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
Convert ASCII tick data to ASCII 5 minute data ?
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- Roundtable Knight
- Posts: 138
- Joined: Wed Nov 10, 2004 4:36 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/
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/