trying to build minute bars from tick data

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,

rt

 

Different data provider have different ways of streaming/interpreting/storing tick data.
What data base you are using?

 

I'm using IB's data.

rt

 

http://tradelink.googlecode.com

specifically here is the bar code :

http://code.google.com/p/tradelink/source/browse/trunk/TradeLib/Bar.cs

and here is a barlist which will will create bars of varying intervals automatically from ticks, like :


BarList bl = new BarList();

void gotTick(Tick t)
{
bl.newTick(t);
}

http://code.google.com/p/tradelink/source/browse/trunk/TradeLib/BarList.cs

 

Thanks a lot, it's much appreciated.

rt

 

forgot to say you may also want to checkout the unit tests for BarLists (that define how the BarList should work and provide example for how to use) :

http://code.google.com/p/tradelink/source/browse/trunk/TradeLib/TestBarList.cs