Data Conversion

Sam Mcgee

Sam Mcgee

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.
 
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?

Quote from Sam Mcgee:

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.
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