Convert ASCII tick data to ASCII 5 minute data ?

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aaron
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Convert ASCII tick data to ASCII 5 minute data ?

Post by aaron » Mon Nov 15, 2010 5:41 am

Hi Folks,

Anyone know of a utility to migrate tick data in ASCII .txt files into 5 minute format ASCII .txt files?

I've had a looksy around but most seem to convert from ASCII into a proprietary format.

cheers
Aaron

babelproofreader
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Post by babelproofreader » Mon Nov 15, 2010 5:12 pm

There is some MATLAB/Octave code here

http://tradingwithmatlab.blogspot.com/2 ... chive.html

which, with some tinkering, should do want you want. You can get Octave from here

http://www.gnu.org/software/octave/

aaron
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Location: Queensland - Australia

Post by aaron » Tue Nov 16, 2010 5:01 am

Thanks babelproofreader!

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