How to convert tick data to OHLC?

(Last Updated On: April 17, 2016)
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How to convert tick data to OHLC?

A comment from my one of my videos generated this query:

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.

 

Mathematically it should be possible but unable to remember it but after using Google I found:

In R http://stackoverflow.com/questions/24516309/convert-tick-data-to-ohlc-4hr-bars

Or http://www.trade2win.com/boards/trading-software/76934-tick-data-open-high-low-close.html

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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