NOW to Excel - OHLC data

[vishal.acca]

Truly appreciate your reply. But I am not an expert hand in VBA. If you can guide me through.
Regards,
Vishal

 

[NJ23]

I can give you the logic required but not the program (I'm not a programmer). Get the tick by tick data from terminal to excel. Record it as follows:
The time stamp would be one minute. Collect the first tick of the minute and record it as OHLC, keep updating the record with the same timestamp i.e. the same record in the excel with incoming ticks.

Ex: First tick with the volume 50 for USDINR comes at 62.25 at 9.00.01. Record it in excel for OHLCV as follows:
USDINR 9.00 62.25,62.25,62.25,62.25,50

The next tick comes for 100 at 62.2525 at 9.00.15 Update the C with 62.2525, update the H with 62.2525 and update the V to 150.

The next tick comes for 50 at 61.2475 at 9.00.57 Update the C with 61.2475, update the L with 61.2475 and update the V to 200.

Suppose these are all the ticks that were collected during 9.00 to 9.00.59. Finalise the 9.00 record and start a new record with the time stamp 9.01 with a new tick of 61.2450,250 which comes in at 9.01.05

So your excel will show you:
USDINR 9.00 62.25,62.2525,61.2475,61.2475,200
USDINR 9.01 61.2450,61.2450,61.2450,61.2450,250
The 9.01 bar is still updating with the incoming ticks.

Do let me know if you can get this programmed from someone.