Tidying up tick data with excel; range bars

spearchew

Member
Messages
80
Likes
0
Hi all,

I have a bunch of excel files containing several months worth of intraday price data. three columns in each case: time of trade, price, volume

If I want to make the data less granular, for instance turn it in to 30 second bars, 1 minute bars etc, I can quite easily do so using microsoft excel pivot tables.

However, using microsoft excel only, I struggle to conceive of any way to create volume or range bars.

1) Is it actually possible with microsoft excel?
2) Would a better approach be to use third party charting software of some description, importing my microsoft excel data, and churning out range bars, volume bars and whatever else automatically? Is this possible?

Thanks for help
 
Top