[EquisMetaStock Group] Transforming tick data into 5min data

["Iulian Panait" <iulian.panait@xxxxxx>]

Hello everybody,

I trade on 3 or 4 markets, among them the Romanian Stock Exchange. Unfortunatelly here nobody offers data feed like on FX or NYSE and I have to find "original" solutions. For example I can receive a tick summary of the trades which I modify with a program designed by me in Python in order to extract tick data in Metastock format.

My problem is that this tick data very soon (3-4 months) reaches the maximum database size permited by Metastock (65500 records for each symbol). I will be a great for me if I could transform those ticks in 5minute format because these way I coud store 5-6 years of data (and have a more significand history on intraday charts) instead of only 2-3 months.

So if anyone could give me a hint on how to transform Metastock tick data into 5 min format, I will be gratefull.


Thanks alot !
Iulian

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