I have some tick data in ascii/csv format that I would like to compress into open-high-low-close time bars (e.g. 5 sec, 15 sec, 1 minute etc), again as ascii or csv format.
How can I do this using either using Excel or some other software?
I would be grateful for any suggestions.
Sam
Compressing tick data
If you've access, knowledge, and a setup for Java, you can leverage the built-in ZIP compression for file IO ...
Done
Cheers,
Kevin
Code: Select all
import java.io.*;
import java.util.zip.*;
...
try {
FileOutputStream fos = new FileOutputStream(fileName);
GZIPOutputStream gos = new GZIPOutputStream(fos);
// ... write your output
gos.close();
Cheers,
Kevin