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#1
24th May 2006, 03:43 AM
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tick data into mins data converter
Does anyone know how to write a small program that convert
a CSV tick data into 1 min, 5 mins data? (open high low close volume) i been searching the net for such, found one but only works in the us market(time problem) This program has been bugging me for 3 yrs. let take for an example i have this intraday data Comm Contract Type Mth Code Year Strike Trade date Log Time Price Ind Price Msg Code Amend Code Volume SG F K 2006 0000000 20060509 084500 0000031680 Y 00001 SG F K 2006 0000000 20060509 084500 0000031680 Y 00001 SG F K 2006 0000000 20060509 084500 0000031680 Y 00004 SG F K 2006 0000000 20060509 084500 0000031680 Y 00001 I like it to be in this CSV format comm, contract, Mth code Year, time, Open , high , low, close, colume sg F K 09052006 08:45 3168 3168 3168 3168 8 can anyone help? Last edited by digitalgate; 24th May 2006 at 06:49 AM. Reason: wrong format 
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#2
8th January 2007, 06:24 PM
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Tick Data Converter
if anybody wants to do a similar conversion (tick data conversion) send me a message for a trial to get converted data to any time frame (1,5,15,30,60 possibly other time frames as well at a later stage) you want.
this is a data conversion service at this stage.
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