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?
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: