Aligning Cells with the same time

[seelmand]

Hello All,
I have a somewhat unique problem that as a non VBA programmer I have been unable to solve thus far. Here is the skinny of the issue. I have trading tick data that is from two different sources. I've sorted the columns as such: column A time source 1, column B Ask Source 1, column C Time Source 2, column D Bid Source 2. The issue is one source has much more liquidity than the other (ie more tick data for the same amount of time). For the purposes of my research I need to align and compare the tick data from each source from the same time. The source with less liquidity has much less data and much fewer updates than the source with the greater liquidity.

So here is my question, is there a way to compare the time of the value of columns A and C? Once compared I need them to align the rows with the same time. Essentially scan the xls file for matching values in column a and c. When a matching value is found move the entire row of matching times to align together (move the bid and ask values associated with the equal time as well). The final piece of the puzzle is that I also need blank rows inserted in between rows that the times do not match.

I attached the spreadsheet. I hope my description was clear. If not I can provide more examples. Thanks for the help guys!

 

[kpark91]

Hi, for comparing the time of the value of columns A and C.
You could just graph those two as different series in a line graph setting x-axis as your more liquidty time.

This may allow you to see the difference between the two data and allow you to process the data more clearly.

Lastly, there can be a macro that can be devised for this type of problem but I will have to see it tomorrow or like 4 hours later.