I imported from Excel as variable names, and reshaped into "observations", a series of strings (5s) that represent dates.
These dates (stored in the variable daate) have the form ddnn20Y: 1108, which means 1 Jan 2008; 1912, which means 1 Sep 2012; or 11210, which means 1 Dec 2010. That is they are not Stata internal form (SIF) dates held as strings!
I have tried more things than I can remember (i.e.: formatting directly with format daate %tdddnn20YY or gen date = date(daate, "DM20Y")).
I have read the help datetime and tried to implement the HRF-to-SIF Functions (which in my case I think should be the first step) unsuccessfully.
This other question almost gets me to the solution: first by destringing daate to int, and then by gen date = mofd(daate); format date %tm; but it was yet another unsuccessful approach.
Example data:
* Example generated by -dataex-. To install: ssc install dataex
clear
input str12 isin str5 daate double price
"AEA000201011" "11008" 3.53
"AEA000201011" "11009" 2.44
"AEA000201011" "11010" 2.32
"AEA000201011" "11011" 2.86
"AEA000201011" "11012" 3.28
"AEA000201011" "11013" 4.93
"AEA000201011" "11014" 8.6
"AEA000201011" "11015" 7.75
"AEA000201011" "1108" 5.34
"AEA000201011" "1109" 1.78
"AEA000201011" "1110" 1.61
"AEA000201011" "11108" 2.63
"AEA000201011" "11109" 2
"AEA000201011" "1111" 2.14
"AEA000201011" "11110" 2.43
"AEA000201011" "11111" 2.94
"AEA000201011" "11112" 3.29
"AEA000201011" "11113" 5
"AEA000201011" "11114" 7.97
"AEA000201011" "11115" 7.09
"AEA000201011" "1112" 2.77
"AEA000201011" "1113" 3.01
"AEA000201011" "1114" 6.5
"AEA000201011" "1115" 7.03
"AEA000201011" "11208" 2.55
"AEA000201011" "11209" 1.82
"AEA000201011" "11210" 2.3
"AEA000201011" "11211" 2.85
"AEA000201011" "11212" 2.98
"AEA000201011" "11213" 5.4
"AEA000201011" "11214" 6.66
"AEA000201011" "11215" 6.25
"AEA000201011" "1208" 5.58
"AEA000201011" "1209" 1.48
"AEA000201011" "1210" 1.59
"AEA000201011" "1211" 2.15
"AEA000201011" "1212" 2.91
"AEA000201011" "1213" 3.6
"AEA000201011" "1214" 6.79
"AEA000201011" "1215" 7.18
"AEA000201011" "1308" 5.37
"AEA000201011" "1309" 1.74
"AEA000201011" "1310" 1.66
"AEA000201011" "1311" 2.21
"AEA000201011" "1312" 3.23
"AEA000201011" "1313" 4.01
"AEA000201011" "1314" 7.15
"AEA000201011" "1315" 7.6
"AEA000201011" "1408" 5.41
"AEA000201011" "1409" 1.64
"AEA000201011" "1410" 2.09
"AEA000201011" "1411" 2.52
"AEA000201011" "1412" 3.23
"AEA000201011" "1413" 4.13
"AEA000201011" "1414" 7.36
"AEA000201011" "1415" 6.66
"AEA000201011" "1508" 5.82
"AEA000201011" "1509" 1.56
"AEA000201011" "1510" 1.89
"AEA000201011" "1511" 2.87
"AEA000201011" "1512" 3.31
"AEA000201011" "1513" 4.66
"AEA000201011" "1514" 7.8
"AEA000201011" "1515" 7.36
"AEA000201011" "1608" 5.25
"AEA000201011" "1609" 1.78
"AEA000201011" "1610" 1.63
"AEA000201011" "1611" 2.92
"AEA000201011" "1612" 2.91
"AEA000201011" "1613" 4.95
"AEA000201011" "1614" 8.65
"AEA000201011" "1615" 7.57
"AEA000201011" "1708" 5.2
"AEA000201011" "1709" 1.59
"AEA000201011" "1710" 1.57
"AEA000201011" "1711" 3.13
"AEA000201011" "1712" 3.36
"AEA000201011" "1713" 5
"AEA000201011" "1714" 7.6
"AEA000201011" "1715" 7.55
"AEA000201011" "1808" 5.04
"AEA000201011" "1809" 1.99
"AEA000201011" "1810" 1.65
"AEA000201011" "1811" 3.11
"AEA000201011" "1812" 3.37
"AEA000201011" "1813" 5.33
"AEA000201011" "1814" 8.7
"AEA000201011" "1815" 8.12
"AEA000201011" "1908" 4.1
"AEA000201011" "1909" 1.98
"AEA000201011" "1910" 1.68
"AEA000201011" "1911" 2.98
"AEA000201011" "1912" 3.3
"AEA000201011" "1913" 5.01
"AEA000201011" "1914" 8.11
"AEA000201011" "1915" 7.76
"AEA000701010" "11008" 2.14
"AEA000701010" "11009" .78
"AEA000701010" "11010" .67
"AEA000701010" "11011" .58
end
This solution relies on tidying up the original first to get closer to what Stata prefers, so allowing careful checks. We don't need all your data example (but thanks). As @Pearly Spencer points out, these are really monthly dates presented as daily dates.
