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How to convert tick data into Candlestick chart

  1. #1
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    How to convert tick data into Candlestick chart

    Dear all expert

    i have huge tick data and want to create Candlestick chart

    but the problem is the format

    my data format is
    Date Time Price
    HSI 20120103 9:15:00 18879 1 20
    HSI 20120103 9:15:00 18847 4 20
    HSI 20120103 9:15:00 18833 2 1
    HSI 20120103 9:15:00 18800 1 1

    The candlestick chart require format is:
    Date Time Open High Low Close
    HSI 20120103 9:15:00 18879 18847 18833 18800
    HSI 20120103 9:15:01 .....................
    HSI 20120103 9:15:02 .....................

    Open means the first price of 9:15:00
    Close means the last price of 9:15:00
    High means the highest price of 9:15:00
    Low menas the lowest price of 9:15:00

    any expert can help to create a macro for processing the conversion.

    Thank you very much
    Attached Files Attached Files
    Last edited by cherrychan; 02-21-2013 at 10:38 AM.

  2. #2
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    Re: How to convert tick data into Candlestick chart

    Please help!!

  3. #3
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    Re: How to convert tick data into Candlestick chart

    please helpppp

  4. #4
    Valued Forum Contributor xlbiznes's Avatar
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    Re: How to convert tick data into Candlestick chart

    Hi,

    Attached is your solution.

    Hope this helps.

    Happy Investing & Computing.
    Attached Files Attached Files

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    Re: How to convert tick data into Candlestick chart

    I am looking for a similar solution but I want 5 minute candlestick from my tick data. The attach file is for every 4 data points.

    Can someone help by editing the marco. Thank you.

  6. #6
    Administrator FDibbins's Avatar
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    Re: How to convert tick data into Candlestick chart

    outlook welcome to the forum

    Unfortunately your post does not comply with Rule 2 of our Forum RULES. Do not post a question in the thread of another member -- start your own thread.

    If you feel an existing thread is particularly relevant to your need, provide a link to the other thread in your new thread.

    Old threads are often only monitored by the original participants. New threads not only open you up to all possible participants again, they typically get faster response, too.
    1. Use code tags for VBA. [code] Your Code [/code] (or use the # button)
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    Regards
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