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stock ticker data conversion

  1. #1
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    stock ticker data conversion

    Hello,
    i was wondering if anyone could point me in the direction of being able to convert Tick Data into other time data.
    eg
    i have data that is in a format like-

    Curency,Date yyyymmdd, Time hh:mm:ss,Open 0.0000,Close 0.0000

    this is obviously trading data
    it gets printed every time there is a movement
    i need to arrange this data into time blocks if you like, 1 minute, 5 minute, 15minute, 60minute, 240minute, etc, not only that i need to split that time block into
    Currency, Date yyyymmdd, Time hh:mm, open 0.0000, High 0.0000, Low 0.0000, Close 0.0000

    if there hapens to be a program that will do it ok, but i would really like to be able to understand how to program this myself.
    Could someone give me some general directions as to how what i am asking can be performed, so that i can then learn how to do it.

    i appreciate any help that you are willing to give.

    cheers
    Geoff

  2. #2
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    re: stock ticker data conversion

    Hi Geoff,
    First thing necesary to put each data in separate columns is knowing the separator. Is each value separated by a comma, tab, point, etc.

    I didnt understand well the block thing. Could you give me an example?

  3. #3
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    re: stock ticker data conversion

    Here is a little example to start you going.
    In this example, I'm asuming:
    1-you have the tickerData in column A. From the row 2 to 5.
    2-the ticker separates each data type with a comma.

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  4. #4
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    re: stock ticker data conversion

    Hi Whizz,
    thanks for the reply

    i should have said i can get the data into excel in seperate columns, no problem, its the grouping i dont know how to do.

    if you can think about the data for a second, it comes in as ticks, there could be 60 ticks for a min, or there could be 30 or there could be 45, it will be how ever many movements it makes, but it is continuous, i want to make it 1 minute data, and also have that 1 minute worth of data broken down into open, which would be the first tick for the min and high and low and close.

    sorry if i wasn't clear

    cheers
    geoff

  5. #5
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    re: stock ticker data conversion

    i am going to attach an example of what i need to acheive,
    As i said before, i want to learn this not just be told, so just pointers is all i am looking for.

    the manual process i went thru to do this may help in finding a solution for me.

    i imported the csv file into excel, comma and space delimited, as well as skiped a couple of row's,

    i then copied and pasted 1 minutes worth of data,ie copied all rows that had the same hh:mm in the time column.

    i then used the first open price of that data as the open for the 1 min period

    i then used the last close price of that data as the close of the 1 min period

    i then used the largest price of that data as the high of the 1 min period

    i then used the smallest price of that data as the low of the 1 min period.

    That then lease me with 1 row of data with 7 columns.

    hope this helps

    cheers
    geoff

  6. #6
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    re: stock ticker data conversion

    ok so not a lot of interest here,

    maybe if anyone has some suggestions as to what i could search to get me going.
    i just need a little push start please.

    thanks
    geoff

  7. #7
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    re: stock ticker data conversion

    hey just me the pest again,

    i am asking again, please can someone point me in the right direction so i can learn to do what i need to.
    pleeeeeeeeeeeeease!!!!!

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