MATLAB: Replacing multiple cells with median if value of first column is the same

matrixmatrix manipulationmedianstock datatimestamp

I have a 302451×3 matrix with stock quotes (bid / offers). Timestamp (in seconds) is in the first column.
If the timestamp is the same for several quotes (the rows) i want to replace all the rows with this timestamp with 1 single row that has that particular timestamp and with the median of the bid / offers in the other columns.
For example the first 60 rows share the same timestamp (34287) and the bids range from 87.57 to 87.67. The median is 87.60.
How do i replace these 60 rows with 1 row where the timestamp 34287 is the value in the first column and this 87.60 median is the value in the second column?
Hope you understand

Best Answer

This is the type of task that accumarray is designed to carry out:
M = [32767 2 3;
     32767 3 4;
     32767 4 5;
     32768 3 4;
     32768 4 5;
     32769 4 5;
     32769 5 6;
     32770 5 6];
[uniqueDatenum,~,idx] = unique(M(:,1));
medianBid = accumarray(idx,M(:,2),[],@median);
medianOffer = accumarray(idx,M(:,3),[],@median);
medianM = [uniqueDatenum,medianBid,medianOffer]
I suggest a careful reading and understanding of the accumarray documentation I linked to.
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