How to calculate spread with price at time t and bid and ask after t + 5 min?

Hi

I have to calculate this spread measure wherein i have DATETIME column in format shown along with PRICE and BID and ASK rates. How to calculate S as given by formula for every minute -

S= PRICE(t) − [BID(t+5) + OFR(t+5) /2]

Also, there might be days in which not all minutes are available as there might be missing minutes.

Also, since i have to run this for each day separately using cell array with split dates how to do this using cell array function?

[NS]

kindly reply?

[darova]

If you want to do this in MATLAB

n = length(BID)-5;
S = zeros(n,1);
for i = 1:n
    S(i) = PRICE(i) - (BID(i+5)+OFR(i+5))/2;
end

But it easy to do in Excel. What do you think?