Convert tick data to OHLC?

(Last Updated On: April 19, 2016)

How to convert tick data to OHLC?

I got a question from someone regarding how to convert market data ticks to OHLC (Open High Low Close). It went a little like this:

 

Hi Bryan are you able to process csv tick data files to OHLC 1 min bars easily? I am looking for a tool or app to do this. Let me know if you have any ideas.

 

Depending on the programming language, there some  choices of course. Even some people in my Facebook group came up with some great ideas.

 

Check out the conversation and tips here

 

Fast numerical computing with Python NumPy

And you cannot make Python faster?

One of the solution was part of this video.

 

Demo of Free Chart Geany open source C++ Qt project

I found this cool Qt application which show recent updates. I may use this another potential desktop application for charting demos I will be holding in coming months. Also, it meets all my requirements of C++ while running on multiple operating systems like Linux, Mac OS X, etc.

 

Check out my short overview video

 

I will be adding this as a new option for my upcoming open source charting package LIVE lesson I hold for my Quant Elite Members which happens LIVE April 26 next Tuesday.

 

Module 6 Market Data Source with Yahoo Finance

 

Tonight at 8 PM  I will be holding my:

 

Market Data Source with Yahoo Finance

 

Detail include:

Module 6 Market Data Source with Yahoo Finance

Market Data Source with Yahoo Finance In Python, there are numerous packages you could use to access Yahoo Finance which is FREE.

This is part of my “Indie Python Algo Trading Course Series”
Required to be a Quant Elite member to attend.

Go here for details on this course series with pricing options listed here:

https://quantlabs.net/blog/python-algo-course-series-for-your-indie-automated-trading-business/

Please take advantage of joining as soon as possible to jumpstart your knowledge before this LIVE event! This will be presented LIVE only once

I hope you make it out to one of these events,

Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs