Hello, looking for some help to convert daily Open, High, Low, Close (OHLC) data to weekly format
Open = Open value on the 1st day of the 7 day range
High = Max High value for the 7 day range
Low = Min Low value for the 7 day range
Close = Close value on the 7th day of the 7 day range
Volume = Sum of volume added each day for the 7 day range.
OI = Sum of open interest added each day for the 7 day range
- the "Date" column on the weekly table should represent day 1 of each 7 day range.
- my data spans multiple years and I only want to aggregate daily data from the same week of the same year (i.e. week number 49 from 2014 should not be added to week number 49 from 2015).
Thanks in advance!
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