)
  B(nn,8,k)=B(ii2,8,k);
end
out=reshape(permute(B,[2 1 3]),size(A,2),size(A,1))'
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