tick data into mins data converter

[digitalgate]

Does anyone know how to write a small program that convert
a CSV tick data into 1 min, 5 mins data? (open high low close volume)
i been searching the net for such, found one but only works in the us
market(time problem) This program has been bugging me for 3 yrs.
let take for an example i have this intraday data

Comm Contract Type Mth Code Year Strike Trade date Log Time Price Ind Price Msg Code Amend Code Volume
SG F K 2006 0000000 20060509 084500 0000031680 Y 00001
SG F K 2006 0000000 20060509 084500 0000031680 Y 00001
SG F K 2006 0000000 20060509 084500 0000031680 Y 00004
SG F K 2006 0000000 20060509 084500 0000031680 Y 00001

I like it to be in this CSV format

comm, contract, Mth code Year, time, Open , high , low, close, colume
sg F K 09052006 08:45 3168 3168 3168 3168 8

can anyone help?

 

[gaussias]

Tick Data Converter

if anybody wants to do a similar conversion (tick data conversion) send me a message for a trial to get converted data to any time frame (1,5,15,30,60 possibly other time frames as well at a later stage) you want.
this is a data conversion service at this stage.

 

[Hiei]

Hi, I am trying to find similar tick data conversion, and saw your post, some times ago, wondering if you have found it already?

Does anyone know how to write a small program that convert
a CSV tick data into 1 min, 5 mins data? (open high low close volume)
i been searching the net for such, found one but only works in the us
market(time problem) This program has been bugging me for 3 yrs.
let take for an example i have this intraday data

Comm Contract Type Mth Code Year Strike Trade date Log Time Price Ind Price Msg Code Amend Code Volume
SG F K 2006 0000000 20060509 084500 0000031680 Y 00001
SG F K 2006 0000000 20060509 084500 0000031680 Y 00001
SG F K 2006 0000000 20060509 084500 0000031680 Y 00004
SG F K 2006 0000000 20060509 084500 0000031680 Y 00001

I like it to be in this CSV format

comm, contract, Mth code Year, time, Open , high , low, close, colume
sg F K 09052006 08:45 3168 3168 3168 3168 8

can anyone help?

 

[Sunil]

Rajendrani or anyone,

I have this Intraday data of CrudeOil_F1 of date 14-July-2009.
The problem is that it is in tick format, and as such, the size is huge (around 2 MB).

I am planning to maintain & upload CrudeOil IEOD data of 1min format on a daily basis. Only this 14-July is in tick format (the source from where I downloaded this had given in tick format).

I would be very obliged if anyone can convert this tick data into 1min OHLC format, and upload the same in this thread. Else, if anyone can guide me the procedure for converting tick data into 1min data in csv/excel format.
(I have Amibroker & Metastock, but since I am still getting used to them, I don't know whether either of them can help me out in this).

Here's the link of the excel file which has the tick data:
http://tinyurl.com/tick14

 

[SR_TA]

Not sure Sunil.. as I have not really tried the tick data in MS. However, you can follow my msg in this regard on miniflow..

-------------------------------------
Open the chart in required timeframe. Select price plot. Right click & copy.. Paste special in excel with option of CSV value....

 

[pleaseharsh]

sunil....i have imported the data in amibroker as 1min candlestick chart (with ohlc)...but just wondering now how to save that data or to say how to export that in form of excel/txt/csv file...

but do this steps :
open yr file (crudeoil_f1) in excel...then save as the file on different location with csv format (this format u will get from pop down menu ->save as)...
then import this file into amibroker (first create new database in amibroker -> keep data type as ->tick)....i hope u must be knowing how to import the file into ami (with import wizard)...then right click ->select one min -> prss j for candlestick chart....

ps : if u go to the named database folder inthe c folder ('c' for crudeoil) one file would had been created ....now i dont know if that file has relevance with the 1min format)

 

[Sunil]

Not sure Sunil.. as I have not really tried the tick data in MS. However, you can follow my msg in this regard on miniflow..

-------------------------------------
Open the chart in required timeframe. Select price plot. Right click & copy.. Paste special in excel with option of CSV value....

Thank you, SR_TA and Harsh
The idea is working - I can use copy-paste function in MS once the chart is loaded in MS.

Problem is that this particular tick chart is not loading in MS - a blank chart screen is coming. (I tried your idea on some other scrip saved on my hard drive).
Maybe there's something wrong with my MS...

Though, somehow, I am able to load this tick chart in AMI, and from there, I can convert & view it any TF (1min, 5min and so on).
Now, once I am able to view it in 1min timeframe, how do I get this data in csv or excel or txt format????
Your idea of copy-paste of MS is not present in AMI.
I tried to look into various menu options - but I cannot find any tool which would convert a chart displayed in AMI into a csv/excel/text format...


SR_TA, I request you to try downloading the tick data (attached in previous message) and try using your metastock & then copy-paste procedure, whenever you are free.

 

[milind]

Attached is 5m data. It will take sometime for me to modify my script to do 1m, will do that after market if you need it. If you have perl, I can post the script.

-- Milind

Rajendrani or anyone,

I have this Intraday data of CrudeOil_F1 of date 14-July-2009.
The problem is that it is in tick format, and as such, the size is huge (around 2 MB).

I am planning to maintain & upload CrudeOil IEOD data of 1min format on a daily basis. Only this 14-July is in tick format (the source from where I downloaded this had given in tick format).

I would be very obliged if anyone can convert this tick data into 1min OHLC format, and upload the same in this thread. Else, if anyone can guide me the procedure for converting tick data into 1min data in csv/excel format.
(I have Amibroker & Metastock, but since I am still getting used to them, I don't know whether either of them can help me out in this).

Here's the link of the excel file which has the tick data:
http://tinyurl.com/tick14

 

[Sunil]

Attached is 5m data. It will take sometime for me to modify my script to do 1m, will do that after market if you need it. If you have perl, I can post the script.

-- Milind

THANKS A LOT, Milind
The file is perfect.

I don't have "perl" (no idea what it is) - Please, convert it to 1min data format whenever you are free.

Thanks again.

 

[sikandar]

THANKS A LOT, Milind
The file is perfect.

I don't have "perl" (no idea what it is) - Please, convert it to 1min data format whenever you are free.

Thanks again.

Hi sunil once you are able to chart it ami you export data by this afl downloaded some were from net.