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
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