Matching matrix

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Mate 2u
Mate 2u il 10 Feb 2012
I have two matrixes, one is is a 37000x4 matrix (example below
'01/02/2012 00:00:01' 'BEST_BID' 4.25000000000000 90
'01/02/2012 00:00:01' 'BEST_ASK' 4.26000000000000 90
'01/02/2012 00:00:01' 'BEST_BID' 4.25000000000000 90
'01/02/2012 00:00:01' 'BEST_ASK' 4.26000000000000 90
'01/02/2012 00:00:16' 'BEST_BID' 4.24000000000000 90
'01/02/2012 00:00:16' 'BEST_ASK' 4.26000000000000 90
AND ANOTHER MATRIX OF 15000X4 BELOW EXAMPLE
'01/02/2012 00:00:23' 'TRADE' 4.25000000000000 0
'01/02/2012 00:00:38' 'TRADE' 4.25000000000000 0
'01/02/2012 00:00:53' 'TRADE' 4.25000000000000 0
'01/02/2012 00:01:08' 'TRADE' 4.25000000000000 0
'01/02/2012 00:01:23' 'TRADE' 4.25000000000000 0
I want to set up a N X 8 matrix which has all the original 37000x 4 elements but also adds the second matrix to first BUT for every time gap it maintains the price before t+1. I hope this is understandable

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