Generating 5min, 15min etc candlestick chart from 0 minutes data

  • Hi,

    I have the open, close, high & low prices in a table. These are 0 minutes data, Would want to generate 5min, 15 min, 30 min, 60 min, 120min, 240 min, daily etc data. the table structure is

    CREATE TABLE [dbo].[0mindata]

    (

    [PDateTime] [datetime] NOT NULL,

    [Opening] [decimal](5, 2) NOT NULL,

    [Closing] [decimal](5, 2) NOT NULL,

    [High] [decimal](5, 2) NOT NULL,

    [Low] [decimal](5, 2) NOT NULL,

    )

    Input data

    date | Open| Close| high| low

    10/1/14 9:15 AM| 20.04| 20.04| 20.04| 20.04

    10/1/14 9:16 AM| 20.12| 20.12| 20.12| 20.12

    10/1/14 9:17 AM| 20.08| 20.08| 20.08| 20.08

    10/1/14 9:18 AM| 20.09| 20.09| 20.09| 20.09

    10/1/14 9:19 AM| 20.14| 20.14| 20.14| 20.14

    10/1/14 9:19 AM| 20.12| 20.12| 20.12| 20.12

    10/1/14 9:20 AM| 20.13| 20.13| 20.13| 20.13

    10/1/14 9:21 AM| 20.22| 20.22| 20.22| 20.22

    10/1/14 9:22 AM| 20.21| 20.21| 20.21| 20.21

    10/1/14 9:23 AM| 20.11| 20.11| 20.11| 20.11

    10/1/14 9:24 AM| 20.17| 20.17| 20.17| 20.17

    10/1/14 9:25 AM| 20.14|20.14| 20.14| 20.14

    Output

    date | Open| Close| high| low

    10/1/14 9:20 AM| 20.04| 20.13| 20.14| 20.04

    10/1/14 9:25 AM| 20.22| 20.14| 20.22| 20.11

    This is the result for a 5 min chart data. Open price of 9.15 AM as open, close price of 9.20 AM as Close, max of 9.15-9.20 AM as high & min of 9.15 -9.20 AM as low & like wise. the timeframe can vary like 1 min, 5 min, 10min, etc..

  • balasundar.sp (10/8/2014)


    Hi,

    I have the open, close, high & low prices in a table. These are 0 minutes data, Would want to generate 5min, 15 min, 30 min, 60 min, 120min, 240 min, daily etc data. the table structure is

    CREATE TABLE [dbo].[0mindata]

    (

    [PDateTime] [datetime] NOT NULL,

    [Opening] [decimal](5, 2) NOT NULL,

    [Closing] [decimal](5, 2) NOT NULL,

    [High] [decimal](5, 2) NOT NULL,

    [Low] [decimal](5, 2) NOT NULL,

    )

    Quick question, can you provide some sample data and preferably the expected results based on the data sample?

    😎

  • These are stock tickers, i am actually trying to generate candlestick chart using these data. The user would choose whether he wants to see a 5min chart or whatever time chart he wants to see.

  • Duplicate posting, respond to this thread instead.

    😎

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