Historical Data Timeframe Converter

Discussion in 'Data Sets and Feeds' started by adadadog, Sep 19, 2010.

  1. Hello, Thanks in advance for your insight/suggestion.

    I would like to convert 1minute historical data to 30 minutes data.
    Is there free tool to do that?

    Good Trading
    adadadog
     

  2. Got it free:

    http://www.anfutures.com/ccdconvert.htm
     
  3. ddude

    ddude

    You could try R with the xts library...

    It has to.period which includes to.minutes30.

    Description:

    Convert an OHLC or univariate object to a specified periodicity lower than the given data object.

    Cordially,

    -DD-

    "It's like they just gave you a new horse." -Dan Ingalls-
     
  4. januson

    januson

    How is you data stored?
     
  5. Thanks

    in csv files.
    the tool I found and posted above is not very flexible by the way.