Select and extract row of data to another sheet - vba

Question

I'm working with big worksheet containing stocks information, with columns organized like this :
ID DATE TIME PRICE QUANTITY NBE
It goes on for 500k+ rows, and I have 10+ sheets to go through. I need to extract only the first two trade of each trading day, and create a new list on a new sheet (Sheet1). The first trade of every day is always at "09:00:00".
So far I wrote this piece of code, in which I tried to copy the two lines I need and then paste them into Sheet1 thus creating the new list. It runs without errors, but nothing shows up...
Sub Macro1()
i = 2
Range("C2").Select
Range(Selection, Selection.End(xlDown)).Select
For Each Cell In Selection
If Day(.Range("B" & cRow).Value) <> Day(.Range("B" & cRow - 1).Value) Then
ActiveCell.EntireRow.Copy
ActiveWorkbook.Sheets("Sheet1").Rows(i).Paste
ActiveCell.Offset(1).Copy
ActiveWorkbook.Sheets("Sheet1").Rows(i + 1).Paste
i = i + 2
End If
Next Cell
End Sub
Shouldn't i select and the copy paste the two rows together? Or is it possible to create a range consisting of 2 rows and 6 columns from the activecell and then copy paste that range?
EDIT 1: It's not working.. I updated it like above, but I still get an error 438 here ActiveWorkbook.Sheets("Sheet1").Rows(i).Paste
EDIT 2: I'm def a big noob. Just realized not every first trade was made at 9:00:00 so i need to select the row based on wether or not one day have passed, and select the first two.
Can I use this condition instead : If Day(Range("B" & cRow).Value) <> Day(Range("B" & cRow - 1).Value) Then ?

Answer 1

I'm betting that your Time column is formatted as a Date/Time field, so you're comparing a string 09:00:00 to a long (date/time) and it's never going to be equal.
Try this:
if Format(Cell.Value, "hh:mm:ss") = "09:00:00" Then
And your English isn't bad at all...

Answer 2

This should do it quickly
make sure your on the sheet with data and run it, and it will copy it onto sheet1 in the same workbook starting at row2
you should make sure sheet1 is empty also , with .clearContents
Sub Macro1()
Dim lngFirstRow As Long
Dim lngLastRow As Long
Dim cRow As Long
Dim shSrc As Worksheet
Dim lngNextDestRow As Long
Dim shDest As Worksheet
Application.ScreenUpdating = False
Set shSrc = ActiveWorkbook.ActiveSheet
Set shDest = ActiveWorkbook.Sheets("Sheet1")
With shSrc
lngFirstRow = 2
lngLastRow = .Cells.Find(What:="*", After:=.Cells.Cells(1), LookAt:=xlPart, LookIn:=xlFormulas, SearchOrder:=xlByRows, SearchDirection:=xlPrevious, MatchCase:=False).Row
lngNextDestRow = 2
For cRow = lngFirstRow To lngLastRow Step 1
If Format(.Range("C" & cRow).value, "hh:mm:ss") = "09:00:00" Then
.Rows(cRow).EntireRow.Copy Destination:=shDest.Range("A" & lngNextDestRow )
.Rows(cRow+1).EntireRow.Copy Destination:=shDest.Range("A" & lngNextDestRow+1 )
lngNextDestRow = lngNextDestRow + 2
End If
Next cRow
End With
Application.ScreenUpdating = True
End Sub

Answer 3

When you refrence a sheet using the following line
ActiveWorkbook.Sheets(Sheet1).Rows(i).Paste
Sheet1 is likely a variable that is not defined properly. If "Sheet1" is the actual name of the sheet then enclose it in doublequotes
ActiveWorkbook.Sheets("Sheet1").Rows(i).Paste
After looking at #FreeMan's answer....you should do that first. You'll probably get an error 9 subscript error after you fix what he said to do.