Extract first trading days of the month

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Luisa Fernanda Ayala Guzman
Risposto: Stephen Jue il 21 Giu 2017
Hi! So I need to extract the trading data of the first day of the month but I don't know how to do it because some months start at day 4 and compare one day with the following one (when decreasing 31st to 1st) we reach a new month
what I had was
days_3 = data(((days>=1) & (days>28)),4)
I know it's not correct cause its just giving trading rates of days 29 30 31 of some months

Risposte (1)

Stephen Jue
Stephen Jue il 21 Giu 2017
What you can do instead is:
days_3 = data((days-[100; days(1:end-1)])<0,4)
This checks the difference between each successive value. When the value decreases, it signifies the start of a new month.

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