Convert tick data to minute Excel

R

Roli

New Member
#1
#1
Hi,

I have a live feed from FXCM to Excel with tick data including ask, bid, spread and timestamp. I'm not sure how to convert this data into minute candlestick data.

i.e. if I have 3 consecutive timestamps:
1. 09:00:59
2. 09:01:00
3. 09:01:01

Which one would be the closing position for 09:00 and which one would be the opening position for 09:01?

Thanks,
 
M

mastermind007

Well-Known Member
#2
#2
Roli said:
Hi,

I have a live feed from FXCM to Excel with tick data including ask, bid, spread and timestamp. I'm not sure how to convert this data into minute candlestick data.

i.e. if I have 3 consecutive timestamps:
1. 09:00:59
2. 09:01:00
3. 09:01:01

Which one would be the closing position for 09:00 and which one would be the opening position for 09:01?

Thanks,
Click to expand...
In majority of the cases, You will have to nothing other than loading tick data into the charting terminal.
 
M

mastermind007

Well-Known Member
#5
#5
Roli said:
I wanted to do some real time analysis and testing in Excel not in a terminal hence my question on the close and open logic timestamp.
Click to expand...
Even if thats the case, upload the data into charting software and then export the desired time Frame out of out of it for loading it into excel. Of course, It can be done in excel directly but it is bit tricky and involves placing formulas and chances of mistakes are high.
 
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