I have more than a year of tick data for NQ, ES and YM futures or data updated about every couple of seconds. It's been exported from Sierracharts. I'd like to convert this to 1 minute, 3 minute or 5 minute data. Does anyone know if there's a program that will convert this data? Here's a sample of it: "Date, Time, Open, High, Low, Last, Volume, Number of Trades" "07/25/2005, 09:46:50, 10671, 10671, 10671, 10671, 16, 2" "07/25/2005, 09:46:52, 10671, 10672, 10671, 10672, 22, 3" "07/25/2005, 09:46:54, 10671, 10671, 10671, 10671, 2, 2" "07/25/2005, 09:46:56, 10672, 10672, 10672, 10672, 12, 3" "07/25/2005, 09:46:58, 10672, 10672, 10672, 10672, 1, 1" "07/25/2005, 09:47:02, 10672, 10672, 10672, 10672, 3, 2" "07/25/2005, 09:47:04, 10671, 10671, 10671, 10671, 5, 3" "07/25/2005, 09:47:06, 10671, 10671, 10671, 10671, 1, 1" I'd be happy to share the data with anyone who could help me.
The same format would be fine. I just want to convert the time intervals to something larger than the 2 seconds, for instance 1 or 3 minutes. I've made an Excel Spreadsheet to convert it but it will only handle 65000 rows at a time. I'd basically have to convert it a couple of days at a time that way.
Are you sure the program where this data currently resides does not allow other exporting options? Only in seconds???
Yes, thank you risktaker. I've looked and tried but this is the only format that Sierracharts will export the data. There is a function where you can export the data to Excel but it will only do this in real time, I can't use it to convert my old files.
Man if that's really the case, it pretty much renders the whole platform useless and a waste of time. What good is data like that? So, how many individual excel files do you now have storing this sec by sec data?