repeatedly selecting specific time intervals from timeseries

i am doing some futures intraday analizis on dax and got the timedata in format of '28-Dec-2020 12:00:00' (24h format) because of a lot of missing datapoints outside the range of 09:00:00 till 17:30:00 i want to extract these.

my intention is to simply create a new dataset just with datapoints of all day but only within this time range. how can i select just the rows whitin a specific timeinterval.

thanks for your help

[Marco G.]

so, i nearly figured it out by myself.

new_timearray = timearray((timearray.Hour >= 9 & timearray.Hour < 18) == 1)

but actually i want between 17:30:00 and now im stucked again.

[Chunru]

any details of timearray struct?

Answer 1

[Pranjal Kaura]

Hey,

It is my understanding that you want to extract datapoints from a dataset based on the date-time information.

You can do the same using the isbetween function and the datetime date type.

Here is a code snippet for your reference:

lowerTime_limit = datetime('28-Dec-2020 09:00:00');
upperTime_limit = datetime('28-Dec-2020 17:30:00');
time_Array = datetime(["28-Dec-2020 15:00:00", "28-Dec-2020 14:00:00", "28-Dec-2020 13:00:00", "28-Dec-2020 19:00:00"], 'InputFormat','dd-MMM-yyyy HH:mm:ss');

tf = isbetween(time_Array, lowerTime_limit, upperTime_limit) %tf is the required logical indexing 

If you want to extract all days withtin a particular time range, you can refer to the following code for a possible workaround:

lowerTime_limit = convtoMin(datetime('09:00:00'));
upperTime_limit = convtoMin(datetime('17:30:00'));
time_Array = datetime(["28-Dec-2020 15:00:00", "28-Dec-2020 14:00:00", "28-Dec-2020 13:00:00", "28-Dec-2020 17:31:00"], 'InputFormat','dd-MMM-yyyy HH:mm:ss');
tf = [convtoMin(time_Array) >= lowerTime_limit & convtoMin(time_Array) <= upperTime_limit] %tf is the required logical indexing 

function output = convtoMin(input)
    output = input.Hour*60 + input.Minute;
end