Convert ASCII tick data to ASCII 5 minute data ?

[aaron]

Hi Folks,

Anyone know of a utility to migrate tick data in ASCII .txt files into 5 minute format ASCII .txt files?

I've had a looksy around but most seem to convert from ASCII into a proprietary format.

cheers
Aaron

[babelproofreader]

There is some MATLAB/Octave code here

http://tradingwithmatlab.blogspot.com/2 ... chive.html

which, with some tinkering, should do want you want. You can get Octave from here

http://www.gnu.org/software/octave/

[aaron]

Thanks babelproofreader!