Match the nearest Date and Time for same security using power query

deepsi1
Posts: 1
Joined: Sat Jul 18, 2020 6:58 pm

Match the nearest Date and Time for same security using power query

Postby deepsi1 » Sat Jul 18, 2020 7:03 pm

I have 2 Sets of Similar Data containing Market Trades in Governement Securities. Sample attached.
1 set is the Data Universe which contains following columns of Data Security Code called ISIN which is unique code for each security, Trade Date,Trade Time, Face Value , Price, Yield, Trade Category
Another Set is Identical Data. But only my Trades.
What I want is to match the Trades from Universe Table and  in same security as my Trade, with same Face Value which is nearest in date and time to my Trade?
I want that just by pasting Universe Data and My Data in 2 tables the Matching happens in another table. Both Using Power Query and Without it?
 
Thanks for the help in advance
 
Attachments
Archival_NDSOM_13-Jul-2020_17-Jul-2020.xlsx
(744.74 KiB) Downloaded 76 times

FicilMils
Posts: 1
Joined: Tue Aug 10, 2021 2:02 am

Re: Match the nearest Date and Time for same security using power query

Postby FicilMils » Thu Aug 12, 2021 2:30 am

Hi, thank you for the question. At the moment, I am also studying similar security issues and have already made some progress in this direction. First of all, I advise you to find an experienced security specialist and consult with him, since he knows exactly what you need to do. Secondly, I think that you will be able to do it without any problems, since it sounds quite simple. On the other hand, security issues are always very important and you are well done that you decided to ask for help. In general, I advise you to first consult with a specialist, and then make decisions with the available knowledge. Good luck!


Return to “Power Query”

Who is online

Users browsing this forum: No registered users and 1 guest