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converting minute data into various different time increments...

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    converting minute data into various different time increments...

    I have several excel file that contains the following values for some popular financial instruments:

    MM/DD/YY | HH:MM | Open | High | Low | Close | Volume

    This is minute data going back to January 1st 2010. What I would like to be able to do is manipulate this data in a variety of ways:

    1) verify that all minute values are represented. If a minute's values are missing I would like to fill in the blank with the close of the previous bar for all missing minutes. (This can be a little tricky with holidays and some markets close at the :15 minute mark of the hour)

    2) extract the time and value for the Open, High, Low and Close for each day while summing the volume. (Ideally I would be able to enter a time range so that I can look at day session only versus 24 hour data)

    3) I would like to be able to generate a plot of any day I like (or multiple days) that not only plots the OHLC values but also will plot a cumulative volume histogram. I would like to be able to choose a time increment as well.

    I don't know anything but formula basics for excel. I'm not looking for someone to spoon feed me how to do this but I would like help creating a plan of attack. Do I need to use VBA? What is the most efficient order of operations? Examples of similar files. Anything would be appreciated.

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    Forum Expert Jakobshavn's Avatar
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    Re: converting minute data into various different time increments...

    Please post a workbook containing a small sample of your data. We can then evolve your solution. Do not include any proprietary information in the workbook.
    Gary's Student

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    Re: converting minute data into various different time increments...

    I have made a slightly more simple request here: http://www.excelforum.com/excel-prog...ow-values.html

    It includes a better explanation of what I would like to start with first and a few sample files. Thanks for looking...
    Attached Files Attached Files

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