trying to build minute bars from tick data

Discussion in 'Data Sets and Feeds' started by RoughTrader, Dec 19, 2008.

  1. Hi all,

    I'm looking for some source code that can convert raw tick data into minute bars.

    Java or C++ is fine, if someone has built a class or method, any help would be much appreciated.

    Thanks a lot,

  2. Tums


    Different data provider have different ways of streaming/interpreting/storing tick data.
    What data base you are using?
  3. I'm using IB's data.