I have two matrices, one with trade prices and one with bid and offers.
They both have the same first column which is time in seconds (starting at 0.00 UTC time).
What i'd like is to create a new matrix where it gathers these two matrices as [time,price,bid,offer] The two matrices aren't the same size and only a few observations share the same timestamp across both matrices.
So if for example only the price matrix has an observation at a given time i just want the bid and offer cells at that row to be zero or empty. And vice versa.
Hope you understand!
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