0
I have a set of pretty large files (>2 GB, over 30m rows) containing intraday data in the following format:
TIC, Date, Time, Bid, Offer
AAPL, 20090901, 09:45, 145, 145.5
AAPL, 20090902, 09:45, 145, 145.5
AAPL, 20090903, 09:45, 145, 145.5
I also have a file that contains exactly those dates th...