* Example generated by -dataex-. To install: ssc install dataex
clear
input str5 daate
"11008"
"11009"
"11010"
"11011"
"11012"
"11013"
"11014"
"11015"
"1108"
"1109"
"1110"
"11108"
"11109"
"1111"
"11110"
"11111"
"11112"
"11113"
"11114"
"11115"
"1112"
"1113"
"1114"
"1115"
"11208"
"11209"
"11210"
"11211"
"11212"
"11213"
"11214"
"11215"
"1208"
"1209"
"1210"
"1211"
"1212"
"1213"
"1214"
"1215"
"1308"
"1309"
"1310"
"1311"
"1312"
"1313"
"1314"
"1315"
"1408"
"1409"
"1410"
"1411"
"1412"
"1413"
"1414"
"1415"
"1508"
"1509"
"1510"
"1511"
"1512"
"1513"
"1514"
"1515"
"1608"
"1609"
"1610"
"1611"
"1612"
"1613"
"1614"
"1615"
"1708"
"1709"
"1710"
"1711"
"1712"
"1713"
"1714"
"1715"
"1808"
"1809"
"1810"
"1811"
"1812"
"1813"
"1814"
"1815"
"1908"
"1909"
"1910"
"1911"
"1912"
"1913"
"1914"
"1915"
end
gen better = substr(daate, 1, 1) + ///
" " + substr(daate, 2, length(daate) - 3) + ///
" 20" + substr(daate, -2, 2)
gen mdate = mofd(daily(better, "DMY"))
sort mdate
format mdate %tm
gen year = year(daily(better, "DMY"))
list if year <= 2009 , sepby(year)
+------------------------------------+
| daate better mdate year |
|------------------------------------|
1. | 1108 1 1 2008 2008m1 2008 |
2. | 1208 1 2 2008 2008m2 2008 |
3. | 1308 1 3 2008 2008m3 2008 |
4. | 1408 1 4 2008 2008m4 2008 |
5. | 1508 1 5 2008 2008m5 2008 |
6. | 1608 1 6 2008 2008m6 2008 |
7. | 1708 1 7 2008 2008m7 2008 |
8. | 1808 1 8 2008 2008m8 2008 |
9. | 1908 1 9 2008 2008m9 2008 |
10. | 11008 1 10 2008 2008m10 2008 |
11. | 11108 1 11 2008 2008m11 2008 |
12. | 11208 1 12 2008 2008m12 2008 |
|------------------------------------|
13. | 1109 1 1 2009 2009m1 2009 |
14. | 1209 1 2 2009 2009m2 2009 |
15. | 1309 1 3 2009 2009m3 2009 |
16. | 1409 1 4 2009 2009m4 2009 |
17. | 1509 1 5 2009 2009m5 2009 |
18. | 1609 1 6 2009 2009m6 2009 |
19. | 1709 1 7 2009 2009m7 2009 |
20. | 1809 1 8 2009 2009m8 2009 |
21. | 1909 1 9 2009 2009m9 2009 |
22. | 11009 1 10 2009 2009m10 2009 |
23. | 11109 1 11 2009 2009m11 2009 |
24. | 11209 1 12 2009 2009m12 2009 |
+------------------------------------+