Convert 1 min data into 5 min data

theMorningstar

New Member
Joined
Oct 17, 2012
Messages
1
Hi I have some data that I would like to convert from a 1 min data into groups of 5 mins starting from 00:00, 00:05, 00:10 etc it is occuring over a number of years that is spread over 4 worksheets (yea its a lot of data). Problem is that it isn't a continuous set of 1 min data as it is only recorded when an event occurs.
I would like to show the start price, end price and the highest and lowest prices during that period as well.
Can anyone help me on this?
It's the price of the Australian Dollar since 2/1/2001
Much appreciated and thank you in advance.

My data looks like this:
Time is HHMMSS
Date is YYYYMMDD
<ticker><dtyyyymmdd><time><open><high><low><close><vol>TICKER,DTYYYYMMDD,TIME,OPEN,HIGH,LOW,CLOSE,VOL
[TABLE="width: 64"]
<tbody>[TR]
[TD="width: 64"]<ticker><dtyyyymmdd><time><open><high><low><close><vol></vol></close></low></high></open></time></dtyyyymmdd></ticker>[/TD]
[/TR]
</tbody>[/TABLE]
[TABLE="width: 64"]
<tbody>[TR]
[TD]AUDUSD,20010102,230100,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,230400,0.5616,0.5616,0.5616,0.5616,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,230700,0.5615,0.5615,0.5614,0.5615,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,230800,0.5616,0.5616,0.5616,0.5616,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,230900,0.5617,0.5618,0.5617,0.5618,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231000,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231100,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231200,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231300,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231400,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231500,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231700,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
[TR]
[TD]AUDUSD,20010102,231800,0.5617,0.5617,0.5617,0.5617,4[/TD]
[/TR]
</tbody>[/TABLE]

</vol></close></low></high></open></time></dtyyyymmdd></ticker>
 

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